Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089)
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scientific article; zbMATH DE number 7075380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition |
scientific article; zbMATH DE number 7075380 |
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Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (English)
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2 July 2019
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cryptocurrencies
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expectation-maximization algorithm
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mixture distribution
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portfolio optimization
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heterogeneous tails
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