Art Financial Risk Prediction Algorithm Based on Random Matrix

Table 4

Comparison of eigenvalues between the correlation coefficient matrix and the random matrix.

	Correlation coefficient matrix	Random matrix
Eigenvalues of full eigenvalues	0.0023	0.8932
Remove minimum 8 eigenvalues from eigenvalues	0.0285	0.8992
Remove the eigenvalues of the maximum 3 eigenvalues	0.0742	0.9004