نتایج جستجو برای: correlation coefficient among assets

تعداد نتایج: 1632211  

Journal: :Physical review. E, Statistical, nonlinear, and soft matter physics 2005
Sara Nadiv Soffer Alexei Vázquez

The clustering coefficient quantifies how well connected are the neighbors of a vertex in a graph. In real networks it decreases with the vertex degree, which has been taken as a signature of the network hierarchical structure. Here we show that this signature of hierarchical structure is a consequence of degree-correlation biases in the clustering coefficient definition. We introduce a definit...

Journal: :تحقیقات مالی 0
حجت الله باقرزاده دکتری اقتصاد مالی، دانشکدۀ اقتصاد دانشگاه تهران، ایران علی اصغر سالم استادیار دانشکدۀ اقتصاد دانشگاه علامه طباطبائی، تهران، ایران

the current paper examines intertemporal capital asset pricing model in iran’s stock market. dynamic conditional correlation was used to estimate conditional variance and covariance portfolios with market returns. time varying beta is estimated by kalman filter method. based on the obtained results, risk aversion coefficients were between 0.013 and 0.28 and the average was 0.20. significance of...

2017
Xiatong Cai Guangpeng Pei Yuen Zhu Donggang Guo Hua Li

With the establishment of global biological monitor network and development of remote sensing technology, data won’t be a limitation, but the variance brought by spatial heterogeneous and fractal will influence correlation coefficient significantly with the enlarged sample scale. Those impede us to find more intrinsic principle in ecology. Ecology is based on experiment, and the experiment meth...

1999
M. S. SUSSMAN G. A. WRIGHT

Introduction: The ability to track motion is essential for many MRI applications. Specific applications of interest in our lab include retrospective and prospective 2D navigator echo motion artifact correction as well as post-process image averaging[l]. Previous attempts at motion tracking can be broadly classified into: 1) phase-based subtraction or 2) image-based pattern matching techniques. ...

Journal: :Behavior research methods 2010
Gwowen Shieh

This article investigates some unfamiliar properties of the Pearson product-moment correlation coefficient for the estimation of simple correlation coefficient. Although Pearson's r is biased, except for limited situations, and the minimum variance unbiased estimator has been proposed in the literature, researchers routinely employ the sample correlation coefficient in their practical applicati...

2007
Wenyi Zeng Hongxing Li

Based on the point of view of geometrical representation of an intuitionistic fuzzy set, we take into account all three parameters describing intuitionistic fuzzy set, propose a kind of new method to calculate correlation and correlation coefficient of intuitionistic fuzzy sets which is similar to the cosine of the intersectional angle in finite sets and probability space, respectively. Further...

2008
Amir Dembo Abram Kagan Lawrence A. Shepp

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...

2018
Alexander Ly Maarten Marsman Eric-Jan Wagenmakers

Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (11th International Workshop on Objective Bayes Methodology, 2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors, we show that the (marginal) posterior for Pearson's correlation coefficient and all of the posterior moments are anal...

2007
Viorel Barbu Carlo Marinelli

We study the existence theory for parabolic variational inequalities in weighted L spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L setting allows us to cover some singular cases...

Journal: :Molecular & cellular proteomics : MCP 2002
Guoan Chen Tarek G Gharib Chiang-Ching Huang Jeremy M G Taylor David E Misek Sharon L R Kardia Thomas J Giordano Mark D Iannettoni Mark B Orringer Samir M Hanash David G Beer

The relationship between gene expression measured at the mRNA level and the corresponding protein level is not well characterized in human cancer. In this study, we compared mRNA and protein expression for a cohort of genes in the same lung adenocarcinomas. The abundance of 165 protein spots representing 98 individual genes was analyzed in 76 lung adenocarcinomas and nine non-neoplastic lung ti...

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