SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS

Bachelor's

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Bibliographic Details
Main Author: ZHAO YANG
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202776
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Institution: National University of Singapore
id sg-nus-scholar.10635-202776
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spelling sg-nus-scholar.10635-2027762024-10-26T14:58:37Z SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS ZHAO YANG MATHEMATICS TOH KIM CHUAN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T03:11:29Z 2021-10-12T03:11:29Z 2011 Thesis ZHAO YANG (2011). SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202776
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
ZHAO YANG
format Theses and Dissertations
author ZHAO YANG
spellingShingle ZHAO YANG
SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS
author_sort ZHAO YANG
title SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS
title_short SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS
title_full SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS
title_fullStr SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS
title_full_unstemmed SOLVING NEAREST COVARIANCE MATRIX PROBLEM WITH EQUALITY AND INEQUALITY CONSTRAINTS
title_sort solving nearest covariance matrix problem with equality and inequality constraints
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202776
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