Random matrix approach to cross correlations in financial data - Test2 - elhamkhani - TriplyDB

Random matrix approach to cross correlations in financial data

Random matrix approach to cross correlations in financial data

http://www.wikidata.org/entity/Q27346896

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Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market Review of processing and analysis methods for DNA methylation array data "Fluctuograms" reveal the intermittent intra-protein communication in subtilisin Carlsberg and correlate mechanical coupling with co-evolution Protein sectors: evolutionary units of three-dimensional structure Spatiotemporal Dynamics and Fitness Analysis of Global Oil Market: Based on Complex Network Structure of local interactions in complex financial dynamics Statistical linkage analysis of substitutions in patient-derived sequences of genotype 1a hepatitis C virus nonstructural protein 3 exposes targets for immunogen design Random matrix approach to categorical data analysis.Spectral properties of empirical covariance matrices for data with power-law tails.Quantification of intra- and inter-cluster relations in nonstationary and noisy data.Transcription network construction for large-scale microarray datasets using a high-performance computing approach Data-driven estimates of the number of clusters in multivariate time series.A peripheral epigenetic signature of immune system genes is linked to neocortical thickness and memory.The structure and evolution of buyer-supplier networks.Index cohesive force analysis reveals that the US market became prone to systemic collapses since 2002 Comparisons of non-Gaussian statistical models in DNA methylation analysis.Neuronal assembly detection and cell membership specification by principal component analysis.The fitness landscape of HIV-1 gag: advanced modeling approaches and validation of model predictions by in vitro testing.Cross-correlation asymmetries and causal relationships between stock and market risk.Massive-scale gene co-expression network construction and robustness testing using random matrix theory.Spike triggered covariance in strongly correlated gaussian stimuli.Coordinate linkage of HIV evolution reveals regions of immunological vulnerability.Dynamic evolution of cross-correlations in the Chinese stock market.A feature fusion based forecasting model for financial time series.A new methodology of spatial cross-correlation analysis Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations.Cross-correlations of American baby names.Exploring Market State and Stock Interactions on the Minute Timescale.Blood Epigenetic Age may Predict Cancer Incidence and Mortality.Systemic risk and spatiotemporal dynamics of the US housing market Randomness and preserved patterns in cancer network.Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations.Interplay between past market correlation structure changes and future volatility outbursts.A generalization of random matrix theory and its application to statistical physics.Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets.Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.An evaluation of methods correcting for cell-type heterogeneity in DNA methylation studies.Spectral properties of the temporal evolution of brain network structure.Droplet barcoding for single-cell transcriptomics applied to embryonic stem cells.Measuring critical transitions in financial markets.

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Random matrix approach to cross correlations in financial data

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2002 թուականի Յունիսին հրատարակուած գիտական յօդուած

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2002 թվականի հունիսին հրատարակված գիտական հոդված

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2002年の論文

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2002年論文

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2002年論文

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2002年論文

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2002年論文

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2002年論文

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2002年论文

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name

Random matrix approach to cross correlations in financial data

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Random matrix approach to cross correlations in financial data

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Random matrix approach to cross correlations in financial data

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type

label

Random matrix approach to cross correlations in financial data

@ast

Random matrix approach to cross correlations in financial data

@en

Random matrix approach to cross correlations in financial data

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prefLabel

Random matrix approach to cross correlations in financial data

@ast

Random matrix approach to cross correlations in financial data

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Random matrix approach to cross correlations in financial data

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PHYSREVE.65.066126

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Physical Review E

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Random matrix approach to cross correlations in financial data

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Bernd Rosenow

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Luís A. Nunes Amaral

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Parameswaran Gopikrishnan

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Vasiliki Plerou

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P2860

Mosaic organization of DNA nucleotides

Statistical properties of the volatility of price fluctuations

Hierarchical structure in financial markets

Long-Term Memory in Stock Market Prices

On the Cross-sectional Relation between Expected Returns and Betas

Taxonomy of stock market indices

Common risk factors in the returns on stocks and bonds

Economic Forces and the Stock Market

An Intertemporal Capital Asset Pricing Model

The Cross-Section of Expected Stock Returns

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1898527

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Harry Eugene Stanley

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cond-mat/0108023

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mathematical physics

condensed matter physics