Understanding correlation and uncorrelated assets can help protect against random events in the market for investors. Keep your portfolio safe today.

Learn about asset class correlations, including definitions, types of asset classes, and measurement methods. Discover ...

Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform ...

Sadanori Konishi, Asymptotic Expansions for the Distributions of Statistics Based on a Correlation Matrix, The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 6, No. 1 (1978) ...

Although most of the correlation coefficients seem quite high, the regression results suggest that some consistent biases are occurring between pairs of INR sources.

Correlation is a statistical measure of how two securities move in relation to each other. Investors use correlation to diversify their portfolios and hedge against risk.

We propose a speckle-correlation scattering matrix Z, where indicates an space average, and is a normalization constant.