Results 1 to 10 of about 2,017,563 (356)
Conditional Variance Forecasts for Long-Term Stock Returns [PDF]
Risks, 2019 In this paper, we apply machine learning to forecast the conditional variance of long-term stock returns measured in excess of different benchmarks, considering the short- and long-term interest rate, the earnings-by-price ratio, and the inflation rate ...
Enno Mammen +3 more
doaj +8 more sources
Decomposition of variance in terms of conditional means
Statistica, 2013 Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables.
Alessandro Figà Talamanca +4 more
doaj +8 more sources
Conditional variance penalties and domain shift robustness [PDF]
Machine Learning, 2017 When training a deep neural network for image classification, one can broadly distinguish between two types of latent features of images that will drive the classification.
Christina Heinze-Deml, N. Meinshausen
semanticscholar +5 more sources
Visual servoing using the sum of conditional variance [PDF]
2012 IEEE/RSJ International Conference on Intelligent Robots and Systems, 2012 In this paper we propose a new way to achieve direct visual servoing. The novelty is the use of the sum of conditional variance to realize the optimization process of a positioning task. This measure, which has previously been used successfully in the case of visual tracking, has been shown to be invariant to non-linear illumination variations and ...
Bertrand Delabarre, É. Marchand
semanticscholar +8 more sources
On the Conditional Variance for Scale Mixtures of Normal Distributions
Journal of Multivariate Analysis, 2000 For a scale mixture of normal vector, X=A1/2G, where X, G?Rn and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X2?X1), is always finite a.s.
S. Cambanis, S. Fotopoulos, Lijian He
semanticscholar +6 more sources
GARCH based artificial neural networks in forecasting conditional variance of stock returns
Croatian Operational Research Review, 2014 Portfolio managers, option traders and market makers are all interested in volatility forecasting in order to get higher profits or less risky positions.
Josip Arnerić +2 more
doaj +4 more sources
Common persistence in conditional variance: A reconsideration [PDF]
Economic Modelling, 2012 23 pages,4 tables, 10 ...
Changshuai Li
openalex +4 more sources
Efficient Estimation of Conditional Variance Functions in Stochastic Regression [PDF]
, 1998 Conditional heteroscedasticity has been often used in modelling and understanding the variability of statistical data. Under a general setup which includes the nonlinear time series model as a special case, we propose an e cient and adaptive method for ...
Jianqing Fan, Q. Yao
semanticscholar +2 more sources
Conditional variance estimator for sufficient dimension reduction [PDF]
, 2021 Conditional Variance Estimation (CVE) is a novel sufficient dimension reduction (SDR) method for additive error regressions with continuous predictors and link function.
L. Fertl, E. Bura
semanticscholar +3 more sources
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
E-Jurnal Matematika, 2016 When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks.
I GEDE ERY NISCAHYANA +2 more
doaj +3 more sources