This paper explores the application of Random Matrix Theory (RMT) as a methodological
enhancement for portfolio selection within financial markets. Traditional approaches to …

Composite development indicators used in policy making often subjectively aggregate a
restricted set of indicators. We show, using dimensionality reduction techniques, including …

股票市场的时间演化特征是一个基本而具有挑战性的问题. 迄今为止, 有关分析市场动态的文献
都集中在预测能力较弱的宏观指标上. 本文从微观的角度来探讨这一问题 …

We propose a new data-driven method to select the optimal number of relevant components
in principal component analysis. This new method applies to correlation matrices whose …

Characterizing temporal evolution of stock markets is a fundamental and challenging
problem. The literature on analyzing the dynamics of the markets has focused so far on …

In this chapter we aim to study globalization and divides from different disciplines through
the flows of commodity, money, and human. First, we demonstrate that economic …

Network science has tremendously developed over the last two decades and a large part of
this development has been achieved thanks to work of physicists. A great number of new …

” He had been always enthralled by the methods of natural science, but the ordinary subject-
matter of that science had seemed to him trivial and of no import. And so he had begun by …