Keywords: نظریه ماتریس تصادفی; Cross-correlations; Random matrix theory; Complex systems; Minimal spanning tree; Centrality measures;
مقالات ISI نظریه ماتریس تصادفی (ترجمه نشده)
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Keywords: نظریه ماتریس تصادفی; Random Matrix Theory; Portfolio optimization; Financial markets and the macroeconomy; G10; G11; E44;
Keywords: نظریه ماتریس تصادفی; C12; C38; C52; C55; C58; C65; G1291G70; 62H25; 62H15; 62H10; 62E15; 62E20; 60B20Factor model; Exact test; Asymptotic test; High-dimensional test; High-dimensional asymptotics; Precision matrix; Inverse Wishart distribution; Random matrix theory
Accuracy of regularized D-rule for binary classification
Keywords: نظریه ماتریس تصادفی; 62H30; 62H99; Classification; High dimensional data; Linear shrinkage covariance matrix estimator; Random matrix theory; Regularized D-rule;
Collective behavior of cryptocurrency price changes
Keywords: نظریه ماتریس تصادفی; Correlation matrix; Partial correlation matrix; Random matrix theory; Minimum spanning tree; Cryptocurrencies; Bitcoin;
Universality in the dynamical properties of seismic vibrations
Keywords: نظریه ماتریس تصادفی; Seismic vibrations; Random Matrix Theory; Universality; Scaling;
Analyzing the stock market based on the structure of kNN network
Keywords: نظریه ماتریس تصادفی; k nearest neighbors graph; Financial market; Cluster; Random matrix theory; 00-01; 99-00;
Mean values of derivatives of L-functions in function fields: II
Keywords: نظریه ماتریس تصادفی; primary; 11M38; secondary; 11M06; 11G20; 11M50; 14G10; Function fields; Derivatives of L-functions; Moments of L-functions; Quadratic Dirichlet L-functions; Random matrix theory;
Truncated Calogero-Sutherland models on a circle
Keywords: نظریه ماتریس تصادفی; Exactly solvable models; Random matrix theory; Quantum chaos; Integrable systems;
A novel conductivity mechanism of highly disordered carbon systems based on an investigation of graph zeta function
Keywords: نظریه ماتریس تصادفی; Graphite pieces; Graph zeta function; Random matrix theory; Hopping conductivity; Tight binding method;
A covariance matrix shrinkage method with Toeplitz rectified target for DOA estimation under the uniform linear array
Keywords: نظریه ماتریس تصادفی; Direction of arrival (DOA) estimation; Covariance matrix estimation; Shrinkage estimation; MUSIC; Random matrix theory;
The Wigner distribution and 2D classical maps
Keywords: نظریه ماتریس تصادفی; Random matrix theory; 2D Poisson point process; Wigner spacing distribution; 2D ergodic maps; Pseudo-trajectories; Interpoint spacings;
Inclusion of forbidden minors in random representable matroids
Keywords: نظریه ماتریس تصادفی; Random representable matroids; Matroid theory; Forbidden matroid minors; Random matrix theory; Minor-closed matroid classes;
Regularized LRT for large scale covariance matrices: One sample problem
Keywords: نظریه ماتریس تصادفی; Asymptotic normality; Covariance matrix estimator; Identity covariance matrix; High dimensional data; Linear shrinkage estimator; Linear spectral statistics; Random matrix theory; Regularized likelihood ratio test; Spiked covariance matrix;
The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise
Keywords: نظریه ماتریس تصادفی; 15B52; 62G35; 62J10; Random matrix theory; Robust scatter estimation; Robust statistics; Signal plus noise model;
Numerical implementation of the QuEST function
Keywords: نظریه ماتریس تصادفی; Large-dimensional asymptotics; Numerical optimization; Random Matrix Theory; Spectrum estimation;
Interplay between the gut microbiota and immune responses of ayu (Plecoglossus altivelis) during Vibrio anguillarum infection
Keywords: نظریه ماتریس تصادفی; Vibrio anguillarum infection; Ayu gut microbiota; Immune responses; Interspecies interaction; Bioindicators; gDNA; Genomic DNA; ANOVA; one-way analysis of variance; PCoA; Principal coordinate analysis; ANOSIM; analysis of similarity; perMANOVA; permutatio
Marčenko–Pastur law for Tyler’s M-estimator
Keywords: نظریه ماتریس تصادفی; 15B52; 62H10Covariance estimation; Robust statistics; Random matrix theory
Tests for large-dimensional covariance structure based on Rao's score test
Keywords: نظریه ماتریس تصادفی; 62H15; 62H10; Large-dimensional data; Covariance structure; Rao's score test; Random matrix theory;
A pseudo-Hermitian β-Hermite family of matrices
Keywords: نظریه ماتریس تصادفی; Random matrix theory; Pseudo-Hermitian; β ensembles;
Delocalization of mechanical waves in the ladder chain of DNA with correlated disorder
Keywords: نظریه ماتریس تصادفی; Localization; Disordered systems; Random matrix theory; DNA;
Mean values of derivatives of L-functions in function fields: I
Keywords: نظریه ماتریس تصادفی; Function fields; Hyperelliptic curves; Derivatives of L-functions; Moments of L-functions; Quadratic Dirichlet L-functions; Random matrix theory
Quantification of uncertainties in turbulence modeling: A comparison of physics-based and random matrix theoretic approaches
Keywords: نظریه ماتریس تصادفی; Model-form uncertainty quantification; Turbulence modeling; Reynolds-averaged Navier-Stokes equations; Random matrix theory; Maximum entropy principle;
