Open Access
11- https://doi.org/10.2139/ssrn.980403
The Nearest Correlation Matrix Problem: Solution by Differential Evolution Method of Global Optimization
- Apr 15, 2007
- SSRN Electronic Journal
- S K Mishra
Abstract
The Nearest Correlation Matrix Problem: Solution by Differential Evolution Method of Global Optimization
- # Valid Correlation Matrix
- # Correlation Matrix Problem
- # Correlation Matrices
- # Correlation Matrix
- # Financial Economics
- # Particle Swarm Method
- # Method Of Global Optimization
- # Rounded Off
- # Absolute Norm
- # Geometric Programming
