Recent Changes
| External Links | S | 1259669979|%e %b %Y - %H:%M:%S|agohover | (rev. 61) | EnricoSchumann |
| tutorial: 'Repairing' an Indefinite Correlation Matrix | 1259653274|%e %b %Y - %H:%M:%S|agohover | (rev. 36) | EnricoSchumann |
Added tags: variance-covariance-matrices. Removed tags: covariance_matrices.
| tutorial: Generating Correlated Uniform Variates | 1259653250|%e %b %Y - %H:%M:%S|agohover | (rev. 62) | EnricoSchumann |
Added tags: variance-covariance-matrices. Removed tags: covariance_matrices.
| tutorial: Generating correlated normal variates | S | 1259653215|%e %b %Y - %H:%M:%S|agohover | (rev. 37) | EnricoSchumann |
| tutorial: Generating correlated normal variates | 1259653199|%e %b %Y - %H:%M:%S|agohover | (rev. 36) | EnricoSchumann |
Added tags: variance-covariance-matrices. Removed tags: covariance_matrices.
| concept: Eigenvalue and Singular Value Inequalities | 1259653164|%e %b %Y - %H:%M:%S|agohover | (rev. 26) | EnricoSchumann |
Added tags: variance-covariance-matrices. Removed tags: covariance_matrices.
| tutorial: Minimising Sums of Squared Residuals and Variances of Residuals | 1259653124|%e %b %Y - %H:%M:%S|agohover | (rev. 10) | EnricoSchumann |
Added tags: portfolio_optimisation, r, variance-covariance-matrices, regression, style_analysis, index_tracking.
| article: Robust Optimization of a Currency Portfolio | S | 1259395970|%e %b %Y - %H:%M:%S|agohover | (rev. 27) | EnricoSchumann |
| article: Robust Optimization of a Currency Portfolio | S | 1259395911|%e %b %Y - %H:%M:%S|agohover | (rev. 26) | EnricoSchumann |
| tip: Replacing negative elements of a vector by 0 | 1259395439|%e %b %Y - %H:%M:%S|agohover | (rev. 7) | EnricoSchumann |
Added tags: partial_moments.
| tip: Replacing negative elements of a vector by 0 | 1259395394|%e %b %Y - %H:%M:%S|agohover | (rev. 9) | EnricoSchumann |
Added tags: partial_moments. Removed tags: partial_moment.
| article: Robust Optimization of a Currency Portfolio | S | 1259336581|%e %b %Y - %H:%M:%S|agohover | (rev. 25) | raquel_joao |
| article: Robust Optimization of a Currency Portfolio | S | 1259336369|%e %b %Y - %H:%M:%S|agohover | (rev. 24) | raquel_joao |
| article: Robust Optimization of a Currency Portfolio | S | 1259335970|%e %b %Y - %H:%M:%S|agohover | (rev. 23) | raquel_joao |
| tip: Vectorised computation of sums of squares | 1259147252|%e %b %Y - %H:%M:%S|agohover | (rev. 2) | EnricoSchumann |
Added tags: r, matlab, sum_of_squares, vectorisation, new.
| Welcome to the COMISEF-Wiki | S | 1258839493|%e %b %Y - %H:%M:%S|agohover | (rev. 215) | EnricoSchumann |
| article: Robust Optimization of a Currency Portfolio | S | 1258736022|%e %b %Y - %H:%M:%S|agohover | (rev. 22) | EnricoSchumann |
| article: Robust Optimization of a Currency Portfolio | S | 1258735965|%e %b %Y - %H:%M:%S|agohover | (rev. 21) | EnricoSchumann |
| article: Robust Optimization of a Currency Portfolio | S | 1258735868|%e %b %Y - %H:%M:%S|agohover | (rev. 20) | EnricoSchumann |
| article: article:val_struct_models | N | 1257855016|%e %b %Y - %H:%M:%S|agohover | (new) | Chris Sharpe |
