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covariance-matrix

Here are 2 public repositories matching this topic...

jchambyd / FeatureSelection

Algorithms for feature selection based on covariance matrix.

feature-selection covariance-matrix correlation-matrices

Updated Oct 24, 2017
Java

sweisser / ledoit_wolf

Ledoit Wolf shrinkage for covariance matrices in Java

finance portfolio-optimization covariance-matrix

Updated Dec 30, 2019
Java

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