You will choose an application of matrix methods (of mutual interest to the group!) and prepare a paper on this application. Several choices of papers will be provided. The goals of the project are ...

Indefinite approximations of positive semidefinite matrices arise in various data analysis applications involving covariance matrices and correlation matrices. We propose a method for restoring ...

This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology that uses aggregate proportions data. This methodology is ideal for credit-risk ...