The theoretical analysis and computational implementation of factorization-based methods for the numerical solution of linear boundary value problems for ordinary differential equations are presented.
Two-pass cross-sectional regression (TPCSR) is frequently used in estimating factor risk premia. Recent papers argue that the common practice of grouping assets into portfolios to reduce the errors-in ...
Perold, André. "A Degeneracy Exploiting LU Factorization for the Simplex Method." In Large Scale Linear Programming, edited by G. B. Dantzig, M. A. H. Dempster, and Markku Kallio. Laxenburg, Austria: ...
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