Pages that link to "Item:Q2451348"
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The following pages link to Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348):
Displaying 5 items.
- Computing the nearest correlation matrix--a problem from finance (Q146787) (← links)
- On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470) (← links)
- Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates (Q736869) (← links)
- Noninverse correlation induction: Guidelines for algorithm development (Q1813816) (← links)
- A preconditioned Newton algorithm for the nearest correlation matrix (Q5189126) (← links)