Trend-extraction of stock prices in the American market by means of RMT-PCA

Smart Innovation, Systems and Technologies

Volumn 10 SIST, Issue , 2011, Pages 637-646

  Tanaka Yamawaki, Mieko ^a   Kido, Takemasa ^a   Itoi, Ryota ^a  

^a TOTTORI UNIVERSITY   (Japan)

Author keywords

Correlation; Eigenvalues; Principal component; RMT PCA; Stock market; Trend

Indexed keywords

EIGENVALUES; PRINCIPAL COMPONENTS; RMT-PCA; STOCK MARKET; TREND;

COMMERCE; EIGENVALUES AND EIGENFUNCTIONS; FINANCE; OPTICAL CORRELATION;

PRINCIPAL COMPONENT ANALYSIS;

EID: 84866329151     PISSN: 21903018     EISSN: 21903026     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-22194-1_63     Document Type: Conference Paper

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