Generating Random Variables
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Posts by Tags
Computational Statistics
Linear Algebra
Applications of Linear Algebra in Portfolio Management
Published:
Linear algebra is a branch of mathematics developed to solve a system of linear equations and has found many applications in applied sciences- computer science(machine learning, image processing) and mathematical finance(portfolio management). In this article, we shall compute standard deviation of a portfolio using tools from linear algebra. Before we jump to this computation it is good to recall certain basic concepts from linear algebra.
Microlocal Analysis
Method of Stationary Phase
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Oscillatory Integral
Method of Stationary Phase
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Portfolio Management
Applications of Linear Algebra in Portfolio Management
Published:
Linear algebra is a branch of mathematics developed to solve a system of linear equations and has found many applications in applied sciences- computer science(machine learning, image processing) and mathematical finance(portfolio management). In this article, we shall compute standard deviation of a portfolio using tools from linear algebra. Before we jump to this computation it is good to recall certain basic concepts from linear algebra.
Quantitative Finance
Applications of Linear Algebra in Portfolio Management
Published:
Linear algebra is a branch of mathematics developed to solve a system of linear equations and has found many applications in applied sciences- computer science(machine learning, image processing) and mathematical finance(portfolio management). In this article, we shall compute standard deviation of a portfolio using tools from linear algebra. Before we jump to this computation it is good to recall certain basic concepts from linear algebra.