37 citations · 63 across the 7 of their papers we have counts for
7 papers
The Lanczos Approximation for the -Function with Complex Coefficients
William Rea
We examined the properties of the coefficients of the \cite{lanczos1964} approximation of the -function with complex values of the free parameter together with the convergence p…
How Many Components should be Retained from a Multivariate Time Series PCA?
Alethea Rea, William Rea
We report on the results of two new approaches to considering how many principal components to retain from an analysis of a multivariate time series. The first is by using a "heat…
Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX
Hannah Cheng, Juan Zhan, William Rea +1
We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio s…
A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones
Hannah Cheng Juan Zhan, William Rea, Alethea Rea
We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on t…
An Application of Correlation Clustering to Portfolio Diversification
Hannah Cheng Juan Zhan, William Rea, Alethea Rea
This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai…
How Does Latent Semantic Analysis Work? A Visualisation Approach
Jan Koeman, William Rea
By using a small example, an analogy to photographic compression, and a simple visualization using heatmaps, we show that latent semantic analysis (LSA) is able to extract what app…