Results 51 to 60 of about 1,341,862 (199)

THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2018
The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model.
Luiza Madalina APOSTOL, Alina HAGIU
doaj  

A Comprehensive Analysis of MSE in Estimating Conditional Hazard Functions: A Local Linear, Single Index Approach for MAR Scenarios

Mathematics
In unveiling the non-parametric estimation of the conditional hazard function through the local linear method, our study yields key insights into the method’s behavior.
Abderrahmane Belguerna, Hamza Daoudi, Khadidja Abdelhak, Boubaker Mechab, Zouaoui Chikr Elmezouar, Fatimah Alshahrani   +5 more
doaj   +1 more source

Robust Variable Selection for Single-Index Varying-Coefficient Model with Missing Data in Covariates

Mathematics, 2022
As applied sciences grow by leaps and bounds, semiparametric regression analyses have broad applications in various fields, such as engineering, finance, medicine, and public health.
Yunquan Song, Yaqi Liu, Hang Su
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

Statistical inference for the index parameter in single-index models

Journal of Multivariate Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Riquan Zhang, Zhensheng Huang, Yazhao Lv
openaire   +2 more sources

Model checking for parametric single‐index quantile models

Stat, 2020
In this work, we construct a lack‐of‐fit test for testing parametric single‐index quantile regression models. We apply the kernel smoothing technique for the multivariate nonparametric estimation involved in this task. To avoid the “curse of dimensionality” in multivariate nonparametric estimation and to fully utilize the information contained in the ...
Liangliang Yuan, Wenhui Liu, Xuemin Zi, Zhaojun Wang   +3 more
openaire   +2 more sources

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

Developing a robust model to predict depth of anesthesia from single channel EEG signal [PDF]

, 2022
Monitoring depth of anaesthesia (DoA) from electroencephalograph (EEG) signals is an ongoing challenge for anaesthesiologists. In this study, we propose an intelligence model that predicts the DoA from a single channel electroencephalograph (EEG) signal.
Alsafy, Iman, Diykh, Mohammed
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

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