Search Results - subject:"linear algebra"

Giorgi, Giorgio; Jiménez, Bienvenido; Novo, Vicente - 2023

calculus for functions of several variables, the basic notions of topology in Rn and of linear algebra, and the basic …Preface -- Chapter 1. Basic Notions and Definitions -- 1.1. Introduction -- 1.2. Basic Notions of Analysis and Linear … Algebra -- 1.3. Basic Notions and Properties of Optimization Problems -- Chapter 2. Elements of Convex Analysis. Theorems of …

Persistent link: https://www.econbiz.de/10014318479

A dynamic conditional score model for the log correlation matrix

Hafner, Christian M.; Wang, Linqi - In: Journal of econometrics 237 (2023) 2,2, pp. 1-18

Persistent link: https://www.econbiz.de/10014471519

Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?

Bodnar, Taras; Parolya, Nestor; Thorsén, Erik - In: Finance research letters 54 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472777

Recognising permuted Demidenko matrices

Çela, Eranda; Deineko, Vladimir G.; Woeginger, Gerhard J. - In: Operations research letters 51 (2023) 5, pp. 494-500

Persistent link: https://www.econbiz.de/10014495875

On the efficient implementation of the matrix exponentiated gradient algorithm for low-rank matrix optimization

Garber, Dan; Kaplan, Atara - In: Mathematics of operations research 48 (2023) 4, pp. 2094-2128

Persistent link: https://www.econbiz.de/10014437817

Interpretable matrix completion : a discrete optimization approach

Bertsimas, Dimitris; Li, Michael Lingzhi - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 5, pp. 952-965

Persistent link: https://www.econbiz.de/10014422676

Modeling realized covariance matrices : a class of hadamard exponential models

Bauwens, Luc; Otranto, Edoardo - In: Journal of financial econometrics 21 (2023) 4, pp. 1376-1401

Persistent link: https://www.econbiz.de/10014391463

Analysis and Linear Algebra : An Introduction for Economists

Holey, Thomas; Wiedemann, Armin - 2023

1. elementary basics -- 2. functions -- 3. differential calculus -- 4. integral calculus -- 5. linear algebra -- 6 … "Analysis and Linear Algebra" for Bachelor's degree programmes. It is designed for courses in business administration and … title was changed to "Analysis and Linear Algebra". The treatment of sequences and series has been added and some exercises …

Persistent link: https://www.econbiz.de/10013504739

Modeling of Integration Processes of Ukraine to EU Using Random Matrix Theory

Danylchuk, Hanna - 2020

The application of random matrix theory made it possible to determine the place of Ukraine in separate clusters for certain groups of goods, as well as to find out the fact that Ukraine either operates within the general dynamics of the relevant market, or affects individual markets in some way...

Persistent link: https://www.econbiz.de/10012841259

Multiplicative Conditional Correlation Models for Realized Covariance Matrices

Bauwens, Luc - 2020

We introduce a class of multiplicative dynamic models for realized covariance matrices assumed to be conditionally Wishart distributed. The multiplicative structure enables consistent three-step estimation of the parameters, starting by covariance targeting of a scale matrix. The dynamics of...

Persistent link: https://www.econbiz.de/10012842834