| **Statistics 101: The Covariance Matrix** Views: 20850 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: 6533 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... |

| **Statistics 101: Understanding Covariance** Views: 35695 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... | | **Multivariate Gaussian Random Vectors - Part 1 - Definition** Views: 5308 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... |

| **How To Solve For Covariance** Views: 32904 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... | | **Correlation & Covariance** Views: 169360 Covariance is a measure of relationship (or co-movement) between two variables. Correlation is just the translation of covariance into a UNITLESS... |

| **Generating the Variance-Covariance Matrix** Views: 61286 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.... | | **Lec 11 | MIT 18.085 Computational Science and Engineering I, Fall 2008** Views: 14128 Lecture 11: Least squares (part 2)
License: Creative Commons BY-NC-SA
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| **Multivariate Gaussian Random Vectors - Part 2 - Properties** Views: 2761 Three important properties of a Gaussian Random Vector. | | **Example of Transformations of Multiple r.v.s -- The Sum Of Two r.v.s** Views: 9273 The method of moments is applied to compute the CDF and pdf of the sum of two random variables, Y = X_1 + X_2. We show that when X_1 and X_2 are... |

| **Estadística: Matriz Varianza-Covarianza y Método Acumulada Clase 15(Parte 1)** Views: 1853 Clase 15
Matriz Varianza-Covarianza y Método Acumulada (Parte 2/2)
Doctor Francisco Vera Alcívar
Departamento de Ciencias Naturales y Matemáticas | | **Lec 15 | MIT 18.085 Computational Science and Engineering I** Views: 9916 Numerical methods in estimation: recursive least squares and covariance matrix
A more recent version of this course is available at:... |

| **Covariance matrix** Views: 69908 A covariance matrix, in finance, is a square matrix that contains covariances between portfolio assets. Because, for example, the element in row... | | **Covariance and the Regression Line** Views: 97860 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: 21871 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... | | **Introduction to Random Variables** Views: 370680 Introduction to random variables and probability distribution functions.
More free lessons at: http://www.khanacademy.org/video?v=IYdiKeQ9xEI |

| **Lec-32 Introduction to Principal Components and Analysis** Views: 50373 Lecture Series on Neural Networks and Applications by Prof.S. Sengupta, Department of Electronics and Electrical Communication Engineering, IIT... | | **How to get portfolio variance/VaR from the covariance matrix** Views: 31850 To get portfolio variance, we post-multiply the vector of positions (x) by the covariance matrix, then pre-multiply the transposed vector (x'). |

| **(PP 5.1) Multiple discrete random variables** Views: 4191 (0:00) Definition of a random vector.
(1:50) Definition of a discrete random vector.
(2:28) Definition of the joint PMF of a discrete random... | | **Understanding variance, covariance, and Pearson's correlation coefficient** Views: 14949 Computation of variance, covariance, and correlation on Microsoft Excel to demonstrate conceptual principles. |

| **Matrix computation with EXCEL.mp4** Views: 20954 Matrix Multiplication and inverse with EXCEL | | **BFIP13: Calculating Sample Covariance and Correlation with Excel** Views: 32663 Uses Excel to calculate sample covariance and correlation |

| **Bernoulli and Binomial Random Processes** Views: 3476 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... | | **MATLAB Tutorial 4- MATLAB Vectors and Matrices** Views: 34832 An overview of how to create vectors and matrices in MATLAB, via the confused cow website. |

| **Matrices to solve a vector combination problem** Views: 138888 Using matrices to figure out if some combination of 2 vectors can create a 3rd vector
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