A First Course in Random Matrix Theory
for physicists, engineers and data scientists
$221.53
- Hardcover
370 pages
- Release Date
3 December 2020
Summary
Decoding Randomness: A First Course in Random Matrix Theory
The modern world is increasingly understood through data, models, and algorithms. However, real-world data is inherently noisy, pushing the limits of classical statistical methods. The rise of Big Data and advanced computing demands new approaches.
This book introduces the essential tools of random matrix theory and the analysis of large sample covariance matrices, empowering you to efficiently process massive datas…
Book Details
| ISBN-13: | 9781108488082 |
|---|---|
| ISBN-10: | 1108488080 |
| Author: | Marc Potters, Jean-Philippe Bouchaud |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Hardcover |
| Number of Pages: | 370 |
| Release Date: | 3 December 2020 |
| Weight: | 820g |
| Dimensions: | 250mm x 175mm x 22mm |
About The Author
Marc Potters
Marc Potters is Chief Investment Officer of CFM, an investment firm based in Paris. Marc maintains strong links with academia and as an expert in Random Matrix Theory, he has taught at UCLA and Sorbonne University. He is co-author of Theory of Financial Risk and Derivative Pricing (Cambridge 2003).
Jean-Philippe Bouchaud is a pioneer in Econophysics. His research includes random matrix theory, statistics of price formation, stock market fluctuations, and agent-based models for financial markets and macroeconomics. His previous books include Theory of Financial Risk and Derivative Pricing (Cambridge, 2003) and Trades, Quotes & Prices (Cambridge, 2018), and he has been the recipient of several prestigious, international awards.
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