2 papers
math.NA2018
On the generalized low rank approximation of the correlation matrices arising in the asset portfolio
Xuefeng Duan, Jianchao Bai, Maojun Zhang +1
In this paper, we consider the generalized low rank approximation of the correlation matrices problem which arises in the asset portfolio. We first characterize the feasible set by…
quant-ph2016
Construction of quantum states with special properties by projection methods
Xuefeng Duan, Chi-Kwong Li, Diane Christine Pelejo
We use projection methods to construct (global) quantum states with prescribed reduced (marginal) states, and possibly with some special properties such as having specific eigenval…