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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000409 |
[ALGLIB] Data analysis |
feature |
have not tried |
2011-10-18 11:05 |
2011-10-18 11:05 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
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Status |
resolved |
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Product Version |
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Summary |
0000409: IMPLEMENTED: Markov Chains for Population Data |
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Description |
New data analysis algorithm was added - Markov Chains for Population/proportional Data (MCPD) solver. This solver can be used for portfolio analysis, when you want to restore hidden transition matrix using aggregated portfolio data. |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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