Explores market response functions, flash crashes, correlation estimation, and noise filtering in finance.
Explores the Eigenstate Thermalization Hypothesis in quantum systems, emphasizing the random matrix theory and the behavior of observables in thermal equilibrium.
Covers random vectors, joint probability density, independent random variables, functions of two random variables, and Gaussian random variables.
Introduces key statistical concepts like probability, random variables, and correlation, with examples and explanations.
Explores multivariate methods like PCA, SVD, PLS, and ICA for dimensionality reduction in functional brain imaging.
Explores continuous random variables, density functions, joint variables, independence, and conditional densities.
