Covariance Matrix - Articles - Scientific Research Publishing

Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1，March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,455 Downloads 3,542 Views Citations
On the Covariance of Regression Coefficients (Articles)

Pantelis G. Bagos, Maria Adam

Open Journal of Statistics Vol.5 No.7，December 17, 2015

DOI: 10.4236/ojs.2015.57069 6,488 Downloads 10,058 Views Citations
Generalised Wald Type Test of Nonlinear Restrictions (Articles)

Zaka Ratsimalahelo

Open Access Library Journal Vol.4 No.9，September 27, 2017

DOI: 10.4236/oalib.1103923 739 Downloads 2,345 Views Citations
Testing the Equality Hypothesis on a Cross-Covariance Matrix (Articles)

Xiaomei Chen, Shibin Zhang

Open Access Library Journal Vol.6 No.8，August 12, 2019

DOI: 10.4236/oalib.1105584 434 Downloads 1,296 Views Citations
Covariance Matrix Learning Differential Evolution Algorithm Based on Correlation (Articles)

Sainan Yuan, Quanxi Feng

International Journal of Intelligence Science Vol.11 No.1，December 15, 2020

DOI: 10.4236/ijis.2021.111002 367 Downloads 1,034 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

Journal of Financial Risk Management Vol.9 No.4，December 11, 2020

DOI: 10.4236/jfrm.2020.94026 576 Downloads 1,560 Views Citations
Using position specific scoring matrix and auto covariance to predict protein subnuclear localization (Articles)

Rong-Quan Xiao, Yan-Zhi Guo, Yu-Hong Zeng, Hai-Feng Tan, Hai-Feng Tan, Xue-Mei Pu, Meng-Long Li

Journal of Biomedical Science and Engineering Vol.2 No.1，February 13, 2009

DOI: 10.4236/jbise.2009.21009 5,756 Downloads 10,783 Views Citations
High Dimensionality Effects on the Efficient Frontier: A Tri-Nation Study (Articles)

Rituparna Sen, Pulkit Gupta, Debanjana Dey

Journal of Data Analysis and Information Processing Vol.4 No.1，February 15, 2016

DOI: 10.4236/jdaip.2016.41002 3,902 Downloads 5,469 Views Citations
Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points (Articles)

Esra Şimşek, Mehmet Orhan

Theoretical Economics Letters Vol.6 No.4，July 28, 2016

DOI: 10.4236/tel.2016.64071 2,499 Downloads 4,321 Views Citations
This article belongs to the Special Issue on Advances in Econometrics
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria (Articles)

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4，October 11, 2016

DOI: 10.4236/jmf.2016.64041 10,822 Downloads 24,004 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
The Coordinate-Free Prediction in Finite Populations with Correlated Observations (Articles)

Silvia N. Elian

Open Journal of Statistics Vol.7 No.2，April 20, 2017

DOI: 10.4236/ojs.2017.72014 1,272 Downloads 1,841 Views Citations
Constructing Confidence Regions for Autoregressive-Model Parameters (Articles)

Jan Vrbik

Applied Mathematics Vol.14 No.10，October 31, 2023

DOI: 10.4236/am.2023.1410042 94 Downloads 313 Views Citations
Optimal Estimation of High-Dimensional Covariance Matrices with Missing and Noisy Data (Articles)

Meiyin Wang, Wanzhou Ye

Advances in Pure Mathematics Vol.14 No.4，April 15, 2024

DOI: 10.4236/apm.2024.144013 87 Downloads 389 Views Citations
Reduction of Systematic Error in Radiopharmaceutical Activity by Entropy Based Mutual Information (Articles)

Palliyakarany T. K. Kumar, Toshikazu Takeda

World Journal of Nuclear Science and Technology Vol.2 No.1，December 31, 2011

DOI: 10.4236/wjnst.2012.21001 4,301 Downloads 7,588 Views Citations
A Test for Joint Market Efficiency from an Investor’s Perspective (Articles)

Lakshmi Viswanathan, S. Maheswaran, G. Balasubramanian

Theoretical Economics Letters Vol.9 No.5，June 20, 2019

DOI: 10.4236/tel.2019.95098 508 Downloads 1,157 Views Citations
This article belongs to the Special Issue on Economic Efficiency
Galilean-Like Transformation Allowed by General Covariance and Consistent with Special Relativity (Articles)

Frank R. Tangherlini

Journal of Modern Physics Vol.5 No.5，March 28, 2014

DOI: 10.4236/jmp.2014.55033 6,261 Downloads 8,193 Views Citations
On DFT Molecular Simulation for Non-Adaptive Kernel Approximation (Articles)

Maharavo Randrianarivony

Advances in Materials Physics and Chemistry Vol.4 No.6，June 18, 2014

DOI: 10.4236/ampc.2014.46013 2,393 Downloads 3,439 Views Citations
Erratum to “On DFT Molecular Simulation for Non-Adaptive Kernel Approximation” [Advances in Materials Physics and Chemistry Vol. 4 No. 6 (June 2014) 105-115] (Articles)

Maharavo Randrianarivony

Advances in Materials Physics and Chemistry Vol.5 No.3，March 6, 2015

DOI: 10.4236/ampc.2015.53012 1,873 Downloads 2,917 Views Citations
A Generalized Inequality for Covariance and Its Applications (Articles)

Shiyou Lin, Yuanyuan Chen

Applied Mathematics Vol.9 No.9，September 28, 2018

DOI: 10.4236/am.2018.99073 995 Downloads 2,388 Views Citations
An Overview of Principal Component Analysis (Articles)

Sasan Karamizadeh, Shahidan M. Abdullah, Azizah A. Manaf, Mazdak Zamani, Alireza Hooman

Journal of Signal and Information Processing Vol.4 No.3B，October 17, 2013

DOI: 10.4236/jsip.2013.43B031 16,951 Downloads 30,521 Views Citations

<12 3 ...>

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies