Pages that link to "Item:Q146787"

The following pages link to Computing the nearest correlation matrix--a problem from finance (Q146787):

Displaying 50 items.

• Dual approaches to finite element model updating (Q2428104) (← links)
• Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
• Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348) (← links)
• An application of the nearest correlation matrix on web document classification (Q2468845) (← 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)
• A lower bound for the nearest correlation matrix problem based on the circulant mean (Q2514033) (← links)
• Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization (Q2576736) (← links)
• Limited memory BFGS method for least squares semidefinite programming with banded structure (Q2674941) (← links)
• The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← links)
• Two Useful Techniques for Financial Modelling Problems (Q2786204) (← links)
• Operator-Lipschitz estimates for the singular value functional calculus (Q2790904) (← links)
• Projection Methods in Conic Optimization (Q2802538) (← links)
• PENNON: Software for Linear and Nonlinear Matrix Inequalities (Q2802545) (← links)
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block (Q2805267) (← links)
• Bounds for the distance to the nearest correlation matrix (Q2818268) (← links)
• Statistical corrections of invalid correlation matrices (Q2868869) (← links)
• Copula structure analysis (Q2920266) (← links)
• Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures (Q2963607) (← links)
• Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials (Q2965576) (← links)
• A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (Q2977629) (← links)
• Computing a Nearest Correlation Matrix with Factor Structure (Q3079761) (← links)
• Statistical rehabilitation of improper correlation matrices (Q3088326) (← links)
• DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
• Robust estimation of historical volatility and correlations in risk management (Q3182647) (← links)
• Combining dependent F-tests for robust association of quantitative traits under genetic model uncertainty (Q3191207) (← links)
• On maximum likelihood estimation of the general projected normal distribution (Q3390332) (← links)
• An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
• Decomposition Methods for Sparse Matrix Nearness Problems (Q3456880) (← links)
• Gradient methods and conic least-squares problems (Q3458817) (← 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)
• Rank reduction of correlation matrices by majorization (Q4610275) (← links)
• Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
• A guide to conic optimisation and its applications (Q4634309) (← links)
• (Q4636985) (← links)
• A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming (Q4646527) (← links)
• An extended projective formula and its application to semidefinite optimization (Q4902856) (← links)
• Sparse estimation of multivariate Poisson log‐normal models from count data (Q4970413) (← links)
• Dependence calibration and portfolio fit with factor-based subordinators (Q5001188) (← links)
• Global convergence of the alternating projection method for the Max-Cut relaxation problem (Q5005866) (← links)
• Graph theoretical representations of equity indices and their centrality measures (Q5014184) (← links)
• Likelihood Geometry of Correlation Models (Q5030933) (← links)
• BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION (Q5051162) (← links)
• Modeling and analysis of functional method comparison data (Q5055209) (← links)
• A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
• Covariance kernels investigation from diffusive wave equations for data assimilation in hydrology (Q5062124) (← links)
• Change-Point Detection for Graphical Models in the Presence of Missing Values (Q5066463) (← links)
• Matching a correlation coefficient by a Gaussian copula (Q5078373) (← links)