Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089)
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scientific article; zbMATH DE number 7075380
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition |
scientific article; zbMATH DE number 7075380 |
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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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0.7480393648147583
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0.7084857821464539
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0.7032672762870789
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0.7031678557395935
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0.7000916600227356
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