Translation of "covariance" to Russian

Select source language

Source text

10 / 5000

Select target language

Translation results

Your text has been partially translated.
You can translate a maximum of 5000 characters at a time.
Login or register for free on PROMT.One and translate even more!

Advert

Dictionary translations for "covariance"

covariance noun

pl. covariances

ковариация ж.р. (math)

ковариантность ж.р.

Phrases with "covariance" (3)

covariance matrix analysis of covariance covariance analysis

Contexts with "covariance"

Taleb hates Markowitz portfolio optimization, and one of the reasons is that it relies on estimates of covariances of asset returns. Талеб ненавидит оптимизацию портфеля по Марковицу, и одна из причин в том, что она основывается на оценки ковариаций изменений активов.

The nice feature about Kalman filter is that there is very few free parameters: the model will adapt itself to the means and covariances of the input time series gradually. Интересная особенность фильтра Калмана в том, что там очень мало свободных параметров, модель последовательно адаптирует себя к среднему и ковариациям входящих данных.

Examples of word usage in different contexts are provided solely for linguistic purposes, i.e. to study word usage in a sentence in one language and how they can be translated into another. All samples are automatically collected from a variety of publicly available open sources using bilingual search technologies.
If you find a spelling, punctuation or any other error in the original or translation, use the "Report a problem" option or write to us.