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Cleaning the correlation matrix with a denoising autoencoder

Cleaning the correlation matrix with a denoising autoencoder

9 August 2017
Soufiane Hayou
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Papers citing "Cleaning the correlation matrix with a denoising autoencoder"

1 / 1 papers shown
Title
Cleaning large correlation matrices: tools from random matrix theory
Cleaning large correlation matrices: tools from random matrix theory
J. Bun
J. Bouchaud
M. Potters
34
262
0
25 Oct 2016
1