Extracting Quarterly Trends of Tokyo Stock Market by Means of RMT-PCA

Mieko Tanaka-Yamawaki, Takemasa Kido, Atsushi Yamamoto. Extracting Quarterly Trends of Tokyo Stock Market by Means of RMT-PCA. In Manuel GraƱa, Carlos Toro, Jorge Posada, Robert J. Howlett, Lakhmi C. Jain, editors, Advances in Knowledge-Based and Intelligent Information and Engineering Systems - 16th Annual KES Conference, San Sebastian, Spain, 10-12 September 2012. Volume 243 of Frontiers in Artificial Intelligence and Applications, pages 2028-2036, IOS Press, 2012. [doi]

Abstract

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