Pages that link to "Item:Q406470"
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The following pages link to On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470):
Displaying 4 items.
- A novel method for a class of structured low-rank minimizations with equality constraint (Q1675980) (← links)
- An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
- A class of multilevel structured low-rank approximation arising in material processing (Q4641554) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
