In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...
Abstract: The undirected graphical model, a popular class of statistical model, offers a way to describe and explain the relationships among a set of variables. However, it remains a challenge to ...
Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...
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