Integrity report for Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization

A machine-verified record of the checks Pith has run against this paper: detector runs, findings, signed bundle events, and canonical identifiers.

arXiv:cond-mat/0402573

Paper page arXiv integrity.json

Detector runs

Findings

Signed record

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