Applied Linear Algebra: Understanding Vectors and Matrices
Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 47: Portfolio Optimization
Applied Linear Algebra: Understanding Vectors and Matrices
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 1: Overview
Video - 10:26 mins
Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 1: Overview
Video - 10:26 mins
Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 2: Vector Notation
Video - 10:26 mins
Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 3: Vector Examples
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 4: Addition and Scalar Multiplication
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 5: Inner Product
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 6: Complexity in VMLS
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 7: Linear Functions
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 8: Taylor Approximation and Regularization
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 9: Norms
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 10: Distance in VMLS
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 11: Standard Deviation
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 12: Angles in VMLS
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 13: K-Means Clustering
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 14: K-Means Application
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 15: Linear Independence
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 16: Gram-Schmidt Algorithm
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 17: Matrix Notation
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 18: Matrix-Vector Multiplication
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 19: Matrix-Vector Examples
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 20: Selector Matrices
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 21: Incidence Matrix
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 22: Convolution
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 23: Vector Linear Functions
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 24: Linear Function Models
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 25: Linear Equations
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 26: Linear Dynamic Systems
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 27: Matrix Multiplication
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 28: Matrix Multiplication Examples
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 29: Matrix Powers and QR Factorization
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 30: Left and Right Inverses
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 31: Solving Linear Equations
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 32: Pseudo Inverse
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 33: Least Squares
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 34: Least Squares Examples
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 35: Least Squares Data Fitting
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 36: Fitting Univariate Functions
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 37: Validation
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 38: Classification
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 39: Least Squares Classification
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 40: Multiclass Classification
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 41: Multi-Objective Least Squares
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 42: Control via Multi-Objective Least Squares
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 43: MLS Estimation and Inversion
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 44: Regularized Data Fitting
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 45: Constrained Least Squares
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 46: Solving Constrained Least Squares Problems
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 47: Portfolio Optimization
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 48: Linear Quadratic Control
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 49: Linear Quadratic State Estimation
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 50: Nonlinear Equation Least Squares
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 51: Levenberg-Marquardt Algorithm
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 52: Nonlinear Model Fitting
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 53: Constrained Nonlinear Least Squares
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Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 54: Augmented Lagrangian Method
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Final Exam - Applied Linear Algebra: Understanding Vectors and Matrices
Quiz
Final Exam - Applied Linear Algebra: Understanding Vectors and Matrices
Quiz
Final Exam - Applied Linear Algebra: Understanding Vectors and Matrices
Quiz
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This lesson introduces portfolio optimization techniques using linear algebra.
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