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Računanje najbližje kovariančne matrike : delo diplomskega seminarja
ID Erker, Matevž (Author), ID Perman, Mihael (Mentor) More about this mentor... This link opens in a new window

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MD5: A81E2AE4ADFCF9F8C00978ADD5E2AEB8
PID: 20.500.12556/rul/2327bf23-f6bf-40ce-b90d-6fdb91d524f8

Language:Slovenian
Keywords:matematika, kovariančna matrika, k-faktorska struktura, pozitivna semidefinitnost matrike, CDO, časovne vrste
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Erker]
Year:2014
Number of pages:28 str.
PID:20.500.12556/RUL-97055 This link opens in a new window
UDC:519.6
COBISS.SI-ID:17258073 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1293
Downloads:330
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Secondary language

Language:English
Title:Computing a nearest corrrelation matrix with factor structure
Keywords:mathematics, correlation matrix, k-factor structure, positive semidefinite matrix, collateralized debt obligations, multivariate time series

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