Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with high-dimensional-statistics
A curated list of projects in awesome lists tagged with high-dimensional-statistics .
https://github.com/jaydu1/sparseportfolio
High Dimensional Portfolio Selection with Cardinality Constraints
cardinality-constraints high-dimensional-statistics l1-regularization portfolio-optimization
Last synced: 14 Oct 2024
https://github.com/cfmtech/optimal_cleaning_for_singular_values_of_cross-covariance_matrices
Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
cross-correlation cross-correlation-processing denoising high-dimensional-data high-dimensional-probability high-dimensional-statistics probability probability-statistics probability-theory random-matrices random-matrix random-matrix-theory rotationally-invariant-estimator statistics
Last synced: 05 Nov 2024
