Carrer de Ramon Trias Fargas, 25-27
Universitat Pompeu Fabra
Barcelona School of Economics
Multivariate Volatility, Dcc, Bregman Projection, Nearest-Correlation Matrix, Stein’s Loss
Empirical risk minimization, oracle inequality, time series, fore- casting, Markov chain
Multivariate conditional quantile, oracle inequality, time series, forecasting, Markov chain.
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