Results 71 to 80 of about 25,419,404 (291)

Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model

Majalah Ilmiah Bijak, 2020
This research was conducted to determine the composition of the stock portfolio formed by the Random model, the Markowitz model, and the Single Index model and which portfolio composition was optimal from the results of calculations using the Random ...
Abdul Muslim
doaj   +1 more source

Robust Variable Selection with Exponential Squared Loss for the Spatial Single-Index Varying-Coefficient Model

Entropy, 2023
As spatial correlation and heterogeneity often coincide in the data, we propose a spatial single-index varying-coefficient model. For the model, in this paper, a robust variable selection method based on spline estimation and exponential squared loss is ...
Yezi Wang, Zhijian Wang, Yunquan Song
doaj   +1 more source

Pediatric Idiopathic Multicentric Castleman Disease Is Often Severe But Responsive to Siltuximab

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Idiopathic multicentric Castleman disease (iMCD) is a potentially fatal immunologic disorder marked by widespread lymphadenopathy and inflammation. Siltuximab, an interleukin‐6 (IL‐6) inhibitor, is the only FDA‐approved treatment for adult patients with iMCD.
Bridget Austin, Sheila K. Pierson, Kelley C. Dacus, Mateo Sarmiento Bustamante, Saishravan Shyamsundar, Larissa Borys, Kayla McHugh, Abiola Irvine, Yoojin Jo, Adam Bagg, Mary Jo Lechowicz, Daisy Alapat, Amy Chadburn, Megan S. Lim, Gordan Srkalovic, Frits van Rhee, David C. Fajgenbaum, Joshua D. Brandstadter   +17 more
wiley   +1 more source

Optimal Portfolio Analysis Using the Markowitz Model and Single Index Model on Jakarta Islamic Index (JII) Stocks: Historical Data 2022–2025

Indonesian Interdisciplinary Journal of Sharia Economics
This study analyzes and compares the construction of optimal Islamic stock portfolios using the Markowitz Model and the Single Index Model for stocks listed in the Jakarta Islamic Index (JII).
Cahaya Ningsih, Pipit Yunianingsih
doaj   +1 more source

Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

Journal of Applied Mathematics, 2013
In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying ...
Yunquan Song, Ling Jian, Lu Lin
doaj   +1 more source

Portfolio Optimization of Stocks in Different Industries by Single-Index Model and Markowitz Model [PDF]

SHS Web of Conferences
In the financial sector, portfolio optimization is becoming more and more crucial. This article examines the portfolios of two industries, financial services and technology, in an effort to help prospective investors make decisions about their ...
Chen Mingrui
doaj   +1 more source

The Impact of the COVID‐19 Pandemic on Childhood Cancer Survival: A Population‐Based Assessment of Survival Patterns Between 2015 and 2023 in Germany

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Numerous international studies have reported declines in new cancer diagnoses, delayed diagnoses and disruptions in cancer treatment following the implementation of COVID‐19 pandemic public health measures, raising concerns that these effects may ultimately contribute to increased cancer mortality.
Friederike Erdmann, Maike Wellbrock, Javier Louro, Arndt Borkhardt, Martin Schrappe, Claudia Trübenbach, Desiree Grabow, Cécile M. Ronckers, Joachim Schüz   +8 more
wiley   +1 more source

Single-Index Multinomial Model for Analyzing Crime Data

, 2023
We develop a flexible single-index multinomial model for analyzing crime data. In additionto the number of crimes reported, the data also includes covariates such as location, time of day, weather, and other demographic factors.
Duodu, Kwabena Gyamfi
core   +1 more source

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions [PDF]

In this paper, we study semiparametric estimation for a single-index panel data model where the nonlinear link function varies among the individuals. We propose using the refined minimum average variance estimation method to estimate the parameter in the
Jia Chen, Jiti Gao, Degui Li
core   +2 more sources

Air Quality Index Prediction in Six Major Chinese Urban Agglomerations: A Comparative Study of Single Machine Learning Model, Ensemble Model, and Hybrid Model

Atmosphere, 2023
Air pollution is a hotspot of wide concern in Chinese cities. With the worsening of air pollution, urban agglomerations face an increasingly complex environment for air quality monitoring, hindering sustainable and high-quality development in China. More
Binzhe Zhang, Min Duan, Yufan Sun, Yatong Lyu, Yali Hou, Tao Tan   +5 more
doaj   +1 more source