Topic: covariance-matrix-estimation Goto Github
Some thing interesting about covariance-matrix-estimation
Some thing interesting about covariance-matrix-estimation
covariance-matrix-estimation,R package for estimating sparse and positive definite basis covariance matrices from compositional data
User: ajmolstad
covariance-matrix-estimation,Cleaned repository focusing on running RascalC library for semi-analytical galaxy 2-point correlation function covariance matrices
Organization: cosmodesi
covariance-matrix-estimation,This code tests the basic idea of my Master thesis. I propose an improved estimator of the covariance matrix of asset returns, employed in the computation of the minimum-variance portfolio. The main.py script tests the out-of-sample performance of this estimator, which is shown to deliver much better results than the sample covariance matrix and the equally-weighted portfolio.
User: fedepepe
covariance-matrix-estimation,An R package for assumption-lean covariance matrix estimation in high dimensions
User: philboileau
Home Page: https://philboileau.github.io/cvCovEst/
covariance-matrix-estimation,Code for extended LBP operators and geometric-based feature descriptors in ACIIDS2016
User: quangtrungtruong
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