Search Results - subject:"Random Matrix Theory"

Correlation structure analysis of the global agricultural futures market

Dai, Yun-Shi; Ngoc Quang Anh Huynh; Zheng, Qing-Huan; … - In: Research in international business and finance 61 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014246883

Random matrix theory (RMT) application on financial data

Kaneko, Takuya; Hisakado, Masato - In: Digital Designs for Money, Markets, and Social Dilemmas, (pp. 347-361). 2022

Persistent link: https://www.econbiz.de/10013363389

Random Matrix Theory

Bailey, Natalia; Jiang, Dandan; Yao, Jianfeng - In: Econometric reviews 41 (2022) 5, pp. 564-582

Persistent link: https://www.econbiz.de/10013364894

Network models to improve robot advisory portfolios

Giudici, Paolo; Polinesi, Gloria; Spelta, Alessandro - In: Risk management decisions and value under uncertainty, (pp. 965-989). 2022

Persistent link: https://www.econbiz.de/10013342079

Improving the volatility of the optimal weights of the Markowitz model

Ortiz, Roberto; Contreras, Mauricio; Mellado, Cristhian - In: Economic research 35 (2022) 1,3, pp. 2836-2858

Persistent link: https://www.econbiz.de/10014383313

The causes of I.C.T. use which increase time spent on the Internet by secondary school students and affect exposure to bullying from other students

Radetić-Paić, Mirjana; Boljunčić, Valter - In: Economic research 35 (2022) 1,3, pp. 2859-2867

Persistent link: https://www.econbiz.de/10014383318

The virtue of complexity in return prediction

Malamud, Semyon; Kelly, Bryan T.; Zhou, Kangying - 2022

Persistent link: https://www.econbiz.de/10013177471

Shrinkage estimation of large covariance matrices: Keep it simple, statistician?

Ledoit, Olivier; Wolf, Michael - 2019

Under rotation-equivariant decision theory, sample covariance matrix eigenvalues can be optimally shrunk by recombining sample eigenvectors with a (potentially nonlinear) function of the unobservable population covariance matrix. The optimal shape of this function reflects the loss/risk that is...

Persistent link: https://www.econbiz.de/10012040363

Synchronization patterns in the European Union

Guerini, Mattia; Luu, Duc Thi; Napoletano, Mauro - 2019

exploits Random Matrix Theory and extracts the latent information contained in a balanced panel data by cleaning it from …

Persistent link: https://www.econbiz.de/10012389308

Shrinkage estimation of large covariance matrices : keep it simple, statistician?

Ledoit, Olivier; Wolf, Michael - 2019

Persistent link: https://www.econbiz.de/10012030045

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