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2310.01963
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Quantifying the information lost in optimal covariance matrix cleaning
3 October 2023
Christian Bongiorno
Lamia Lamrani
Re-assign community
ArXiv
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Papers citing
"Quantifying the information lost in optimal covariance matrix cleaning"
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Title
Cleaning large correlation matrices: tools from random matrix theory
J. Bun
J. Bouchaud
M. Potters
32
262
0
25 Oct 2016
1
