Buch(elektronisch)#12023
Principal Component Analysis and Randomness Test for Big Data Analysis: Practical Applications of RMT-Based Technique
In: Evolutionary Economics and Social Complexity Science 25
Big Data Analysis by Means of RMT-Oriented Methodologies -- Formulation of the RMT-PCA -- RMT-PCA and Stock Markets -- The RMT-test: New Tool to Measure the Randomness of a Given Sequence -- Application of the RMT-test -- Conclusion -- Appendix I: Introduction to vector, inner product, correlation matrix -- Appendix II: Jacobi's rotation algorithm -- Appendix III: Program for the RMT-test -- Appendix IV: RMT-test applied on TOIPXcore30 index time series in 2014 -- Appendix V: RMT-test applied on TOIPX index time series in 2011-2014.