Portfolio_Optimization Portfolio Optimization Using a Linear Algebra Approach In this notebook we look at portfolio optimization using a linear algebra approach. I start by going through an example in ...

Supplementary material for the paper 'An argument-driven classification and comparison of reservoir operation optimization methods', doi: 10.1016/j.advwatres.2019.04.012 - barneydobson/rese ...

A new method for the design of linear systems with desired poles and zeros of their transfer matrices is proposed. Conditions for the existence of the solution to the problem and the procedure for ...

The book consists of three parts. Part 1 focuses on vectors and their manipulation. Vector algebra, linear functions, linearization, inner products, norms, linear independence, the concept of a basis, ...

Li Wang, Yongzhong Song, ON THE OPTIMIZATION OF EXTRAPOLATION METHODS FOR SINGULAR LINEAR SYSTEMS, Journal of Computational Mathematics, Vol. 26, No. 2 (March 2008), pp. 227-239 ...

Z. D. Bai, Jack W. Silverstein, CLT for Linear Spectral Statistics of Large-Dimensional Sample Covariance Matrices, The Annals of Probability, Vol. 32, No. 1, A (Jan ...