Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263)
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scientific article; zbMATH DE number 7916110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permutation invariant Gaussian matrix models for financial correlation matrices |
scientific article; zbMATH DE number 7916110 |
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Permutation invariant Gaussian matrix models for financial correlation matrices (English)
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19 September 2024
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permutation invariant matrix models
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symmetric group representation theory
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statistical mechanics
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Gaussianity
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financial correlations
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high-frequency foreign exchange data
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