Random matrix approach to shareholding networks

被引:0
|
作者
Souma, Watara [1 ]
Fujiwara, Yoshi [1 ]
Aoyama, Hideaki [2 ]
机构
[1] ATR Hum. Info. Science Laboratories, Kyoto 619-0288, Japan
[2] Department of Physics, Graduate School of Science, Kyoto University, Yoshida, Kyoto 606-8501, Japan
来源
Phys A Stat Mech Appl | 1600年 / 1-2卷 / 73-76期
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学科分类号
摘要
Economics - Eigenvalues and eigenfunctions - Investments - Matrix algebra - Probability density function - Spectrum analysis
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