Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory.

Mieko Tanaka-Yamawaki

Published in: Intell. Inf. Manag. (2011)

Keyphrases

cross correlation
stock price
random matrix theory
template matching
frequency domain
stock market
dow jones
mutual information
stock exchange
financial markets
non stationary
financial data
stock market data
news articles
historical data
technical indicators
tft lcd
financial time series
co occurrence
long term