Results 51 to 60 of about 1,056,574 (163)

A Meta-Analysis of the Effectiveness of Mean-Variance and Single-Index Models in Portfolio Optimization

SDÜ Vizyoner Dergisi
The Mean-Variance (MV) Model and the Single-Index (SI) Model are core theories that play a significant role in financial portfolio management, with numerous studies contrasting these models in terms of their risk and return estimation performance. Due to
Kıymet Yavuzaslan, Nazmiye Çabak, Gökhan Aksu   +2 more
doaj   +1 more source

Non-Standard Hierarchies of the Runnings of the Spectral Index in Inflation

Universe, 2017
Recent analyses of cosmic microwave background surveys have revealed hints that there may be a non-trivial running of the running of the spectral index.
Chris Longden
doaj   +1 more source

On a Low-Rank Matrix Single-Index Model

Mathematics, 2023
In this paper, we conduct a theoretical examination of a low-rank matrix single-index model. This model has recently been introduced in the field of biostatistics, but its theoretical properties for jointly estimating the link function and the coefficient matrix have not yet been fully explored.
openaire   +4 more sources

Estimation for single-index and partially linear single-index integrated models

The Annals of Statistics, 2016
Published at http://dx.doi.org/10.1214/15-AOS1372 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Dong, Chaohua, Gao, Jiti, Tjøstheim, Dag   +2 more
openaire   +3 more sources

High dimensional single index models

Journal of Multivariate Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Measuring market efficiency using factor models - An empirical study on the Ho Chi Minh Stock Exchange

Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh
This paper aims to evaluate market efficiency with a focus on the Ho Chi Minh Stock Exchange. The single index and multiple factor models are used to examine related risks for this market.
Phạm Hoàng Thạch
doaj   +1 more source

Rate and pressure behavior considering the fractal characteristics of structurally disordered fractured reservoirs

Journal of Petroleum Exploration and Production Technology, 2020
The main objective of this paper is to understand the impact of the fractal characteristics of fractured reservoirs on their pressure behavior, flow rate decline, and productivity index.
Salam Al-Rbeawi
doaj   +1 more source

Omnipredicting Single-Index Models with Multi-index Models

Proceedings of the 57th Annual ACM Symposium on Theory of Computing
Recent work on supervised learning [GKR+22] defined the notion of omnipredictors, i.e., predictor functions $p$ over features that are simultaneously competitive for minimizing a family of loss functions $\mathcal{L}$ against a comparator class $\mathcal{C}$. Omniprediction requires approximating the Bayes-optimal predictor beyond the loss minimization
Lunjia Hu, Kevin Tian, Chutong Yang
openaire   +4 more sources

Nondestructive estimation of potato yield using relative variables derived from multi-period LAI and hyperspectral data based on weighted growth stage

Plant Methods, 2020
Background The accurate estimation of potato yield at regional scales is crucial for food security, precision agriculture, and agricultural sustainable development.
Shanjun Luo, Yingbin He, Qian Li, Weihua Jiao, Yaqiu Zhu, Xihai Zhao   +5 more
doaj   +1 more source

Single-index models with functional connectivity network predictors. [PDF]

Biostatistics, 2022
Weaver C, Xiao L, Lindquist MA.
europepmc   +1 more source