Feature extraction using random matrix theory approach

2007 ◽  
Author(s):  
Viktoria Rojkova ◽  
Mehmed Kantardzic
Keyword(s):  
Feature Extraction ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Theory Approach

scholarly journals Random-matrix-theory approach to mesoscopic fluctuations of heat current

2013 ◽  
Vol 88 (2) ◽  
Author(s):  
Martin Schmidt ◽  
Tsampikos Kottos ◽  
Boris Shapiro
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Heat Current ◽  
Theory Approach

Collective behavior of stock price movements—a random matrix theory approach

2001 ◽  
Vol 299 (1-2) ◽  
pp. 175-180 ◽  
Author(s):  
V. Plerou ◽  
P. Gopikrishnan ◽  
B. Rosenow ◽  
L.A.N. Amaral ◽  
H.E. Stanley
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Collective Behavior ◽  
Stock Price ◽  
Matrix Theory ◽  
Theory Approach ◽  
Price Movements ◽  
Stock Price Movements

A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES

2008 ◽  
Vol 11 (05) ◽  
pp. 655-668 ◽  
Author(s):  
RICARDO COELHO ◽  
PETER RICHMOND ◽  
STEFAN HUTZLER ◽  
BRIAN LUCEY
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Spanning Trees ◽  
Matrix Theory ◽  
Geographical Location ◽  
Market Model ◽  
Theory Approach ◽  
Strongly Correlated ◽  
Industrial Sectors ◽  
Graphical Visualization

Correlations of stocks in time have been widely studied. Both the random matrix theory approach and the graphical visualization of so-called minimum spanning trees show the clustering of stocks according to industrial sectors. Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to separate stocks according to their geographical location, provided that they are not strongly correlated. These results are compared with the results from random time series created using the market model, where the main factor is the mean of returns of the stocks of each sector.

scholarly journals Random Matrix Theory Approach to Chaotic Coherent Perfect Absorbers

2017 ◽  
Vol 118 (4) ◽  
Author(s):  
Huanan Li ◽  
Suwun Suwunnarat ◽  
Ragnar Fleischmann ◽  
Holger Schanz ◽  
Tsampikos Kottos
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Theory Approach ◽  
Perfect Absorbers
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