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Hessian matrix - Wikipedia In mathematics, the Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field.

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Symmetric matrix - Wikipedia In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, matrix A is symmetric if A = A T. {\displaystyle A=A^{\mathrm {T} }.}

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Non-Positive Definite Covariance Matrices Value-at-Risk. for some small ε > 0 and I the identity matrix. Generally, ε can be selected small enough to have no material effect on calculated value-at-risk but large enough to make covariance matrix [] positive definite.

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