Intelligent Information Management

Intelligent Information Management

ISSN Print: 2160-5912
ISSN Online: 2160-5920
www.scirp.org/journal/iim
E-mail: iim@scirp.org
"Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory"
written by Mieko Tanaka-Yamawaki,
published by Intelligent Information Management, Vol.3 No.3, 2011
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
[1] Principal component analysis and randomness test for big data analysis: practical applications of RMT-based technique
Yamawaki, 2023
[2] Comparison of antecedents and consequences of financial behavior of momentum and random investors (mixed approach)
Financial Knowledge of Securities …, 2023
[3] Big Data Analysis with RMT
Yamawaki, Y Ikura - … Analysis and Randomness Test for Big …, 2022
[4] Toward a scenario with complementary stochastic and deterministic information in financial fluctuations
Chinese Journal of Physics, 2018
[5] Statistical distribution of the sub-second price fluctuation in the latest arrowhead market
Procedia Computer Science, 2018
[6] Cross Correlation Analysis on the Relationship Between Maximum Temperature and Relative Humidity in Bida, Niger State
2016
[7] Conditional Scenario Generation with a GVAR Model
2016
[8] МОДЕЛЮВАННЯ КРИТИЧНИХ ТА КРИЗОВИХ ЯВИЩ У СКЛАДНИХ ЕКОНОМІЧНИХ СИСТЕМАХ
2015
[9] The Application of the RMT-test on the High-frequency Price Time Series
ISCIE Symposium on Stochastic Systems Theory and Its Applications, 2014
[10] A study on the randomness of stock prices by using the RMT-test
The 12-th Asia Pacific Physics Conference (APPC2013) July, 2013
[11] 戦略の自動進化および時系列乱数度による価格予測
2013
[12] Price Predictions Based on Evolvable Strategies, Principal Component Analysis, and Randomness of Data Strings
Oukan (Journal of Transdisciplinary Federation of Science and Technology), 2013
[13] ランダム行列理論を用いた乱数度測定法の開発とその実データへの応用
2013
[14] Randomness Criteria of the RMT-test Compared to the NIST
Procedia Computer Science, 2013
[15] Predicting the Security Levels of Stock Investment by Using the RMT-test
Procedia Computer Science, 2013
[16] Extracting Market Trends from the Cross Correlation between Stock Time Series
Advanced Techniques for Knowledge Engineering and Innovative Applications. Springer Berlin Heidelberg, 2013
[17] The RMT test for Measuring Randomness
M Tanaka-Yamawaki, X Yang, Y Mikamori - jci2012.sciencesconf.org, 2013
[18] K12is-228 Extracting Market Trends from the Cross Correlation between Stock Time Series
Advanced Techniques for Knowledge Engineering and Innovative Applications, 2013
[19] Testing randomness by means of Random Matrix Theory
Progress of Theoretical Physics Supplement, 2012
[20] Moment approach for quantitative evaluation of randomness based on RMT formula
Intelligent Decision Technologies, 2012
[21] Extracting quarterly trends of Tokyo stock market by means of RMT-PCA
2012
[22] Testing randomness by means of RMT formula
Intelligent Decision Technologies, 2011
[23] Trend-Extraction of Stock Prices in the American Market by Means of RMT-PCA
Intelligent Decision Technologies, 2011
Free SCIRP Newsletters
Copyright © 2006-2025 Scientific Research Publishing Inc. All Rights Reserved.
Top