A Simple Method for Predicting Covariance Matrices of Financial Returns (Q6180229)
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scientific article; zbMATH DE number 7780436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Simple Method for Predicting Covariance Matrices of Financial Returns |
scientific article; zbMATH DE number 7780436 |
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A Simple Method for Predicting Covariance Matrices of Financial Returns (English)
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19 December 2023
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optimization
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statistical/machine learning
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0.7297357320785522
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0.7176836133003235
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0.712120771408081
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0.7055858373641968
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