Laurent Laloux

1. Financial Applications of Random Matrix Theory: Old Laces and New Pieces
   2005/07/14 by Marc Potters, Jean‐Philippe Bouchaud, Potters, M. +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Data Analysis #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Random Matrices and Applications #Statistical Finance (q-fin.ST) #Statistics and Probability (physics.data-an)
2. Large dimension forecasting models and random singular value spectra
   2005/12/10 by Jean‐Philippe Bouchaud, Bouchaud, Jean-Philippe, Laurent Laloux +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Data Analysis #FOS: Economics and business #FOS: Physical sciences #Random Matrices and Applications #Statistical Finance (q-fin.ST) #Statistical Mechanics (cond-mat.stat-mech) #Statistics and Probability (physics.data-an) #Theoretical and Computational Physics