Rudnick and Soundararajan's theorem for function fields
Keywords: نظریه ماتریس تصادفی; primary, 11M38; secondary, 11G20, 11M50, 14G10Function fields; Finite fields; Hyperelliptic curves; Lower bounds for moments; Moments of L-functions; Quadratic Dirichlet L-functions; Random matrix theory
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Keywords: نظریه ماتریس تصادفی; 62H12; 60F05; 62G35; Random matrix theory; Robust estimation; Central limit theorem; GLRT;
The distribution of central values of elliptic curve L-functions
Keywords: نظریه ماتریس تصادفی; Elliptic curves; L-functions; Random matrix theory
Condition numbers of indefinite rank 2 ghost Wishart matrices
Keywords: نظریه ماتریس تصادفی; 15B52; 65F15Linear and multilinear algebra; Random matrix theory
Moments of zeta and correlations of divisor-sums: III
Keywords: نظریه ماتریس تصادفی; Riemann zeta-function; Divisor correlations; Moments; Random matrix theory;
Quantifying randomness in protein-protein interaction networks of different species: A random matrix approach
Keywords: نظریه ماتریس تصادفی; Random matrix theory; Protein-protein interaction networks; Spectra;
Statistical properties of the stock and credit market: RMT and network topology
Keywords: نظریه ماتریس تصادفی; Random matrix theory; Credit default swap; Network topology
Artin-Schreier L-functions and random unitary matrices
Keywords: نظریه ماتریس تصادفی; L-functions; Random matrix theory;
Not all that glitters is RMT in the forecasting of risk of portfolios in the Brazilian stock market
Keywords: نظریه ماتریس تصادفی; Portfolio building; Covariance matrix; Random Matrix Theory; Single Index Model; BM&F-Bovespa;
Conjectures for the integral moments and ratios of L-functions over function fields
Keywords: نظریه ماتریس تصادفی; primary, 11G20; secondary, 11M50, 14G10Moments of quadratic Dirichlet L-functions; Ratios of L-functions; Finite fields; Function fields; Random matrix theory; Hyperelliptic curves
Reconstruction of a low-rank matrix in the presence of Gaussian noise
Keywords: نظریه ماتریس تصادفی; 15A18; 15A83Matrix reconstruction; Random matrix theory; Eigenvalue distribution; Eigenvector distribution; HDLSS; Principal component analysis
H-Infinity control based scheduler for the deployment of small cell networks
Keywords: نظریه ماتریس تصادفی; Small cell networks; Random matrix theory; Scheduler; Beamforming; H∞H∞ control
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient
Keywords: نظریه ماتریس تصادفی; Econophysics; Random matrix theory; Cross-correlations; Detrended Cross-correlation coefficient; Pearson’s correlation coefficient; US stock market
Correlation of financial markets in times of crisis
Keywords: نظریه ماتریس تصادفی; Financial markets; Crisis; Correlation matrix; Random matrix theory;
The mean value of L(12,Ï) in the hyperelliptic ensemble
Keywords: نظریه ماتریس تصادفی; primary; 11G20; 11M50; secondary; 14G10; Moments of quadratic Dirichlet L-functions; Finite fields; Function fields; Random Matrix Theory; Hyperelliptic curves;
Pruning a minimum spanning tree
Keywords: نظریه ماتریس تصادفی; Financial markets; Minimum spanning tree; Pruning; Random matrix theory;
Information of group-correlations in Korean financial market
Keywords: نظریه ماتریس تصادفی; Random matrix theory; Correlation matrix; Overlapping matrix; Survival ratio
Comparing the structure of an emerging market with a mature one under global perturbation
Keywords: نظریه ماتریس تصادفی; Random matrix theory; Financial market; Global perturbation;
Network analysis of a financial market based on genuine correlation and threshold method
Keywords: نظریه ماتریس تصادفی; Stock correlation network; Topological structure; Random Matrix Theory;
Information-based multi-assets artificial stock market with heterogeneous agents
Keywords: نظریه ماتریس تصادفی; Artificial financial markets; Multi-assets; Information graphs; Random matrix theory; Static and dynamic factors
Principal regression analysis and the index leverage effect
Keywords: نظریه ماتریس تصادفی; Index leverage effect; Random matrix theory;
Analysis of stock prices of mining business
Keywords: نظریه ماتریس تصادفی; Mining business; Random matrix theory; Correlation matrix; Inverse participation ratio; Time-lag cross correlations
Spectral convergence for a general class of random matrices
Keywords: نظریه ماتریس تصادفی; Random matrix theory; Stieltjes transform; Multivariate statistics; Sample covariance matrix; Separable covariance model
Dependence structure of the Korean stock market in high frequency data
Keywords: نظریه ماتریس تصادفی; Financial correlation; Epps effect; Random matrix theory; Cook-Johnson copula; High frequency data;
Dependence structure of the commodity and stock markets, and relevant multi-spread strategy
Keywords: نظریه ماتریس تصادفی; Commodity; Random matrix theory; Network analysis; Multi-spread trading; AdaBoost algorithm;
QCD Dirac spectrum and components of the gauge field
Keywords: نظریه ماتریس تصادفی; Lattice QCD; Dirac spectrum; Random matrix theory;
A non-Hermitian circular billiard
Keywords: نظریه ماتریس تصادفی; Billiards; Diffraction; Pseudo-integrable systems; PT-symmetry; Random matrix theory