Marc Potters

Available identifiers

zbMath Open potters.marcMaRDI QIDQ212752

List of research outcomes

Publication	Date of Publication	Type
Optimal cleaning for singular values of cross-covariance matrices	2023-06-05	Paper
Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices	2022-08-01	Paper
Rank one HCIZ at high temperature: interpolating between classical and free convolutions	2021-01-05	Paper
A First Course in Random Matrix Theory	2020-10-15	Paper
On a Generalisation of the Marcenko-Pastur Problem	2020-09-15	Paper
Asymptotic behavior of the multiplicative counterpart of the Harish-Chandra integral and the $S$-transform	2020-07-18	Paper
Extreme value problems in random matrix theory and other disordered systems	2019-10-22	Paper
Two short pieces around the Wigner problem	2019-10-07	Paper
Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes	2019-01-15	Paper
Correlation structure of extreme stock returns	2019-01-14	Paper
Statistical properties of stock order books: empirical results and models	2019-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q5359671	2017-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q5361361	2017-09-27	Paper
Rotational Invariant Estimator for General Noisy Matrices	2017-04-28	Paper
Cleaning large correlation matrices: tools from random matrix theory	2017-04-12	Paper
Instanton Approach to Large $N$ Harish-Chandra-Itzykson-Zuber Integrals	2014-03-30	Paper
On the top eigenvalue of heavy-tailed random matrices	2012-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q3105281	2012-01-05	Paper
Large dimension forecasting models and random singular value spectra	2010-06-25	Paper
Theory of Financial Risk and Derivative Pricing	2009-08-03	Paper
Theory of Financial Risk and Derivative Pricing	2009-07-03	Paper
Relation between bid–ask spread, impact and volatility in order-driven markets	2008-08-07	Paper
Random walks, liquidity molasses and critical response in financial markets	2006-08-21	Paper
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS	2005-06-22	Paper
More statistical properties of order books and price impact	2003-05-21	Paper
Phenomenology of the interest rate curve	2002-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4524816	2002-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q2760406	2002-01-06	Paper
RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS	2001-10-23	Paper
More stylized facts of financial markets: leverage effect and downside correlations	2001-10-23	Paper
Back to basics: historical option pricing revisited	2001-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q4523525	2001-01-14	Paper
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities	2001-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4218375	1998-11-11	Paper
Mean-field equations for spin models with orthogonal interaction matrices	1997-08-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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