Andrés García-Medina

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	High-dimensional covariance matrix estimators on simulated portfolios with complex structures	2024	Andrés García-Medina
+ PDF Chat	Two-step estimators of high-dimensional correlation matrices	2023	Andrés García-Medina Salvatore Miccichè Rosario N. Mantegna
+	Random matrix theory and nested clustered portfolios on Mexican markets	2023	Andrés García-Medina Benito Rodríguez-Camejo
+	Two-step estimators of high dimensional correlation matrices	2022	Andrés García-Medina Salvatore Miccichè Rosario N. Mantegna
+ PDF Chat	What Drives Bitcoin? An Approach from Continuous Local Transfer Entropy and Deep Learning Classification Models	2021	Andrés García-Medina Toan Luu Duc Huynh
+	What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models	2021	Andrés García-Medina Toan Luu Duc Huynh
+	Determining the number of factors in a forecast model by a random matrix test: cryptocurrencies	2019	Andrés García-Medina Graciela González-Farı́as
+	Determining the number of factors in a forecast model by a random matrix test: cryptocurrencies	2019	Andrés García-Medina Graciela González–Farías
+ PDF Chat	Correlations and flow of information between the New York Times and stock markets	2018	Andrés García-Medina Leonidas Sandoval Efraín Urrutia-Bañuelos A. M. Martínez-Argüello

