L. Laloux
1998–2005
A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Who trusts L. Laloux overall
- Noureddine El Karoui
- Thomas Conlon
- Charles H. Martin
- Sergio Focardi
- Nikolaus Hautsch
- Gangjin Wang
- Z. Bai
- Jushan Bai
- Heather J. Ruskin
- Michael W. Mahoney
Papers from L. Laloux's perspective
Ordered by how strongly the researchers L. Laloux trusts endorse each paper. Same corpus, a different order for every researcher.
- Free Random Variables
- Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Statistics for long-memory processes
- A theory of power-law distributions in financial market fluctuations (Nature)
- On the distribution of the largest eigenvalue in principal components analysis
- Random Matrices
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
- Statistical properties of stock order books: empirical results and models
- The Long Memory of the Efficient Market
- A Fourier view on the R-transform and related asymptotics of spherical integrals
Their papers
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS (2000) — 446 citations
- Financial Applications of Random Matrix Theory: Old Laces and New Pieces (2005) — 157 citations
- Noise Dressing of Financial Correlation Matrices (1998)