Computational Modelling Group

15th October 2009 4 p.m.  School of Management, room 3041

Minimum Relative Entropy Approach to Correlation Regularization Problem

Dr Vladimir Lucic
Barclays Capital

Web page
http://www.cormsis.soton.ac.uk/seminar-details.php?SeminarID=2043
Submitter
Hans Fangohr