Results 11 to 20 of about 1,391,988 (215)
Sharia stocks optimal portfolio analysis using single index model
JPPI (Jurnal Penelitian Pendidikan Indonesia), 2022 This study is aimed to analyze the optimal portfolio of Jakarta Islamic Index within December 2016 to November 2019 period. The research samples that were being used in this study were the stocks that are consistently included in JII during the study ...
Gatot Hendra Prakoso +1 more
doaj +1 more source
Single Index Regression Model for Functional Quasi-Associated Times Series Data
Revstat Statistical Journal, 2023 The mixing condition is often considered to modeling the functional time series data. Alternatively, in this work we consider the problem of nonparametric estimation of the regression function in Single Functional Index Model (SFIM) under the quasia ...
Salim Bouzebda +2 more
doaj +1 more source
Rancangan Strategi Portofolio Optimal PT. ABC dengan Metode Single Index Model
JKBM (Jurnal Konsep Bisnis dan Manajemen), 2021 As social insurance company of the Republic of Indonesia, PT ABC (Persero) has a captive market based on the provisions of Undang-undang in Indonesia.
Ramadhan Dwi Saputra +1 more
doaj +1 more source
Estimation of parametric single index ordered logit model on milk yields [PDF]
Kafkas Universitesi Veteriner Fakültesi Dergisi, 2019 This article aims to determine some important factors affecting the milk yield of Holstein Friesian cows and introduce the use of single index ordered logit model in milk yield studies.
Özge AKKUŞ +3 more
doaj +1 more source
Mathematics, 2022 We study the non-parametric estimation of partially linear generalized single-index functional models, where the systematic component of the model has a flexible functional semi-parametric form with a general link function.
Mohamed Alahiane +3 more
doaj +1 more source
Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
Mathematics, 2023 In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
doaj +1 more source
ANALISIS KINERJA PORTOFOLIO: PENGUJIAN SINGLE INDEX MODEL DAN NAIVE DIVERSIFICATION
Jurnal Dinamika Manajemen, 2012 Penelitian ini bertujuan untuk menganalisis sebuah model berprientasi mengontrol. Studi ini bertujuan untuk menguji perbedaan antara return dan risiko portofolio model indeks tunggal dengan metode naïve diversification dalam sampel kecil.
Rini Setyo Witiastuti
doaj +1 more source
Jurnal Lebesgue, 2023 A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets.
Muhammad Farhan Mingka +1 more
doaj +1 more source
ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL
Al-Mustansiriyah Journal of Science, 2019 The single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to
thaera najm abdulah
doaj +1 more source
Mathematics, 2022 Climate change has several negative effects on health, including cardiovascular disease. Many studies have considered the effect of temperature on cardiovascular disease and found that there is an association between extreme levels of temperature, cold ...
Hamdy F. F. Mahmoud
doaj +1 more source