The tag has no usage guidance.

learn more… | top users | synonyms

19
votes
2answers
2k views

How to quickly estimate a lower bound on correlation for a large number of stocks?

I would like to find stock pairs that exhibit low correlation. If the correlation between A and B is 0.9 and the correlation between A and C is 0.9 is there a minimum possible correlation for B and C? ...
9
votes
2answers
595 views

What is Quantization?

I have asked myself many times about Quantization Numerical Methods, is anyone here familiar with the subject and could give a reasonable insight of what Quantization concepts are about, and what are ...
5
votes
2answers
347 views

What is a cubature scheme?

Ideally an intuitive explanation with an example, please.