Results 41 to 50 of about 1,341,862 (199)

Analysis of the Single Index Model Optimal Portfolio Using the Sharpe and Treynor Measurement Index Related to Covid-19

JTAM (Jurnal Teori dan Aplikasi Matematika)
The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia ...
Yumna Hanum Salsabila, Evy Sulistianingsih, Naomi Nessyana Debataraja, Shantika Martha   +3 more
doaj   +1 more source

A short note on fitting a single-index model with massive data

Statistical Theory and Related Fields, 2023
This paper studies the inference problem of index coefficient in single-index models under massive dataset. Analysis of massive dataset is challenging owing to formidable computational costs or memory requirements.
Rong Jiang, Yexun Peng
doaj   +1 more source

Semiparametric Integrated and Additive Spatio-Temporal Single-Index Models

Mathematics, 2023
In this paper, we introduce two semiparametric single-index models for spatially and temporally correlated data. Our first model has spatially and temporally correlated random effects that are additive to the nonparametric function, which we refer to as ...
Hamdy F. F. Mahmoud, Inyoung Kim
doaj   +1 more source

Optimal Smoothing in Single-Index Models

The Annals of Statistics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hardle, Wolfgang, Hall, Peter, Ichimura, Hidehiko   +2 more
openaire   +2 more sources

Determination of Optimal Stock Portfolio Return by Single Index Model (Case Study on Banking Sector Stocks in Indonesia)

International Journal of Business, Economics, and Social Development
The 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, Dwi Susanti, Riaman Riaman   +2 more
doaj   +1 more source

Fair Single Index Model

ACM Transactions on Knowledge Discovery from Data
Single-index models (SIMs) have been widely used in various applications due to their simplicity and interpretability. However, despite the potential for SIMs to result in discriminatory outcomes based on sensitive attributes like gender, race, or ethnicity, the issue of fairness has not been thoroughly examined in recent studies on the topic.
Yidong Wang, Meng Ding, Jinhui Xu, Di Wang   +3 more
openaire   +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

Optimal Portfolio Using Single Index Model and Alpha Jensen for Best Investment Alternative (Study on IDX30, BISNIS27, and INVESTOR33 Stocks on the Indonesia Stock Exchange 2017-2019 Period)

Wacana: Jurnal Sosial dan Humaniora, 2023
This study aims to determine the stocks incorporated in the IDX30, BISNIS27, and INVESTOR33 indexes that form an optimal portfolio based on a single index model and Alpha Jensen to measure portfolio performance.
Arinda Sasmita Rahma, Muhammad Saifi, Nila Firdausi Nuzula   +2 more
doaj   +1 more source

Heteroscedasticity checks for single index models

Journal of Multivariate Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuehu Zhu, Xu Guo, Lu Lin 0002, Lixing Zhu   +3 more
openaire   +2 more sources

Strong Uniform Consistency Rates of Conditional Density Estimation in the Single Functional Index Model for Functional Data Under Random Censorship

Revstat Statistical Journal, 2022
The main objective of this paper is to investigate the estimation of conditional density function based on the single-index model in the censorship model when the sample is considered as an independent and identically distributed (i.i.d.) random ...
Nadia Kadiri , Mustapha Meghnafi , Abbes Rabhi   +2 more
doaj   +1 more source