A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm (Q5245357)
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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)
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8 April 2015
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skewness
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kurtosis
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mixture of Gaussians
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moment matching
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maximum likelihood
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EM algorithm
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