Results 11 to 20 of about 2,998,098 (243)
IEEE Access, 2013 The signal processing concept of signal-to-noise ratio (SNR), in its role as a performance measure, is recast within the more general context of information theory, leading to a series of useful insights. Establishing generalized SNR (GSNR) as a rigorous
John Polcari
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Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2022 Objective: Passive management is an investing strategy that tracks a market value-weighted index or portfolio. It seeks to minimize the cost of investment fees and to avoid undesirable repercussions of the unpredictability of future trends.
Reza Eyvazloo +2 more
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Attribute Selection via Maximizing Independent-and-Effective Classification Information Ratio [PDF]
Jisuanji kexue yu tansuo, 2022 Attribute selection in rough set theory has wide practical application values. Most existing attribute selection approaches neglect the relationship among the classification information and redundant information brought by the candidate attribute, and ...
LIU Ye, DAI Jianhua, CHEN Jiaolong
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Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [PDF]
تحقیقات مالی, 2015 index tracking is the process of developing a portfolio that reproduces the performance of an index. The tracker portfolio has relatively good diversity and low turnover and low transaction costs.
Saeid Fallahpour, Farid Tondnevis
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IEEE Access, 2021 As the mobile networks become even denser and the traffic demand is increasing drastically, it is becoming more heterogeneous. Recently, it is intensive to investigate the Cell-Free Massive multiple-input multiple-output Massive (MIMO) system, where a ...
Jue An, Feng Zhao
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Nonparametric performance hypothesis testing with the information ratio
Cogent Economics & Finance, 2021 This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies ...
Jacque Bon-Isaac Aboy, Joselito Magadia
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Revisiting Chernoff Information with Likelihood Ratio Exponential Families
Entropy, 2022 The Chernoff information between two probability measures is a statistical divergence measuring their deviation defined as their maximally skewed Bhattacharyya distance.
Frank Nielsen
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Efficient transformed ratio-type estimator using single auxiliary information
Kuwait Journal of Science, 2021 This paper purposes an efficient transformed ratio-type estimator for the estimation of population variance of study variable (y) by utilizing single auxiliary information (x) under simple random sampling without-replacement.
Sana Amjad, Ismail Muhammad
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Isotopic Ratio, Isotonic Ratio, Isobaric Ratio and Shannon Information Uncertainty [PDF]
Communications in Theoretical Physics, 2014 The isoscaling and the isobaric yield ratio difference (IBD) probes, which both are constructed by yield ratio of fragment, provide cancelation of parameters. The information entropy theory is introduced to explain the physical meaning of the isoscaling and IBD probes.
Ma, Chun-Wang, Wei, Hui-Ling
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Mirror Descent and the Information Ratio
CoRR, 2020 We establish a connection between the stability of mirror descent and the information ratio by Russo and Van Roy [2014]. Our analysis shows that mirror descent with suitable loss estimators and exploratory distributions enjoys the same bound on the adversarial regret as the bounds on the Bayesian regret for information-directed sampling. Along the way,
Tor Lattimore, András György 0001
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