Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity (Q2066070)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity |
scientific article; zbMATH DE number 7456741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity |
scientific article; zbMATH DE number 7456741 |
Statements
Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity (English)
0 references
13 January 2022
0 references
correlation matrix
0 references
maximum eigenvalue
0 references
eigenvector
0 references
