Results 251 to 260 of about 615,565 (289)
Some of the next articles are maybe not open access.
2003
Abstract This chapter develops further the idea of LU decomposition and applies it to the simulation of covariance matrices. The vast majority of cash flow models used to analyze the creditworthiness of structured securities or to investigate foreign exchange risk will include an implementation.
Sylvain Raynes, Ann Rutledge
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Abstract This chapter develops further the idea of LU decomposition and applies it to the simulation of covariance matrices. The vast majority of cash flow models used to analyze the creditworthiness of structured securities or to investigate foreign exchange risk will include an implementation.
Sylvain Raynes, Ann Rutledge
openaire +1 more source
2016
Covariance matrix estimation allows the adaptation of Gaussian-based mutation operators to local solution space characteristics.
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Covariance matrix estimation allows the adaptation of Gaussian-based mutation operators to local solution space characteristics.
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Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix
Annals of Probability, 1993Zhidong Bai
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Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint
IEEE Transactions on Signal Processing, 2012Augusto Aubry +2 more
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Simplify Your Covariance Matrix Adaptation Evolution Strategy
IEEE Transactions on Evolutionary Computation, 2017Hans-Georg Beyer, Bernhard Sendhoff
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