Large dimension forecasting models and random singular value spectra
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- Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005. "Large dimension forecasting models and random singular value spectra," Science & Finance (CFM) working paper archive 500066, Science & Finance, Capital Fund Management.
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- Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Correlation of financial markets in times of crisis," Papers 1102.1339, arXiv.org, revised Mar 2011.
- Romain Allez & Jean-Philippe Bouchaud, 2012. "Eigenvector dynamics: general theory and some applications," Papers 1203.6228, arXiv.org, revised Jul 2012.
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