The correlation matrix (denoted by R) plays an important role in many statistical models. Unfortunately, sampling the correlation matrix in Markov chain Monte Carlo (MCMC) algorithms can be ...

What Is the Correlation Coefficient? The correlation coefficient is a metric that measures the strength and direction of a relationship between two securities or variables, such as a stock and a ...

This is a preview. Log in through your library . Abstract Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Investors are exuberant about stocks, bonds and gold. And that’s not necessarily good. Investors are exuberant not just in ...