Keyword: | ∇ Name: | Description: | ∇ Type: |
Covariance | POSDdecDiag.lng | The educational testing problem, illustrating @POSD | LINGO |
Covariance | EigenCovarMat3.lng | Eigenvalues/vectors of a covariance matrix | LINGO |
Covariance | POSDadjOffDiag.lng | - | LINGO |
Covariance | POSDfitCov.xlsx | Finding a Positive Semi-definite Matrix Using the WBPOSD Constraint | What'sBest! |
Covariance | PortCorrVGb.xlsx | A standard Markowitz portfolio problem | What'sBest! |
Covariance | POSDadjOffDiag01.xlsx | - | What'sBest! |