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Cholesky decomposition
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11	Measuring correlation risk Roza Galeeva, Jiri Hoogland, Alexander Eydeland CMG, Morgan Stanley January 11, 2007 Contents Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:21 Covariance and correlation Correlation and dependence Cholesky decomposition Multivariate normal distribution Covariance Eigenvalues and eigenvectors Matrix Bootstrapping Pearson product-moment correlation coefficient Partial correlation
12	PDF Document Add to Reading List Source URL: www.cs.berkeley.edu Language: English - Date: 2015-06-12 14:04:34 Numerical linear algebra Matrices Matrix theory Linear algebra QR decomposition Cholesky decomposition QR algorithm LU decomposition Orthogonal matrix Matrix Factorization Singular value decomposition
13	Chapter 1 First Look: Ten Questions. 1. Put options with strikes 30 and 20 on the same underlying asset and with the same maturity are trading for $6 and $4, respectively. Can you find an arbitrage? Add to Reading List Source URL: www.fepress.org Language: English - Date: 2013-10-29 21:51:49 Positive-definite matrix Normal distribution Cholesky decomposition Matrix Mathematics Matrices Mathematical analysis
14	A LINEAR ALGEBRA PRIMER for FINANCIAL ENGINEERING Covariance Matrices, Eigenvectors, OLS, and more Add to Reading List Source URL: www.fepress.org Language: English - Date: 2014-06-26 17:20:47 Matrices Numerical linear algebra Matrix theory Sparse matrices Matrix Symmetric matrix Cholesky decomposition LU decomposition Covariance matrix Algebra Linear algebra Mathematics
15	DELFT UNIVERSITY OF TECHNOLOGY REPORTComparison of the Deflated Preconditioned Conjugate Gradient method and parallel direct solver for composite materials. Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-06-08 04:30:37 Numerical linear algebra Preconditioner Eigenvalues and eigenvectors Conjugate gradient method Cholesky decomposition Domain decomposition methods Matrix Symmetric matrix Iterative method Algebra Linear algebra Mathematics
16	1 Evaluation and FPGA Implementation of Sparse Linear Solvers for Video Processing Applications Pierre Greisen, Marian Runo, Patrice Guillet, Simon Heinzle, Aljoscha Smolic, Hubert Kaeslin, Markus Gross Add to Reading List Source URL: www.disneyresearch.com Language: English - Date: 2015-04-09 01:13:54 Mathematics Preconditioner Cholesky decomposition Matrix Sparse matrix Conjugate gradient method Lis QR decomposition Multigrid method Algebra Linear algebra Numerical linear algebra
17	doi:j.csda Add to Reading List Source URL: www.math.ntnu.no Language: English - Date: 2007-09-07 13:04:44 Data analysis Numerical linear algebra Smoothing spline Splines Normal distribution Cholesky decomposition Derivative Multivariate normal distribution Variance Statistics Mathematical analysis Regression analysis
18	NORGES TEKNISK-NATURVITENSKAPELIGE UNIVERSITET Marginal Variances for Gaussian Markov Random Fields by Add to Reading List Source URL: www.math.ntnu.no Language: English - Date: 2005-03-14 10:30:29 Matrices Numerical linear algebra Markov models Cholesky decomposition Operator theory Matrix Kalman filter Symmetric matrix Positive-definite matrix Algebra Linear algebra Mathematics
19	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity Kris Boudt, Sébastien Laurent, Asger Lunde and Rogier Quaedvlieg CREATES Research Paper Add to Reading List Source URL: econ.au.dk Language: English - Date: 2014-02-25 03:07:30 Covariance and correlation Numerical linear algebra Multivariate statistics Estimation of covariance matrices Covariance matrix Cholesky decomposition Principal component analysis Covariance Variance Statistics Data analysis Estimation theory
20	Choleski Algorithms for the Solution of a Set of Normal Equations Dr. Peter A. Steeves, P. Eng. Geodetic Software Systems Abstract: Algorithms for the solution of a set of normal equations by the method of Choleski are Add to Reading List Source URL: webhome.idirect.com Language: English - Date: 2002-02-19 11:40:34 Numerical linear algebra Matrices Matrix theory Control theory Cholesky decomposition Linear least squares Matrix Transpose Linear-quadratic-Gaussian control Algebra Mathematics Linear algebra

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