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Raymond's Group Lee


University of Waterloo

Active since 2011

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Professional Interests: Computational Finance, Risk Management, Actuarial Science

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Question


Optimization Problem with Inverse Matrix
Hi, I have a problem on maximizing a function of an inverse of a matrix which entries contain the maximization variable. As ...

14 years ago | 1 answer | 0

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answer

Question


Permutation Matrix on a Vector
How can I compute the permutation matrix without using loop? Let V = Original n-vector Vstar = Permuted n-vector P...

15 years ago | 2 answers | 0

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answers