This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

The nearest correlation matrix problem: Solution by differential evolution method of global optimization

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Mishra, SK

Additional information is available for the following registered author(s):

Abstract

Correlation matrices have many applications, particularly in marketing and financial economics - such as in risk management, option pricing and to forecast demand for a group of products in order to realize savings by properly managing inventories, etc. Various methods have been proposed by different authors to solve the nearest correlation matrix problem by majorization, hypersphere decomposition, semi-definite programming, or geometric programming, etc. In this paper we propose to obtain the nearest valid correlation matrix by the differential evaluation method of global optimization. We may draw some conclusions from the exercise in this paper. First, the ‘nearest correlation matrix problem may be solved satisfactorily by the evolutionary algorithm like the differential evolution method/Particle Swarm Optimizer. Other methods such as the Particle Swarm method also may be used. Secondly, these methods are easily amenable to choice of the norm to minimize. Absolute, Frobenius or Chebyshev norm may easily be used. Thirdly, the ‘complete the correlation matrix problem’ can be solved (in a limited sense) by these methods. Fourthly, one may easily opt for weighted norm or un-weighted norm minimization. Fifthly, minimization of absolute norm to obtain nearest correlation matrices appears to give better results. In solving the nearest correlation matrix problem the resulting valid correlation matrices are often near-singular and thus they are on the borderline of semi-negativity. One finds difficulty in rounding off their elements even at 6th or 7th places after decimal, without running the risk of making the rounded off matrix negative definite. Such matrices are, therefore, difficult to handle. It is possible to obtain more robust positive definite valid correlation matrices by constraining the determinant (the product of eigenvalues) of the resulting correlation matrix to take on a value significantly larger than zero. But this can be done only at the cost of a compromise on the criterion of ‘nearness.’ The method proposed by us does it very well.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://mpra.ub.uni-muenchen.de/2760/
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 2760.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation: 14 Apr 2007
Date of revision: 17 Apr 2007
Handle: RePEc:pra:mprapa:2760

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Ekkehart Schlicht).

Related research
Keywords: Correlation matrix product moment nearest complete positive semi-definite majorization hypersphere decomposition semi-definite programming geometric programming Particle Swarm Differential Evolution Particle Swarm Optimization Global Optimization risk management option pricing financial economics marketing computer program Fortran norm absolute maximum Frobenius Chebyshev Euclidean.

Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
G00 - Financial Economics - - General - - - General
C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
G19 - Financial Economics - - General Financial Markets - - - Other

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? IDEAS is also providing many rankings, for example of authors and institutions.

This page was last updated on 2008-11-17.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.