Realistic Implied Correlation Matrix; Positive-Semi Definite; Valid Correlation Matrix; Implied Correlation Index; Equicorrelation Matrix - Articles

Estimating Realistic Implied Correlation Matrix from Option Prices (Articles)

Kawee Numpacharoen, Nattachai Numpacharoen

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34041 7,065 Downloads 13,248 Views Citations
Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix (Articles)

Werner Hürlimann

Advances in Pure Mathematics Vol.5 No.7，June 2, 2015

DOI: 10.4236/apm.2015.57039 3,163 Downloads 3,966 Views Citations
This article belongs to the Special Issue on Eigenvalues and Eigenvectors
Modulus-Based Matrix Splitting Iteration Methods for a Class of Stochastic Linear Complementarity Problem (Articles)

Qianqian Lu, Chenliang Li

American Journal of Operations Research Vol.9 No.6，October 24, 2019

DOI: 10.4236/ajor.2019.96016 453 Downloads 934 Views Citations
Efficient Time-Domain Signal and Noise FET Models for Millimetre-Wave Applications (Articles)

Shahrooz Asadi, Mustapha C. E. Yagoub

Journal of Electromagnetic Analysis and Applications Vol.5 No.1，January 29, 2013

DOI: 10.4236/jemaa.2013.51005 4,774 Downloads 6,663 Views Citations
Analyzing Field-Derived Arboreal Spectral Signatures (Articles)

Samuel G. Jenkins, Peter Oduor, Larry Kotchman, Michael Kangas

Journal of Geographic Information System Vol.8 No.2，April 20, 2016

DOI: 10.4236/jgis.2016.82018 2,143 Downloads 2,841 Views Citations
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry (Articles)

Chikashi Tsuji

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34060 3,927 Downloads 6,201 Views Citations
Heavy Metal Dispersion in Stream Sediments in River Iyiudene, Abakaliki South-Eastern Nigeria: Source, Distribution Pattern, and Contamination Assessment (Articles)

Emmanuel U. Nwazue, Erepamo J. Omietimi, Eniye Mienye, Osayamen J. Imarhiagbe, Olumide A. Adeosun, Paulinus N. Nnabo

Journal of Geoscience and Environment Protection Vol.10 No.7，July 13, 2022

DOI: 10.4236/gep.2022.107004 91 Downloads 483 Views Citations
Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory (Articles)

Mieko Tanaka-Yamawaki

Intelligent Information Management Vol.3 No.3，April 29, 2011

DOI: 10.4236/iim.2011.33008 6,416 Downloads 11,401 Views Citations
Area-Correlated Spectral Unmixing Based on Bayesian Nonnegative Matrix Factorization (Articles)

Xiawei Chen, Jing Yu, Weidong Sun

Open Journal of Applied Sciences Vol.3 No.1B，January 22, 2013

DOI: 10.4236/ojapps.2013.31B009 3,789 Downloads 5,783 Views Citations
The Solution of the Eigenvector Problem in Synchrotron Radiation Based Anomalous Small-Angle X-Ray Scattering (Articles)

Guenter Johannes Goerigk

Advances in Linear Algebra & Matrix Theory Vol.3 No.4，December 19, 2013

DOI: 10.4236/alamt.2013.34012 3,530 Downloads 7,375 Views Citations
Assessment of Heavy Metals in Indoor Settled Harmattan Dust from the University of Agriculture Makurdi, Nigeria (Articles)

Ishaq S. Eneji, Itodo U. Adams, Kadili A. Julius

Open Journal of Air Pollution Vol.4 No.4，December 14, 2015

DOI: 10.4236/ojap.2015.44017 3,820 Downloads 5,096 Views Citations
Covariance Matrix Learning Differential Evolution Algorithm Based on Correlation (Articles)

Sainan Yuan, Quanxi Feng

International Journal of Intelligence Science Vol.11 No.1，December 15, 2020

DOI: 10.4236/ijis.2021.111002 253 Downloads 744 Views Citations
Ternary Zero Correlation Zone Sequence Sets for Asynchronous DS-CDMA (Articles)

Benattou Fassi, Ali Djebbari, Abdelmalik Taleb-Ahmed

Communications and Network Vol.6 No.4，November 3, 2014

DOI: 10.4236/cn.2014.64023 3,748 Downloads 4,980 Views Citations
On Least Squares Solutions of Matrix Equation MZN=S (Articles)

Yuping Zhang, Changzhou Dong, Jianmin Song

Advances in Linear Algebra & Matrix Theory Vol.3 No.4，December 6, 2013

DOI: 10.4236/alamt.2013.34009 3,918 Downloads 8,434 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2，May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,568 Downloads 2,659 Views Citations
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria (Articles)

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4，October 11, 2016

DOI: 10.4236/jmf.2016.64041 10,155 Downloads 24,467 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry (Articles)

Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4，October 14, 2016

DOI: 10.4236/jmf.2016.64043 1,859 Downloads 3,924 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Centrality Measures Based on Matrix Functions (Articles)

Lembris Laanyuni Njotto

Open Journal of Discrete Mathematics Vol.8 No.4，September 26, 2018

DOI: 10.4236/ojdm.2018.84008 1,040 Downloads 4,857 Views Citations
CRISE: Toward Better Understanding of COVID-19 Psychological Impact during Lockdown (Articles)

Hussein Baalbaki, Hassan Harb, Chamseddine Zaki, Youssef Alakoury, Layla Tannoury, Michel Nabaa

Journal of Computer and Communications Vol.9 No.8，August 12, 2021

DOI: 10.4236/jcc.2021.98002 143 Downloads 877 Views Citations
Constrained Low Rank Approximation of the Hermitian Nonnegative-Definite Matrix (Articles)

Haixia Chang

Advances in Linear Algebra & Matrix Theory Vol.10 No.2，June 29, 2020

DOI: 10.4236/alamt.2020.102003 363 Downloads 1,024 Views Citations

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