9789811939693 - principal component analysis and randomness test for big data analysis: practical applications of rmt-based technique: 25 di tanaka-yamawaki, mieko; ikura, yumihiko (9 risultati)
Lingua: Inglese
Editore: Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 155,71
EUR 3,44 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New.
Lingua: Inglese
Editore: Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 104,15
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Principal Component Analysis and Randomness Test for Big Data Analysis | Practical Applications of RMT-Based Technique | Mieko Tanaka-Yamawaki (u. a.) | Taschenbuch | Evolutionary Economics and Social Complexity Science | vii | Englisch | 2024 | Springer | EAN 9789811939693 | Verantwortliche Person…für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer, Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 123,65
EUR 61,27 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the 'meaning' of the data instantly, without getting into the details of individual dat…a. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors' approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science. First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series,C=XXT, whereXrepresents a rectangular matrix ofNrows andLcolumns andXTrepresents the transverse matrix ofX. BecauseCis symmetric, namely,C=CT, it can be converted to a diagonal matrix of eigenvalues by a similarity transformationSCS-1=SCSTusing an orthogonal matrixS. WhenNis significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation). Then the RMT-PCA applied to high-frequency stock prices in Japanese and American markets is dealt with. This approach proves its effectiveness in extracting 'trendy' business sectors of the financial market over the prescribed time scale. In this case,Xconsists ofNstock- prices of lengthL, and the correlation matrixCis anNbyNsquare matrix, whose element at thei-th row andj-th column is the inner product of the price time series of the lengthLof thei-th stock and thej-th stock of the equal lengthL. Next, the RMT-test is applied to measure randomness of various random number generators, including algorithmically generated random numbers and physically generated random numbers. The book concludes by demonstrating two applications of the RMT-test: (1) a comparison of hash functions, and (2) stock prediction by means of randomness, including a new index of off-randomness related to market decline.
Lingua: Inglese
Editore: Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 3 stelleCondizione: Nuovo
EUR 94,25
EUR 6,80 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer Nature Singapore Jun 2023 2023
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 117,69
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 160 pp. Englisch.
Lingua: Inglese
Editore: Springer, Berlin|Springer Nature Singapore|Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
- Print on Demand
Da: moluna, Greven, , Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 101,85
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the meaning of the data instantly, without getting into…the details of individual data. Unli.
Lingua: Inglese
Editore: Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 162,49
EUR 7,52 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand.
Lingua: Inglese
Editore: Springer 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 165,20
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Springer, Springer Mai 2024 2024
Serie: Evolutionary Economics and Social Complexity Science, Libro 31 di 32. Libro 31 di 32 - Evolutionary Economics and Social Complexity Science
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 117,69
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the 'meaning' of the data instantly, without getting into the details of in…dividual data. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors' approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science.First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series, C = XXT, where X represents a rectangular matrix of N rows and L columns and XT represents the transverse matrix of X. Because C is symmetric, namely, C = CT, it can be converted to a diagonal matrix of eigenvalues by a similarity transformation SCS-1 = SCST using an orthogonal matrix S. When N is significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation).Then the RMT-PCA applied to high-frequency stock prices in Japanese and American markets is dealt with. This approach proves its effectiveness in extracting 'trendy' business sectors of the financial market over the prescribed time scale. In this case, X consists of N stock- prices of length L, and the correlation matrix C is an N by N square matrix, whose element at the i-th row and j-th column is the inner product of the price time series of the length L of the i-th stock and the j-th stock of the equal length L.Next, the RMT-test is applied to measure randomness of various random number generators, including algorithmically generated random numbers and physically generated random numbers.The book concludes by demonstrating two applications of the RMT-test: (1) a comparison of hash functions, and (2) stock prediction by means of randomness, including a new index of off-randomness related to market decline.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 160 pp. Englisch.
