The aim of this book is to investigate the spectral properties of random matrices (RM) when
their dimensions tend to infinity. All classical limiting theorems in statistics are under the …

The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

Due to the COVID19 pandemic, more higher-level education programmes have moved to
online channels, raising issues in monitoring students' learning progress. Thanks to …

Using the eigenvalues and eigenvectors of correlations matrices of some of the main
financial market indices in the world, we show that high volatility of markets is directly linked …

We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …

We employ graph-based methods to examine the connectedness between cryptocurrencies
of different market caps over time. By applying denoising and detrending techniques …

In this study, we first build two empirical cross-correlation matrices in the US stock market by
two different methods, namely the Pearson's correlation coefficient and the detrended cross …

Since its conception, the cryptocurrency market has been frequently described as an
immature market, characterized by significant swings in volatility and occasionally described …

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series
is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical …

The usage of cryptocurrencies, together with that of financial automated consultancy, is
widely spreading in the last few years. However, automated consultancy services are not yet …