Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Gabriele Torri
Sparse Precision Matrices for Minimum Variance Portfolios
Computational Management Science
Information Systems
Management Information Systems
Related publications
Portfolios Dominating Indices: Optimization With Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
Journal of Risk and Financial Management
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices
Dynamic Econometric Models
Ordering Methods for Sparse Matrices.
Minimum Variance Control for Acoustically-Compact Plants
The International Journal of Acoustics and Vibration
Sparse Change-Point HAR Models for Realized Variance
Econometric Reviews
Economics
Econometrics
Unbiased Minimum-Variance Filtering for Input Reconstruction
Proceedings of the American Control Conference
Electronic Engineering
Electrical
Sparse Change-Point Har Models for Realized Variance
SSRN Electronic Journal
Partitioning Sparse Rectangular Matrices for Parallel Processing
Adaptive Precision Solvers for Sparse Linear Systems