Random Matrix Theory (RMT) Filtering of Financial Time Series for Community Detection
Uses RMT to create a filtered correlation matrix from a set of financial time series price data
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Cite As
Mel (2026). Random Matrix Theory (RMT) Filtering of Financial Time Series for Community Detection (https://www.mathworks.com/matlabcentral/fileexchange/49011-random-matrix-theory-rmt-filtering-of-financial-time-series-for-community-detection), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0 (2.81 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
