搜索结果: 1-1 共查到“财政学 Financial Applications”相关记录1条 . 查询时间(0.046 秒)
Financial Applications of Random Matrix Theory: a short review
Financial Applications Random Matrix Theory short review
2010/11/2
The Marˇcenko-Pastur 1967 paper [1] on the spectrum of empirical correlation matrices is both remarkable and precocious. It turned out to be useful in many, very different contexts (neural networks, i...