Quotcomputing freeware
Quotcomputing
Added: July 13, 2013 | Visits: 364
Implementation of Nicholas J. Higham's algorithm "Computing the Nearest Correlation Matrix - A Problem from Finance", 2002.http://eprints.ma.man.ac.uk/232/01/covered...S_ep2006_70.pdf
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Finding a similar valid correlation matrix Download |