Sparse Non Gaussian Component Analysis by Semidefinite Programming
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- Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2016.
"Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences,"
Mathematics of Operations Research,
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- Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Raffaele Fiocco, 2012.
"Competition and regulation with product differentiation,"
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- Raffaele Fiocco, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers SFB649DP2011-084, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Alena MyÅ¡iÄ kovÃ¡ & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. HÃ¤rdle, 2011. "Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers SFB649DP2011-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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Keywordsdimension reduction; non-Gaussian components analysis; feature extraction;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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