The Spherical Parametrisation for Correlation Matrices and its Computational Advantages

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: 1 Online-Ressource.

Language: Englisch

Bibliographic citation: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages ; day:22 ; month:9 ; year:2023 ; pages:1-24
Computational economics ; (22.9.2023), 1-24

Classification: Wirtschaft

Creator: Lucchetti, Riccardo
Pedini, Luca

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10614-023-10467-3

URN: urn:nbn:de:101:1-2023121212033935476134

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:22 AM CEST

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Lucchetti, Riccardo
Pedini, Luca
SpringerLink (Online service)

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VaR-implied tail-correlation matrices

Computational micromechanics of matrix-inclusion composites

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Intellectual Advantages.

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The Spherical Parametrisation for Correlation Matrices and its Computational Advantages

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Spherical transverse M5-branes from the plane wave matrix model

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Computational micromechanics of matrix-inclusion composites

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Spherical Sherrington-Kirkpatrick model and random matrix

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