Search Results - subject:"Algebra"

On the identity of two solution algorithms of the "improved normalized squared differences" matrix adjustment model

Révész, Tamás - In: Central European journal of operations research 33 (2025) 1, pp. 315-332

Persistent link: https://www.econbiz.de/10015195703

The conditional autoregressive F-riesz model for realized covariance matrices

Opschoor, Anne; Lucas, André; Rossini, Luca - 2025

Persistent link: https://www.econbiz.de/10015271649

Improving minimum-variance portfolio through shrinkage of large covariance matrices

Shi, Fangquan; Shu, Lianjie; He, Fangyi - In: Economic modelling 144 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015193796

Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory

Steenkamp, Andries - 2023

Persistent link: https://www.econbiz.de/10014388473

Robust machine learning algorithms for text analysis

Ke, Shikun; Olea, José Luis Montiel; Nesbit, James - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 939-970

We study the Latent Dirichlet Allocation model, a popular Bayesian algorithm for text analysis. We show that the model's parameters are not identified, which suggests that the choice of prior matters. We characterize the range of values that the posterior mean of a given functional of the...

Persistent link: https://www.econbiz.de/10015189767