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With so much momentum from 2016, Transform Montréal will be back in 2017. To continue building a movement for an ambitious economic transformation of our city.

Covariance matrix estimation, a challenging research topic. As shown by Wolf and Ledoit, 2004, the sample covariance matrix can be written as. Where P is the number of variables and N the number of observations. Because the rank is bounded by the minimum of the rank of the two matrices, whenever P is greater then N the matrix is not full rank. A different approach for covariance estimation consists in.

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