| **Statistics 101: Understanding Covariance** Views: 40990 Statistics 101: Covariance.
In this video we discuss the very basics of what covariance is (and isn't) using two real-world examples; stock market... | | **How To Solve For Covariance** Views: 36671 Looking for a tutorial on How To Solve For Covariance? This practical instructional video explains accurately how it's done, and will help you get... |

| **Statistics 101: The Covariance Matrix** Views: 24129 Statistics 101: The Covariance Matrix
In this video we discuss the anatomy of a covariance matrix. Unfortunately covariance matrices are often... | | **Poisson Processes Derivation** Views: 6759 How to derive the pmf of the Poisson random process from the pmf of an approximating Binomial random process, by letting the block duration go to... |

| **Covariance matrix** Views: 71297 A covariance matrix, in finance, is a square matrix that contains covariances between portfolio assets. Because, for example, the element in row... | | **Bernoulli and Binomial Random Processes** Views: 3586 This presentation shows how a Binomial RP is what comes from a Bernoulli RP when it goes through a cumulative sum operation. In general, the... |

| **Linear Regression - Least Squares Criterion Part 1** Views: 66897 Linear Regression - Least Squares Criterion. In this video I just give a quick overview of linear regression and what the 'least square criterion'... | | **Multivariate Gaussian Random Vectors - Part 1 - Definition** Views: 5538 The definition of a multi-variate Gaussian random vector is presented and compared to the Gaussian pdf for a single random variable as we've... |

| **Generating the Variance-Covariance Matrix** Views: 66127 This is a follow-up video to a video posted previously by Dr. Colby Wright explaining how to execute mean-variance portfolio optimization in Excel.... | | **Introduction to Random Variables** Views: 384622 Introduction to random variables and probability distribution functions.
More free lessons at: http://www.khanacademy.org/video?v=IYdiKeQ9xEI |

| **Lecture - 32 Gaussian Random Processes** Views: 15874 Lecture Series on Communication Engineering by Prof.Surendra Prasad, Department of Electrical Engineering ,IIT Delhi. For more details on NPTEL... | | **FRM: Correlation & Covariance** Views: 173206 Covariance is a measure of relationship (or co-movement) between two variables. Correlation is just the translation of covariance into a UNITLESS... |

| **Statistics 101: Introduction to the Poisson Distribution** Views: 37523 Statistics 101: Introduction to the Poisson Distribution
In this video we discuss the basic characteristics of the Poisson Distribution using a... | | **Matrix computation with EXCEL.mp4** Views: 22314 Matrix Multiplication and inverse with EXCEL |

| **Lec 11 | MIT 18.085 Computational Science and Engineering I, Fall 2008** Views: 14364 Lecture 11: Least squares (part 2)
License: Creative Commons BY-NC-SA
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More courses at http://ocw.mit.edu | | **Estadística: Matriz Varianza-Covarianza y Método Acumulada Clase 15(Parte 1)** Views: 2241 Clase 15
Matriz Varianza-Covarianza y Método Acumulada (Parte 2/2)
Doctor Francisco Vera Alcívar
Departamento de Ciencias Naturales y Matemáticas |

| **Sample Covariance and Correlation** Views: 11087 Calculation of sample covariance and correlation | | **Matriz de varianzas y covarianzas con los activos.mp4** Views: 15249 dos formas de calcular la matriz de covarianzas |

| **Lecture 21: Covariance and Correlation | Statistics 110** Views: 9213 We introduce covariance and correlation, and show how to obtain the variance of a sum, including the variance of a Hypergeometric random variable. | | **Linear Independence and Linear Dependence, Ex 1** Views: 167527 Need a LIVE tutor to help answer a question? Check out the people at... |

| **Maximum Likelihood Example: Normal** Views: 52738 The use of maximum likelihood estimation to estimate the mean of a normally distributed random variable. | | **Lecture 3 | Machine Learning (Stanford)** Views: 143339 Help us caption and translate this video on Amara.org: http://www.amara.org/en/v/BGwS/
Lecture by Professor Andrew Ng for Machine Learning (CS... |

| **Matrices to solve a vector combination problem** Views: 144779 Using matrices to figure out if some combination of 2 vectors can create a 3rd vector
More free lessons at:... | | **MATRIZ VARIANZA COVARIANZA EN EXCEL** Views: 7756 Se recomienda ver full HD |

| **How to get portfolio variance/VaR from the covariance matrix** Views: 32475 To get portfolio variance, we post-multiply the vector of positions (x) by the covariance matrix, then pre-multiply the transposed vector (x'). |