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Keywords: Cyclical coordinate descent
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2022) 30 (2): 114–124.
Published: 01 March 2022
... iterative methods: the cyclical coordinate descent (CCD) and Newton methods. The authors enhance the CCD method by simplifying the formulation using a correlation matrix and imposing an additional rescaling step. The authors also suggest an improved initial guess inspired by the CCD method for the Newton...
