Items related to A First Course in Random Matrix Theory
Synopsis
The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists.
"synopsis" may belong to another edition of this title.
About the Authors
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.
"About this title" may belong to another edition of this title.
Search results for A First Course in Random Matrix Theory
Stock Image
A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Published by
Cambridge University Press, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardback. Condition: Good. The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists. Seller Inventory # CIN1108488080G
Stock Image
A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Published by
Cambridge University Press, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
Used
Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Hardback. Condition: Good. The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists. Seller Inventory # CIN1108488080G
Stock Image
A First Course in Random Matrix Theory
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # GB-9781108488082
Buy New
US$ 86.91
US$ 7.79 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
First Course in Random Matrix Theory : For Physicists, Engineers and Data Scientists
Published by
Cambridge University Press, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
New
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 41839287-n
Seller Image
First Course in Random Matrix Theory : For Physicists, Engineers and Data Scientists
Published by
Cambridge University Press, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
Used
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 41839287
Stock Image
A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Published by
Cambridge University Press 2020-11-30, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
New
Hardcover
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # 6666-GRD-9781108488082
Buy New
US$ 88.58
US$ 8.61 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
A First Course in Random Matrix Theory
Published by
Cambridge University Press, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
New
Softcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9781108488082
Seller Image
A First Course in Random Matrix Theory
Published by
Cambridge University Press, GB, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
New
Hardcover
Seller: Rarewaves USA, HEBRON, KY, U.S.A.
Seller rating 5 out of 5 stars
Hardback. Condition: New. The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists. Seller Inventory # LU-9781108488082
Stock Image
First Course in Random Matrix Theory : For Physicists, Engineers and Data Scientists
Published by
Cambridge University Press, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
New
Softcover
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 41839287-n
Buy New
US$ 86.90
US$ 19.90 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
A First Course in Random Matrix Theory
Published by
Cambridge University Press CUP, 2020
ISBN 10: 1108488080
ISBN 13: 9781108488082
New
Softcover
Seller: Books Puddle, Woodside, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # 26384140660