Extracting principal components from pseudo-random data by using random matrix theory

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6278 LNAI, Issue PART 3, 2010, Pages 602-611

  Tanaka Yamawaki, Mieko ^a  

^a TOTTORI UNIVERSITY   (Japan)

Author keywords

Correlation; Eigenvalues; Principal Component; RMT; Stock Market; Trend

Indexed keywords

CORRELATION; EIGENVALUES; PRINCIPAL COMPONENTS; RMT; STOCK MARKET; TREND;

COMMERCE; EIGENVALUES AND EIGENFUNCTIONS; FINANCE; KNOWLEDGE BASED SYSTEMS; PRINCIPAL COMPONENT ANALYSIS; TIME SERIES;

MATRIX ALGEBRA;

EID: 78449248784     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-15393-8_67     Document Type: Conference Paper

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