Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089): Difference between revisions

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Latest revision as of 19:03, 19 July 2024

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Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
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    Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (English)
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    2 July 2019
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    cryptocurrencies
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    expectation-maximization algorithm
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    mixture distribution
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    portfolio optimization
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    heterogeneous tails
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