EstimationOfCovarianceMatrix

RefaelLasry

Estimation of the Covariance Matrix - linear and nonlinear shrinkage

finance

View on GitHub

17 Stars

6 Forks

17 Watchers

TeX Language

Cost to Build

$7.6K

Market Value

$8.2K

How is this calculated?

Growth over time

7 data points · 2021-08-01 → 2023-07-01

Stars Forks Watchers

💬

How do you feel about this project?

Ask AI about EstimationOfCovarianceMatrix

Question copied to clipboard

What is the RefaelLasry/EstimationOfCovarianceMatrix GitHub project? Description: "Estimation of the Covariance Matrix - linear and nonlinear shrinkage". Written in TeX. Explain what it does, its main use cases, key features, and who would benefit from using it.

Question is copied to clipboard — paste it after the AI opens.

How to clone EstimationOfCovarianceMatrix

Clone via HTTPS

git clone https://github.com/RefaelLasry/EstimationOfCovarianceMatrix.git

Clone via SSH

[email protected]:RefaelLasry/EstimationOfCovarianceMatrix.git

Download ZIP

Download master.zip

Found an issue?

Report bugs or request features on the EstimationOfCovarianceMatrix issue tracker:

Open GitHub Issues

Similar to EstimationOfCovarianceMatrix

vnpy tushare dash rqalpha ta-lib-python Lean awesome-quant StockSharp math-php firefly-iii awesome-quant bulbea akaunting gooderp_addons pandas-datareader yahoo-finance alphalens fooltrader go-finance alpha_vantage moneymanagerex fecon235 Strata grs quantmod IEX-API Blog economizzer receipt-parser parity