Results 11 to 20 of about 128,402 (249)
Portfolio Optimization and Random Matrix Theory in Stock Exchange [PDF]
مدیریت نوآوری و راهبردهای عملیاتی, 2021 Purpose: This study aimed to optimize the stock portfolio based on stochastic matrix theory in the stock market and to answer whether the relevant information will exist using the Marčenko–Pastur distribution.Methodology: The data of 31 shares in the ...
mostafa heidari haratemeh
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Nonlinear Perturbation of Random Matrix Theory
Physical Review Letters, 2023 21=5+16 pages, 5 figures + 16 SupMat figures, additional figures/data available at: https://www.quantware.ups-tlse.fr/QWLIB/nonlinrmt/index.html additional material in SupMat (new figure panels with new parameters and new SupMat sections)
Frahm, Klaus, Shepelyansky, Dima
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Prediction of Solar Ultraviolet Radiations Using Random Matrix Theory
Frontiers in Biomedical Technologies, 2023 Purpose: The correlation of different samples can be described by analytical models such as random matrix theory. In this study, we tried to describe the correlation of different types of ultraviolet values in different months, weeks, and hours to get a
Reza Malekzadeh +3 more
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Developments in random matrix theory [PDF]
Journal of Physics A: Mathematical and General, 2003 22 pages ...
Forrester, PJ +2 more
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Path Counting and Random Matrix Theory [PDF]
The Electronic Journal of Combinatorics, 2003 We establish three identities involving Dyck paths and alternating Motzkin paths, whose proofs are based on variants of the same bijection. We interpret these identities in terms of closed random walks on the halfline. We explain how these identities arise from combinatorial interpretations of certain properties of the $\beta$-Hermite and $\beta ...
Ioana Dumitriu, Etienne Rassart
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Random Matrix Theory Predictions of Dominant Mode Rejection Beamformer Performance
IEEE Open Journal of Signal Processing, 2022 Adaptive beamformers use a sensor covariance matrix estimated from data snapshots to mitigate directional interference and attenuate uncorrelated noise.
Christopher Hulbert, Kathleen Wage
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Analysis of the Global Banking Network by Random Matrix Theory
Frontiers in Physics, 2021 Since the financial crisis of 2008, the network analysis of financial systems has attracted a lot of attention. In this paper, we analyze the global banking network via the method of Random Matrix Theory. By applying that method on a cross border lending
Ali Namaki +11 more
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Abnormal Node Location Algorithm for WSN Based on Random Matrix Theory [PDF]
Jisuanji gongcheng, 2020 Existing abnormal node detection methods for Wireless Sensor Network(WSN) have difficulty in obtaining the statistical model,and the computational cost of large-dimensional data is high.To address the problem,this paper introduces the Random Matrix ...
LIN Chao, ZHENG Lin, ZHANG Wenhui, DENG Xiaofang
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Unitary matrix integral for two-color QCD and the GSE-GUE crossover in random matrix theory
Physics Letters B, 2021 We analytically evaluate a unitary matrix integral which appears in the low-energy limit of two-color QCD at finite chemical potential. The result is expressed as a pfaffian. We illustrate its application to the GSE-GUE crossover in random matrix theory.
Takuya Kanazawa
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Random matrix theory for complexity growth and black hole interiors
Journal of High Energy Physics, 2022 We study a precise and computationally tractable notion of operator complexity in holographic quantum theories, including the ensemble dual of Jackiw-Teitelboim gravity and two-dimensional holographic conformal field theories.
Arjun Kar +3 more
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