From c8c189e323d76a43cee04f6acb850b73cdcf5ed0 Mon Sep 17 00:00:00 2001 From: Peter Cotton <57455669+microprediction@users.noreply.github.com> Date: Wed, 9 Oct 2024 16:55:39 -0400 Subject: [PATCH] Update LITERATURE.md --- LITERATURE.md | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/LITERATURE.md b/LITERATURE.md index 44ec6ab..f718ca9 100644 --- a/LITERATURE.md +++ b/LITERATURE.md @@ -7,6 +7,12 @@ In no particular order. The scope is robust diversified portfolios and things th Or file an [issue](https://github.com/microprediction/precise/issues). +## Hierarchical Matrices: Algorithms and Analysis (Book as pdf) [via](https://www.researchgate.net/publication/267664110_Hierarchical_Matrices_Algorithms_and_Analysis) +Wolfgang Hackbusch + + + + ## Constrained Max Drawdown [pdf](https://arxiv.org/pdf/2401.02601) Albert Dorador