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Permutation invariant Gaussian matrix models for financial correlation matrices (2024)

First Author: Barnes G

Attributed to: String Theory, Gauge Theory and Duality funded by STFC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2024.130015

Publication URI: http://dx.doi.org/10.1016/j.physa.2024.130015

Type: Journal Article/Review

Parent Publication: Physica A: Statistical Mechanics and its Applications

ISSN: 03784371