There is a newer version of the record available.

Published August 8, 2023 | Version 2022-08-24/2022-09-02(2023-08-08)
Software Open

Programs to produce the figures and the table of " Yohji Akama, Correlation matrix of equi-correlated normal population: fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market, International Journal of Theoretical and Applied Finance, https://doi.org/10.1142/S0219024923500061 (Accepted on 7 Mar '23)"

  • 1. Mathematical Institute, Tohoku University

Contributors

Researcher:

  • 1. Mathematical Institute, Tohoku University

Description

Yohji Akama (yoji.akama.e8@tohoku.ac.jp), 8 August 2023
      Programs and datasets to produce the figures and the table of  

     Yohji Akama, Correlation matrix of equi-correlated normal population: fluctuation of the largest eigenvalue, 
      scaling of the bulk eigenvalues, and stock market, International Journal of Theoretical and Applied Finance, 
      https://doi.org/10.1142/S0219024923500061 (Accepted on 7 Mar '23).

 

Notes

For comments, visit https://www.researchgate.net/publication/370151550_CORRELATION_MATRIX_OF_EQUI-CORRELATED_NORMAL_POPULATION_FLUCTUATION_OF_THE_LARGEST_EIGENVALUE_SCALING_OF_THE_BULK_EIGENVALUES_AND_STOCK_MARKET

Files

IJTAF-Figures-and-Table.zip

Files (25.7 MB)

Name Size Download all
md5:443b54a29111150081614bd12cfcb5e1
25.7 MB Preview Download

Additional details

Related works

Is part of
Journal article: 10.1142/S0219024923500061 (DOI)

References

  • Y. Akama and A. Husnaqilati (2022). A dichotomous behavior of Guttman-Kaiser criterion from equi-correlated normal population, J. Indones. Math. Soc. 28(3):272–303.