Pages that link to "Item:Q146787"
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The following pages link to Computing the nearest correlation matrix--a problem from finance (Q146787):
Displayed 20 items.
- sdpt3r (Q39506) (← links)
- A majorization algorithm for constrained correlation matrix approximation (Q847204) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- The spherical constraint in Boolean quadratic programs (Q925238) (← links)
- An inexact primal-dual path following algorithm for convex quadratic SDP (Q995786) (← links)
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming (Q999796) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Support vector machine classification with indefinite kernels (Q1043851) (← links)
- Simulation of Y-chromosomal haplotype data (Q2269779) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Computing the least-square solutions for centrohermitian matrix problems (Q2490228) (← links)
- Computational acceleration of projection algorithms for the linear best approximation problem (Q2497243) (← links)
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization (Q2576736) (← links)
- Robust estimation of historical volatility and correlations in risk management (Q3182647) (← links)
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Generating Spike Trains with Specified Correlation Coefficients (Q3612127) (← links)
- Un problème d'approximation matricielle : quelle est la matrice bistochastique la plus proche d'une matrice donnée ? (Q5710542) (← links)