RANDOM NOISE EFFECT IDENTIFICATION ON STOCK MARKET EFFICIENCY USING MST AND RMT+MST IN 21 STOCK EXCHANGES AROUND THE WORLD
One of the most used method in Econophysics to study stock market is Random Matrix Theory. This theory emerge from nuclear physics to compare eigenvector and eigenvalue of a system with random matrix to get the eigenvalues and eigenvectors free from noise influence. In other side, Minimum Spanning T...
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| Format: | Final Project |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/39167 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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