noise filtering procedure was applied first to an empirical correlation matrix and, second, to the matrix built from the … same time series deliberately contaminated with noise. The final, noise filtered correlation matrices, were practically the … measures that gave average distance between off-diagonal elements of correlation matrices obtained as a result of noise …

noise filtering procedure was applied first to an empirical correlation matrix and, second, to the same matrix deliberately … contaminated with noise. The final, noise filtered correlation matrices, were practically the same in both cases (by simple visual … between off-diagonal elements of correlation matrices obtained as a result of noise filtering of empirical correlation matrix …

filtering noise from correlation matrices developed by the New York based company, Market Memory Trading, L.L.C. (MMT …, from asset allocation to LIBOR Surveillance and cyber security.“ROBUSTNESS OF A NOISE FILTERING PROCEDURE FOR CORRELATION … MATRICES - Filtering of Deliberately Introduced Noise from True Correlation Matrices.” White Paper 9, dated June 3, 2013 …

filtering noise from correlation matrices developed by the New York based company, Market Memory Trading, L.L.C. (MMT …, from asset allocation to LIBOR Surveillance and cyber security.“ROBUSTNESS OF A NOISE FILTERING PROCEDURE FOR CORRELATION … MATRICES - Filtering of Deliberately Introduced Noise from Empirical Correlation Matrices." White Paper 8, dated June 3, 2013 …