A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm (Q5245357): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:16, 8 February 2024
scientific article; zbMATH DE number 6423404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm |
scientific article; zbMATH DE number 6423404 |
Statements
A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm (English)
0 references
8 April 2015
0 references
skewness
0 references
kurtosis
0 references
mixture of Gaussians
0 references
moment matching
0 references
maximum likelihood
0 references
EM algorithm
0 references
