Extracting quarterly trends of Tokyo stock market by means of RMT-PCA

Frontiers in Artificial Intelligence and Applications

Volumn 243, Issue , 2012, Pages 2028-2036

  Tanaka Yamawaki, Mieko ^a   Kido, Takemasa ^a   Yamamoto, Atsushi ^a  

^a TOTTORI UNIVERSITY   (Japan)

Author keywords

Cross correlation matrix; Eigenvector components; Quarterly trends in the stock market; RMT PCA

Indexed keywords

COMMERCE; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; PRINCIPAL COMPONENT ANALYSIS;

COLLECTIVE MODES; CROSS CORRELATION MATRICES; EIGENVALUE SPECTRUM; EIGENVECTOR COMPONENT; INDUSTRIAL SECTOR; PRINCIPAL COMPONENTS; QUARTERLY TREND IN THE STOCK MARKET; RMT-PCA; STOCK PRICE; TIMES SERIES;

FINANCIAL MARKETS;

EID: 84879119970     PISSN: 09226389     EISSN: 18798314     Source Type: Book Series    
DOI: 10.3233/978-1-61499-105-2-2028     Document Type: Article

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