scholarly journals Discriminative Sparse Inverse Covariance Matrix: Application in Brain Functional Network Classification

2014 ◽  
Author(s):  
Luping Zhou ◽  
Lei Wang ◽  
Philip Ogunbona
Keyword(s):  
Covariance Matrix ◽  
Functional Network ◽  
Brain Functional Network ◽  
Matrix Application ◽  
Inverse Covariance Matrix

Tensor-based dynamic brain functional network for motor imagery classification

2021 ◽  
Vol 69 ◽  
pp. 102940
Author(s):  
Qizhong Zhang ◽  
Bin Guo ◽  
Wanzeng Kong ◽  
Xugang Xi ◽  
Yizhi Zhou ◽  
...  
Keyword(s):  
Motor Imagery ◽  
Functional Network ◽  
Brain Functional Network

Improving Mean Variance Optimization through Sparse Hedging Restrictions

2015 ◽  
Vol 50 (6) ◽  
pp. 1415-1441 ◽  
Author(s):  
Shingo Goto ◽  
Yan Xu
Keyword(s):  
Covariance Matrix ◽  
Factor Model ◽  
Risk Minimization ◽  
Portfolio Risk ◽  
Finite Samples ◽  
Inverse Covariance Matrix ◽  
Out Of Sample ◽  
Nonnegativity Constraints ◽  
Mean Variance ◽  
Equal Weighting

AbstractIn portfolio risk minimization, the inverse covariance matrix prescribes the hedge trades in which a stock is hedged by all the other stocks in the portfolio. In practice with finite samples, however, multicollinearity makes the hedge trades too unstable and unreliable. By shrinking trade sizes and reducing the number of stocks in each hedge trade, we propose a “sparse” estimator of the inverse covariance matrix. Comparing favorably with other methods (equal weighting, shrunk covariance matrix, industry factor model, nonnegativity constraints), a portfolio formed on the proposed estimator achieves significant out-of-sample risk reduction and improves certainty equivalent returns after transaction costs.

Early life stress due to repeated maternal separation alters the working memory acquisition brain functional network

Stress ◽  
2020 ◽  
pp. 1-9
Author(s):  
María Banqueri ◽  
Alba Gutiérrez-Menéndez ◽  
Marta Méndez ◽  
Nélida M. Conejo ◽  
Jorge L. Arias
Keyword(s):  
Working Memory ◽  
Life Stress ◽  
Early Life ◽  
Maternal Separation ◽  
Early Life Stress ◽  
Functional Network ◽  
Brain Functional Network ◽  
Memory Acquisition
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