Sándor Zoltán Németh

2 Questions 14 Answers 0 Followers

Questions related from Sándor Zoltán Németh

Does anybody know what is the necessary and sufficient condition for the simultaneous diagonalization of two symmetric matrices by congruence?

Two matrices A and B are called simultaneously diagonalizable by congruence if there exists a non-singular matrix U such that U^{T}AU and U^{T}BU are diagonal matrices. A known sufficient...

15 September 2015 3,755 12 View

I think isotonic regression should be important in finance. Does anybody know about any applications of isotonic regression in finance?

My feeling is based on the following idea: Expected behaviour of financial data could have ordering properties. For example one may expect the increase in price of some stock in a given time...

22 June 2015 5,436 3 View