Covariance Matrix Estimation for Interest-Rate Risk Modeling via Smooth and Monotone Regularization
- Dmitry Malioutov
- Aycan A. Corum
- et al.
- 2016
- IEEE JSTSP
This is our catalog of recent publications authored by IBM researchers, in collaboration with the global research community. We’re currently adding our back catalog of more than 110,000 publications. It’s an ever-growing body of work that shows why IBM is one of the most important contributors to modern computing.