On understanding the structure of variance-covariance matrix for dealing with fuzziness in financial markets

被引：0

作者：

Korotkikh, G ^{[1
]}

机构：

[1] Univ Cent Queensland, Mackay, Qld 4740, Australia

来源：

FUZZY LOGIC: FRAMEWORK FOR THE NEW MILLENNIUM | 2002年 / 81卷

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

An approach to deal with fuzziness in financial markets by using random matrix theory is proposed. Recent results provide evidence of their importance in understanding the structure of variance-covariance matrix. Formulations that might go beyond the mean-variance model in financial optimization are suggested.

引用

页码：215 / 224

页数：10

共 13 条

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