Dan Y. C. Shiber

Follow

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Hidden noise structure and random matrix models of stock correlations	2012	Ivailo I. Dimov Petter N. Kolm Lee Maclin Dan Y. C. Shiber
+	Hidden Noise Structure and Random Matrix Models of Stock Correlations	2009	Ivailo I. Dimov Petter N. Kolm Lee Maclin Dan Y. C. Shiber
+	Hidden Noise Structure and Random Matrix Models of Stock Correlations	2009	Ivailo I. Dimov Petter N. Kolm Lee Maclin Dan Y. C. Shiber
+	Tracial and non-tracial random matrix models in free probability	2008	Dan Y. C. Shiber
+	The Geometry of Information of a Single Matrix Random Matrix Model	2006	Dan Y. C. Shiber
+	Information Geometry of Random Matrix Models	2006	Dan Y. C. Shiber

Common Coauthors

Coauthor	Papers Together
Ivailo I. Dimov	3
Lee Maclin	3
Petter N. Kolm	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Identifying Business Sectors from Stock Price Fluctuations	2000	Parameswaran Gopikrishnan Bernd Rosenow Vasiliki Plerou H. Eugene Stanley	1
+ PDF Chat	Collective behavior of stock price movements in an emerging market	2007	Raj Kumar Pan Sitabhra Sinha	1
+ PDF Chat	Distributions of singular values for some random matrices	1999	Ashis SenGupta Partha P. Mitra	1
+ PDF Chat	Random matrix approach to cross correlations in financial data	2002	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral Thomas Guhr H. Eugene Stanley	1
+ PDF Chat	On the top eigenvalue of heavy-tailed random matrices	2007	Giulio Biroli J. P. Bouchaud Marc Potters	1
+ PDF Chat	Random matrix theory analysis of cross correlations in financial markets	2004	Akihiko Utsugi Kazusumi Ino Masaki Oshikawa	1
+ PDF Chat	Cross-correlation in financial dynamics	2009	Jianfei Shen Bo Zheng	1
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	1
+ PDF Chat	Spectral properties of empirical covariance matrices for data with power-law tails	2006	Z. Burda A. Görlich Bartłomiej Wacław	1
+ PDF Chat	Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series	1999	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral H. Eugene Stanley	1
+ PDF Chat	Hierarchical structure in financial markets	1999	Rosario N. Mantegna	1
+ PDF Chat	Noise Dressing of Financial Correlation Matrices	1999	Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters	1
+ PDF Chat	Spectral moments of correlated Wishart matrices	2005	Z. Burda J. Jurkiewicz Bartłomiej Wacław	1
+	The Student Ensemble of Correlation Matrices: Eigenvalue Spectrum and Kullback--Leibler Entropy	2007	Giulio Biroli Jean‐Philippe Bouchaud Marc Potters	1
+	Financial Applications of Random Matrix Theory: Old Laces and New Pieces	2005	Marc Potters J. P. Bouchaud Laurent Laloux	1