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Robust least square semidefinite programming with applications
Li, Guoyin
;
Ma, Alfred
;
Pong, Ting
- In:
Computational Optimization and Applications
58
(
2014
)
2
,
pp. 347-379
an application, we consider
robust
correlation
stress
testing
where data uncertainty arises due to untimely recording of …
Persistent link: https://www.econbiz.de/10010998281
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