Pages that link to "Item:Q4521262"

The following pages link to RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS (Q4521262):

Displaying 29 items.

• Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
• Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
• A practical guide to robust portfolio optimization (Q5014226) (← links)
• Collective behavior in the North Rhine-Westphalia motorway network (Q5020026) (← links)
• Identifying subdominant collective effects in a large motorway network (Q5055405) (← links)
• A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (Q5078664) (← links)
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
• Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
• Regularizing portfolio optimization (Q5131405) (← links)
• Power mapping with dynamical adjustment for improved portfolio optimization (Q5189719) (← links)
• A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
• Random Matrix Theory of Dynamical Cross Correlations in Financial Data (Q5325414) (← links)
• (Q5359672) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)
• Large dimensional analysis of general margin based classification methods (Q5860319) (← links)
• A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
• Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
• Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model (Q5876985) (← links)
• A smooth transition towards a Tracy–Widom distribution for the largest eigenvalue of interacting k-body fermionic embedded Gaussian ensembles (Q6040934) (← links)
• Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
• Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
• An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)
• Time-convergent random matrices from mean-field pinned interacting eigenvalues (Q6159619) (← links)
• Two stage approach to functional network reconstruction for binary time-series (Q6163733) (← links)
• Random matrix time series (Q6172251) (← links)
• Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
• Risk factor aggregation and stress testing (Q6657704) (← links)