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Scalable Inversion of Contests with Correlated Performances, Including Softmax and Multinomial Probit

Cotton, Peter
arXiv (All) · Papers · License: Open Access
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90c25computationmathematicalfinancemethodologyotherstatistics
methodology, mathematical finance, computation, other statistics, 65d30 (primary) 62p20, 90c25, 65c60 (secondary), g.3; g.1.4; g.1.6
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