Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition |
scientific article |
Statements
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (English)
0 references
2 July 2019
0 references
cryptocurrencies
0 references
expectation-maximization algorithm
0 references
mixture distribution
0 references
portfolio optimization
0 references
heterogeneous tails
0 references
0 references
0 references
