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Quotcomputing freeware
 

Quotcomputing

Added: July 13, 2013 | Visits: 364

Finding a similar valid correlation matrix 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

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