Multiscaled Cross-Correlation Dynamics in Financial Time-Series [PDF]
, 2008 The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different
Borghesi C. +8 more
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On a class of H-selfadjont random matrices with one eigenvalue of nonpositive type [PDF]
, 2012 Large H-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type.
Wojtylak, Michal
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A non-Hermitian $PT-$symmetric Bose-Hubbard model: eigenvalue rings from unfolding higher-order exceptional points [PDF]
, 2008 We study a non-Hermitian $PT-$symmetric generalization of an $N$-particle, two-mode Bose-Hubbard system, modeling for example a Bose-Einstein condensate in a double well potential coupled to a continuum via a sink in one of the wells and a source in the ...
Graefe, E. M. +3 more
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Dynamic Response of the Inertial Platform of the Laser ELI-NP Magurele-Bucharest Facility
Mathematics, 2022 Previous studies on the vibrational behavior of the inertial platform installed at ELI-NP, in Magurele-Bucharest have reported eigenfrequencies in the domain in which excitations can occur from earthquakes which manifests itself periodically in this ...
Calin Itu +7 more
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Greedy algorithms for high-dimensional eigenvalue problems [PDF]
, 2013 In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their orthogonalized ...
Cancès, Eric +2 more
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Bernstein-type theorems in hypersurfaces with constant mean curvature
Anais da Academia Brasileira de Ciências, 2000 By using the nodal domains of some natural function arising in the study of hypersurfaces with constant mean curvature we obtain some Bernstein-type theorems.
MANFREDO P. DO CARMO, DETANG ZHOU
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Analytical solutions to some generalized and polynomial eigenvalue problems
Special Matrices, 2021 It is well-known that the finite difference discretization of the Laplacian eigenvalue problem −Δu = λu leads to a matrix eigenvalue problem (EVP) Ax =λx where the matrix A is Toeplitz-plus-Hankel.
Deng Quanling
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Tensor Eigenvalue and SVD from the Viewpoint of Linear Transformation
Axioms, 2023 A linear transformation from vector space to another vector space can be represented as a matrix. This close relationship between the matrix and the linear transformation is helpful for the study of matrices.
Xinzhu Zhao, Bo Dong, Bo Yu, Yan Yu
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Further generalization of symmetric multiplicity theory to the geometric case over a field
Special Matrices, 2021 Using the recent geometric Parter-Wiener, etc. theorem and related results, it is shown that much of the multiplicity theory developed for real symmetric matrices associated with paths and generalized stars remains valid for combinatorially symmetric ...
Cinzori Isaac +3 more
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The Square of Some Generalized Hamming Graphs
Mathematics, 2023 In this paper, we study the square of generalized Hamming graphs by the properties of abelian groups, and characterize some isomorphisms between the square of generalized Hamming graphs and the non-complete extended p-sum of complete graphs.
Yipeng Li, Jing Zhang, Meili Wang
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