The following pages link to (Q3526381):
Displaying 4 items.
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices (Q5885798) (← links)
- Permutation-invariant log-Euclidean geometries on full-rank correlation matrices (Q6540317) (← links)
