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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: 34157 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... | | **Discrete Random Matrices -- 2009 Moursund Lectures, Day 3** Views: 3728 Terence Tao, 2006 Fields Medal Recipient
University of California, Los Angeles
Lecture three of a three part series
Abstract: The spectral theory... |

| **Statistics 101: The Covariance Matrix** Views: 22114 Statistics 101: The Covariance Matrix
In this video we discuss the anatomy of a covariance matrix. Unfortunately covariance matrices are often... | | **Simple Covariance Matrix** Views: 2486 Stochastic Processes Part 4 |

| **Neil Lawrence: Fitting Covariance and Multi-output Gaussian Processes** Views: 301 This talk picks up from the introduction to Gaussian processes. It reviews how we can determine parameters through maximum log likelihood and shows... | | **Poisson Processes Derivation** Views: 6636 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... |

| **Generating the Variance-Covariance Matrix** Views: 63019 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.... | | **Multivariate Gaussian Random Vectors - Part 1 - Definition** Views: 5411 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... |

| **Covarianza. Ejercicio 1** Views: 7791
| | **How to get portfolio variance/VaR from the covariance matrix** Views: 32119 To get portfolio variance, we post-multiply the vector of positions (x) by the covariance matrix, then pre-multiply the transposed vector (x'). |

| **Lecture 21: Covariance and Correlation | Statistics 110** Views: 8540 We introduce covariance and correlation, and show how to obtain the variance of a sum, including the variance of a Hypergeometric random variable. | | **Estadística: Matriz Varianza-Covarianza y Método Acumulada Clase 15(Parte 1)** Views: 2037 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: 10660 Calculation of sample covariance and correlation | | **Lec 15 | MIT 18.085 Computational Science and Engineering I** Views: 10043 Numerical methods in estimation: recursive least squares and covariance matrix
A more recent version of this course is available at:... |

| **Multivariate Gaussian Random Vectors - Part 2 - Properties** Views: 2818 Three important properties of a Gaussian Random Vector. | | **Statistik - Lektion 5: Zusammenhangsmaße** Views: 26289 Herzlich willkommen bei den Vodcasts des IUBH Fernstudiums (http://www.iubh-fernstudium.de).
In diesem Video zum Kurs "Statstik" des IUBH... |

| **Mod-01 Lec-22 Transformations of Random Vectors** Views: 1881 Probability and Statistics by Dr.Somesh Kumar,Department of Mathematics,IIT Kharagpur. For more details on NPTEL visit http://nptel.iitm.ac.in | | **Lecture - 15 Correlation Covariance and Related Innver** Views: 20262 Lecture Series on Probability and Random Variables by Prof. M. Chakraborty, Department of Electronics and Electrical Communication Engineering,... |

| **Lecture - 23 Correlation Matrices and their Properties** Views: 7328 Lecture Series on Probability and Random Variables by Prof. M. Chakraborty, Dept.of Electronics and Electrical Engineering,I.I.T.,Kharagpur. For... | | **E1.2 Random Variables and Random Vectors (Econometrics Math)** Views: 3975 In this video, I explain what random variables and random vectors are, giving two examples of how using random variables/vectors can make the... |

| **Covariance and the Regression Line** Views: 99817 Covariance, Variance and the Slope of the Regression Line
More free lessons at: http://www.khanacademy.org/video?v=ualmyZiPs9w | | **How to make the variance-covariance matrix in Excel: Portfolio Models #1** Views: 23547 A short video on how to make the variance-covariance matrix in Excel, which is a basic skill needed if you are going to optimize portfolios. If you... |

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