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0:59
YouTube
EE-Vibes (Electrical Engineering Lessons)
How to find Eigenvalues in 60 Seconds 🔥 | Linear Algebra Short
Learn Eigenvalues in the easiest way with this quick Linear Algebra short! 🚀 If you're an engineering, mathematics, computer science, or data science student, understanding eigenvalues is essential for matrix analysis, machine learning, differential equations, and many other applications. In this short, you'll learn: What an eigenvalue is ...
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The math behind portfolio optimization has a problem. If you have N stocks and only T days of data, your correlation matrix is mostly noise. In this video, only 8 eigenvalues out of 400 were real signal. The other 392 were statistical illusion. The fix comes from nuclear physics. In 1955 Wigner used random matrix theory to model the energy levels of uranium nuclei. In 1967 Marchenko and Pastur extended his framework to sample covariance matrices, giving the exact formula for which eigenvalues ar
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