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Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification
SSRN Electronic Journal, 2017We identify a few sample eigenvalues adjustment patterns that lead to an improvement in the out-of-sample portfolio Sharpe ratio when the population covariance matrix admits a high-dimensional factor model. These patterns unveil the key to portfolio performance improvement and shed light on the effectiveness of a few well-known covariance matrix ...
Danqiao Guo +2 more
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Minimum norm output feedback design under specified eigenvalue areas
Systems & Control Letters, 1983Abstract Starting from a new parametric expression for the state feedback controller of a linear, time-invariant system a procedure is derived which reduces the design of output feedback controllers to an unconstrained optimization problem where all free parameters, both the closed-loop eigenvalues and the invariant parameter vectors, are used for ...
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Principal-Minimum Eigenvalue Algorithm for Signal Sensing
2023 IEEE 23rd International Conference on Communication Technology (ICCT), 2023Yumin Zhong, Yanhua Li
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On the minimum eigenvalue of the fan product
Second International Conference on Statistics, Applied Mathematics, and Computing Science (CSAMCS 2022), 2023Qin Zhong, Ling Li
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The eigenvalue problem for a double minimum potential
The Journal of Chemical Physics, 1975Frank L. Tobin, Juergen Hinze
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Asymptotic behavior of shell minimum eigenvalues
2009ARTIOLI, EDOARDO +3 more
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Fault-Tolerant Tracking Control for Spacecraft with Minimum-Eigenvalue
2021 China Automation Congress (CAC), 2021Wenxuan Zhong +4 more
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