Published August 8, 2023
| Version 2022-08-24/2022-09-02(2023-08-08)
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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)"
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
Files
IJTAF-Figures-and-Table.zip
Files
(25.7 MB)
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md5:443b54a29111150081614bd12cfcb5e1
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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.