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BS-SIM: An effective variable selection method for high-dimensional single index model
, 2017 : The single index model is an intuitive extension of the linear regression model. It has become increasingly popular due to its flexibility in modeling. Similar to the linear regression model, the set of predictors for the single index model can contain ...
Longjie Cheng, Peng Zeng, Y. Zhu
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Modeling of Ship Collision Risk Index Based on Complex Plane and Its Realization [PDF]
TransNav, 2016 Ship collision risk index is the basic and important concept in the domain of ship collision avoidance. In this paper, the advantages and deficiencies of the various calculation methods of ship collision risk index are pointed out.
Xiaoqin Xu, Xiaoqiao Geng, Yuanqiao Wen
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Canadian Journal of Remote Sensing, 2023 Timely monitoring of crop production using a remote sensing-based approach offers promise toward enhancing food security. Statistical models developed using satellite data typically employ a single vegetation index from a single sensor for yield ...
Jumi Gogoi +4 more
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Dynamic Influence Prediction of Social Network Based on Partial Autoregression Single Index Model
Discrete Dynamics in Nature and Society, 2019 Everything is connected in the world. From small groups to global societies, the interactions among people, technology, and policies need sophisticated techniques to be perceived and forecasted. In social network, it has been concluded that the microblog
Ya-hui Jia +4 more
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Cross-Validated Functional Generalized Partially Linear Single-Functional Index Model
MathematicsIn this paper, we have introduced a functional approach for approximating nonparametric functions and coefficients in the presence of multivariate and functional predictors. By utilizing the Fisher scoring algorithm and the cross-validation technique, we
Mustapha Rachdi +4 more
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Journal of Accounting and Business Studies, 2017 The purpose of this study is to determine the optimal portfolio composition with a single index model and determine whether there is the rationality of investors in making stock selection and determination of optimal portfolio.
S. Setiawan
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Ekonometria, 2021 The main objective of this paper is to investigate the nonparametric estimation of the conditional density of a scalar response variable Y, given the explanatory variable X taking value in a Hilbert space when the sample of observations is considered as ...
Fatima Akkal, Nadia Kadiri, Abbes Rabhi
doaj
BarekengIn an investment, there will always be a return and risk, especially in the capital market in the form of stocks. The risk in an investment can be minimized by diversifying assets into several stocks to form a portfolio formation. Several models, such as
Asmawi Gunawan +3 more
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International Journal of Business, Economics, and Social DevelopmentThe optimal portfolio is a portfolio chosen by investors from the many options available in the collection of efficient portfolios. To get the optimal proportion, which is the maximum return and minimum risk, it is necessary to analyze the stocks to be ...
Septi Rahmawati +2 more
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Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25
Jurnal Matematika UNANDPortofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi para investor. Pada penelitian ini digunakan metode Single Index Model untuk membentuk portofolio optimal. Setelah portofolio optimal terbentuk, dilakukan pengukuran
Ridho Pascal Willmar +2 more
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