scholarly journals Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics

2019 ◽  
Vol 09 (02) ◽  
pp. 105-151
Author(s):  
Patrick Oseloka Ezepue ◽  
Thomas Chinwe Urama ◽  
Mahmoud A. Taib Omar
Keyword(s):  
Stock Market ◽  
Option Pricing ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Global Economics

Random Matrix Theory Applied to Portfolio Optimization in Japanese Stock Market

2006 ◽  
pp. 286-290
Author(s):  
Masashi Egi ◽  
Takashi Matsushita ◽  
Seiji Futatsugi ◽  
Keizaburo Murakami
Keyword(s):  
Stock Market ◽  
Portfolio Optimization ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Japanese Stock Market

SSA, Random Matrix Theory, and Noise-Reduced Correlations

2016 ◽  
Author(s):  
Jan W Dash ◽  
Xipei Yang ◽  
Mario Bondioli ◽  
Harvey J. Stein
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory

History—an overview

2018 ◽  
Author(s):  
Oriol Bohigas ◽  
Hans A. Weidenmüller
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Rapid Development ◽  
The Past ◽  
History Of ◽  
And Mathematics

An overview of the history of random matrix theory (RMT) is provided in this chapter. Starting from its inception, the authors sketch the history of RMT until about 1990, focusing their attention on the first four decades of RMT. Later developments are partially covered. In the past 20 years RMT has experienced rapid development and has expanded into a number of areas of physics and mathematics.

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