Pages that link to "Item:Q406470"

The following pages link to On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470):

Displaying 7 items.

• On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
• A novel method for a class of structured low-rank minimizations with equality constraint (Q1675980) (← links)
• Optimal low-rank approximation to a correlation matrix (Q1870071) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• A class of multilevel structured low-rank approximation arising in material processing (Q4641554) (← links)
• A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)