Common Coauthors

Coauthor	Papers Together
Salvatore Miccichè	2
Rosario N. Mantegna	2
Toan Luu Duc Huynh	2
Graciela González–Farías	2
Benito Rodríguez-Camejo	1
A. M. Martínez-Argüello	1
Leonidas Sandoval	1
Efraín Urrutia-Bañuelos	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Measuring Information Transfer	2000	Thomas Schreiber	4
+ PDF Chat	Noise Dressing of Financial Correlation Matrices	1999	Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters	4
+ 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	3
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	3
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	3
+ PDF Chat	Transfer Entropy as a Log-Likelihood Ratio	2012	Lionel Barnett Terry Bossomaier	2
+	Free Probability and Random Matrices	2017	James A. Mingo Roland Speicher	2
+ PDF Chat	Random-matrix theories in quantum physics: common concepts	1998	Thomas Guhr Axel Müller–Groeling Hans A. Weidenmüller	2
+ PDF Chat	Cluster analysis for portfolio optimization	2007	Vincenzo Tola Fabrizio Lillo Mauro Gallegati Rosario N. Mantegna	2
+ PDF Chat	Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case	2010	Z. Burda Andrzej Jarosz Maciej A. Nowak J. Jurkiewicz Gábor Papp Ismaïl Zahed	2
+ PDF Chat	Kullback-Leibler distance as a measure of the information filtered from multivariate data	2007	Michele Tumminello Fabrizio Lillo Rosario N. Mantegna	2
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	2
+ PDF Chat	Estimating mutual information	2004	Alexander Kraskov Harald Stögbauer Peter Grassberger	2
+ 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	2
+	Efficient Estimation of Mutual Information for Strongly Dependent Variables	2014	Shuyang Gao Greg Ver Steeg Aram Galstyan	2
+ PDF Chat	Local information transfer as a spatiotemporal filter for complex systems	2008	Joseph T. Lizier Mikhail Prokopenko Albert Y. Zomaya	2
+ PDF Chat	What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis	2015	Ladislav Krištoufek	2
+ PDF Chat	Spectral moments of correlated Wishart matrices	2005	Z. Burda J. Jurkiewicz Bartłomiej Wacław	2
+ PDF Chat	Overlaps between eigenvectors of correlated random matrices	2018	Joël Bun Jean‐Philippe Bouchaud Marc Potters	2
+ PDF Chat	Analytical nonlinear shrinkage of large-dimensional covariance matrices	2020	Olivier Ledoit Michael Wolf	2
+	Optimal shrinkage of eigenvalues in the spiked covariance model	2018	David L. Donoho Matan Gavish Iain M. Johnstone	2
+ PDF Chat	Multiscale characteristics of the emerging global cryptocurrency market	2020	Marcin Wątorek Stanisław Drożdż Jarosław Kwapień Ludovico Minati Paweł Oświȩcimka Marek Stanuszek	2
+	Cleaning large correlation matrices: Tools from Random Matrix Theory	2016	Joël Bun Jean‐Philippe Bouchaud Marc Potters	2
+ PDF Chat	Covariance matrix filtering with bootstrapped hierarchies	2021	Christian Bongiorno Damien Challet	2
+ PDF Chat	Eigenvectors of some large sample covariance matrix ensembles	2010	Olivier Ledoit Sandrine Péché	2
+ PDF Chat	Correlation, hierarchies, and networks in financial markets	2010	Michele Tumminello Fabrizio Lillo Rosario N. Mantegna	2
+ PDF Chat	Optimal estimation of a large-dimensional covariance matrix under Stein’s loss	2018	Olivier Ledoit Michael Wolf	2
+	Shrinkage estimation of large covariance matrices: Keep it simple, statistician?	2021	Olivier Ledoit Michael Wolf	2
+ PDF Chat	Cleaning large-dimensional covariance matrices for correlated samples	2022	Z. Burda Andrzej Jarosz	2
+	Applied Multivariate Statistical Analysis	1989	Charles L. Dunn Richard A. Johnson Dean W. Wichern	2
+ PDF Chat	Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices	2011	Wang Duan Boris Podobnik Davor Horvatić H. Eugene Stanley	1
+ PDF Chat	How to quantify the influence of correlations on investment diversification	2009	Matúš Medo Chi Ho Yeung Yi‐Cheng Zhang	1
+ PDF Chat	Rényi’s information transfer between financial time series	2012	Petr Jizba H. Kleinert Mohammad Shefaat	1
+	Extreme Eigenvalues of Wishart Matrices: Application to Entangled Bipartite System	2010	Satya N. Majumdar	1
+ PDF Chat	Correlation and network analysis of global financial indices	2012	Sunil Kumar Nivedita Deo	1
+	Density Estimation for Statistics and Data Analysis.	1988	Alan Julian Izenman B. W. Silverman	1
+	Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues	2021	Christian Bongiorno Damien Challet Grégoire Loeper	1
+ PDF Chat	When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators	2011	Ester Pantaleo Michele Tumminello Fabrizio Lillo Rosario N. Mantegna	1
+ PDF Chat	Random Matrix Theory and Its Innovative Applications	2012	Alan Edelman Yuyang Wang	1
+ PDF Chat	Numerical implementation of the QuEST function	2017	Olivier Ledoit Michael Wolf	1
+	Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance	2007	Michele Tumminello Fabrizio Lillo Rosario N. Mantegna Rosario N. Mantegna	1
+ PDF Chat	Level-spacing distributions and the Airy kernel	1994	Craig A. Tracy Harold Widom	1
+	On the Convergence of Adam and Beyond	2019	Sashank J. Reddi Satyen Kale Sanjiv Kumar	1
+ PDF Chat	Scaling properties of extreme price fluctuations in Bitcoin markets	2018	Stjepan Begušić Zvonko Kostanjčar H. Eugene Stanley Boris Podobnik	1
+	Cross-validation based Nonlinear Shrinkage	2016	Daniel Bartz	1
+ PDF Chat	Numerical Implementation of the QuEST Function	2017	Olivier Ledoit Michael Wolf	1
+	On the Convergence of Adam and Beyond	2019	Sashank J. Reddi Satyen Kale Sanjiv Kumar	1
+ PDF Chat	Evolution of worldwide stock markets, correlation structure, and correlation-based graphs	2011	Dong-Ming Song Michele Tumminello Wei‐Xing Zhou Rosario N. Mantegna	1
+	Density Estimation for Statistics and Data Analysis	1987	Khosrow Dehnad	1
+ PDF Chat	Lorenz Model Selection	2020	Paolo Giudici Emanuela Raffinetti	1