Generating Random Variables
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Blog posts
2023
Applications of Linear Algebra in Portfolio Management
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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.
2022
Method of Stationary Phase
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