Art Financial Risk Prediction Algorithm Based on Random Matrix

Table 3

Comparison of the three eigenvalues.

	Correlation coefficient matrix	Random matrix	RMT prediction
Sample space	38	34	32
Time series	126	124	122
Correlation coefficient	3.5835	3.5832	3.583
Smallest features	0.0452	0.2334	0.2103
Biggest characteristic	12.4944	2.1454	2.3484