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Marc Potters

Identifiers

  • name variant Marc Potters 0.60 · backfill

Papers (23)

  1. Spectral boundaries of deterministic matrices deformed by rotationally invariant random non-Hermitian ensembles cond-mat.dis-nn · 2026 · author #2
  2. The eigenvalues and eigenvectors of finite-rank normal perturbations of large rotationally invariant non-Hermitian matrices cond-mat.dis-nn · 2026 · author #2
  3. R-transforms for non-Hermitian matrices: a spherical integral approach cond-mat.dis-nn · 2026 · author #2
  4. Agnostic Risk Parity: Taming Known and Unknown-Unknowns q-fin.PM · 2016 · author #7
  5. Cleaning large correlation matrices: tools from random matrix theory cond-mat.stat-mech · 2016 · author #3
  6. Tail protection for long investors: Trend convexity at work q-fin.GN · 2016 · author #6
  7. On the overlaps between eigenvectors of correlated random matrices cond-mat.stat-mech · 2016 · author #3
  8. Rotational invariant estimator for general noisy matrices cond-mat.stat-mech · 2015 · author #4
  9. Instanton Approach to Large $N$ Harish-Chandra-Itzykson-Zuber Integrals cond-mat.stat-mech · 2014 · author #4
  10. Optimal Trading with Linear Costs q-fin.PM · 2012 · author #3
  11. Erratum for: Smile dynamics -- a theory of the implied leverage effect q-fin.PR · 2011 · author #3
  12. The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy q-fin.ST · 2007 · author #3
  13. On the top eigenvalue of heavy-tailed random matrices cond-mat.stat-mech · 2006 · author #3
  14. Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets physics.data-an · 2006 · author #4
  15. Large dimension forecasting models and random singular value spectra physics.data-an · 2005 · author #4
  16. Trend followers lose more often than they gain physics.data-an · 2005 · author #1
  17. Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization cond-mat.stat-mech · 2004 · author #2
  18. More statistical properties of order books and price impact cond-mat · 2002 · author #1
  19. Reply to Johansen's comment cond-mat · 2002 · author #2
  20. Introducing Variety in Risk Management cond-mat.stat-mech · 2001 · author #4
  21. On the number of metastable states in spin glasses cond-mat · 1995 · author #2
  22. Mean-Field Equations for Spin Models with Orthogonal Interaction Matrices cond-mat · 1995 · author #2
  23. Statistical Mechanics and Visual Signal Processing cond-mat · 1994 · author #1

Mentions

  • 1203.5957 #3 · backfill · confidence 0.70 Marc Potters
  • 1105.5082 #3 · backfill · confidence 0.70 Marc Potters
  • 0710.0802 #3 · backfill · confidence 0.70 Marc Potters

Frequent Coauthors