Browse "Dept. of Physics(물리학과)" by Subject Random matrix theory

Showing results 8 to 10 of 10

8
Statistical properties of the stock and credit market: RMT and network topology

Lim, Kyu Seong; Kim, Min Jae; Kim, Sehyun; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.407, pp.66 - 75, 2014-08

9
Structure of a financial cross-correlation matrix under attack

Lim, Gyu Chang; Kim, Soo Yong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; et al, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.18, pp.3851 - 3858, 2009-09

10
Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series

Eom, Cheoljun; Oh, Gabjin; Jung, Woo-Sung; Jeong, Hawoong; Kim, Seunghwan, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.6, pp.900 - 906, 2009-03

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