相关论文: Cross-Correlation in cricket data and RMT

In this paper, we apply tools from the random matrix theory (RMT) to estimates of correlations across volatility of various assets in the S&P 500. The volatility inputs are estimated by modeling price fluctuations as GARCH(1,1) process. The…

We study the dynamic evolution of cross-correlations in the Chinese stock market mainly based on the random matrix theory (RMT). The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock…

In the dynamic realm of One Day International (ODI) cricket, the sport has undergone significant transformations over the past four decades. This study digs into the intricate evolution of ODI cricket from 1987 to 2023, analyzing about 4000…

We examine volatility of an Indian stock market in terms of aspects like participation, synchronization of stocks and quantification of volatility using the random matrix approach. Volatility pattern of the market is found using the BSE…

Randomized controlled trials (RCTs) have long been the gold standard for causal inference across various fields, including business analysis, economic studies, sociology, clinical research, and network learning. The primary advantage of…

In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock market correlation matrices like the distribution of…

The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence…

In the sport of cricket, player batting ability is traditionally measured using the batting average. However, the batting average fails to measure both short-term changes in ability that occur during an innings, and long-term changes that…

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

We perform a Random Matrix Theory (RMT) analysis of the quantum four-state chiral Potts chain for different sizes of the chain up to size L=8. Our analysis gives clear evidence of a Gaussian Orthogonal Ensemble statistics, suggesting the…

The analysis of income and wealth inequality is often constrained by the lack of reliable data. In this work, we introduce a proxy-based approach in which sports performance data are used to mimic economic distributions. In particular, the…

This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review…

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

A new formalism for analyzing the progression of cricket game using Stochastic differential equation (SDE) is introduced. This theory enables a quantitative way of representing every team using three key variables which have physical…

The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio requires a correlation matrix which often…

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

Cricket is unarguably one of the most popular sports in the world. Predicting the outcome of a cricket match has become a fundamental problem as we are advancing in the field of machine learning. Multiple researchers have tried to predict…

Even within small organs like pancreatic islets, different endocrine cell types and subtypes form a heterogeneous collective to sense the chemical composition of the extracellular solution and compute an adequate hormonal output. Erroneous…

For two large matrices ${\mathbf X}$ and ${\mathbf Y}$ with Gaussian i.i.d.\ entries and dimensions $T\times N_X$ and $T\times N_Y$, respectively, we derive the probability distribution of the singular values of $\mathbf{X}^T \mathbf{Y}$ in…

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…