A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists - Softcover

Potters, Marc

 
9781108488082: A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Softcover
ISBN 10: 1108488080 ISBN 13: 9781108488082
Publisher: Cambridge University Press, 2020

Synopsis

An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.

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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.

Publisher
Cambridge University Press
Publication date
2020
Language
English
ISBN 10 
1108488080
ISBN 13 
9781108488082
Binding
Paperback
Number of pages
372