Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

Positive definite matrices are widely used in machine learning and probabilistic modeling, especially in applications related to graph analysis and Gaussian models. It is not uncommon that positive ...

In this paper, a covariance matrix reconstruction-based wideband adaptive beamforming algorithm is proposed to maintain excellent interference suppression performance with low computational complexity ...

Our method involves reconstructing the covariance matrix using the proposed CNN model, which is trained with covariance matrices from the actual received signals to their corresponding covariance ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Dr. JeFreda R. Brown is a financial ...