Mathematics
4 years ago

New research reveals how to predict market returns with correlation coefficients.

Journal of Multivariate Analysis
Linear orderings of the scale mixtures of the multivariate skew-normal distribution
Mehdi Amiri, S. Izadkhah, Ahad Jamalizadeh

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The article explores how different types of random vectors can be compared using a specific type of distribution. By analyzing these comparisons, researchers can better understand the relationships between weekly returns of developed and emerging markets. They found that certain distributions can be ordered based on correlation coefficients, which can help in reliability analysis of systems.