Pages that link to "Item:Q5107327"
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The following pages link to Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327):
Displaying 4 items.
- Computing the nearest correlation matrix--a problem from finance (Q146787) (← links)
- cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope (Q2117912) (← links)
- Correlation matrices with average constraints (Q2197633) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)