Random matrix theory provides a clue to correlation dynamics A growing field of mathematical research could help us understand correlation fluctuations, says quant expert ...

We propose a speckle-correlation scattering matrix Z, where indicates an space average, and is a normalization constant.

Empirical correlations of asset returns in a group of stocks are approximated by the exponential correlation model that populates a Toeplitz matrix with closed-form expressions for its eigenvalues and ...

The Matrix generator fund will be the most aggressive fund of hedge funds in the Matrix range and the company feels it completes its offering. The fund aims for higher than average returns by ...