Looking into the Market Behaviors through the Lens of Correlations and Eigenvalues: An Investigation on the Chinese and US Markets Using RMT.

Tang, Yong; Xiong, Jason; Cheng, Zhitao; Zhuang, Yan; Li, Kunqi; Xie, Jingcong; Zhang, Yicheng.

Afiliação

Tang Y; School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China.
Xiong J; Department of Physics, University of Fribourg, Chemin du Musée 3, 1700 Fribourg, Switzerland.
Cheng Z; Walker College of Business, Appalachian State University, Boone, NC 28608, USA.
Zhuang Y; School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu 610054, China.
Li K; School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China.
Xie J; Department of Electrical and Computer Engineering, State University of New York at Stony Brook, Stony Brook, NY 11794, USA.
Zhang Y; Terry College of Business, University of Georgia, Athens, GA 30602, USA.

Entropy (Basel) ; 25(10)2023 Oct 18.

Article em En | MEDLINE | ID: mdl-37895581