coatingfriction coefficientmultiple-factor modelThe influence of the laser treatment conditions on the friction coefficient of a PG-CP4 powder coating deposited onto KhVG steel using a plasma installation is considered. A multiple-factor model is developed to assign the laser treatment conditions that ...
The risk factor model:MSCI Barra United States Equity Multi-Factor Model, page 101 The factors in the model are usually created using pricing, fundamental, analyst estimates, and proprietary data. I will only show examples of factors using pricing and fundamental data because these infromation is...
Multiple-factor modelArbitrage pricingStock alphaThis paper derives a generalized multiple-factor asset pricing model using only the assumptions of the existence of an equivalent martingale measure, frictionless, and competitive markets. As such,......
Barra-Multiple-factor-risk-model Barra-Multiple-factor-risk-model,又称为Barra风险模型,是一种用于评估公司整体风险的模型。它通过将公司的财务数据与多个风险因素相结合,来预测公司未来的风险水平。Barra风险模型的主要组成部分包括: 1. 财务指标:这些指标反映了公司的财务状况和运营效率,如资产负债率、流动比率、速...
Through this empirical analysis, it establishes the multiple factor regression model to provide useful suggestions for them. 从而建立各影响因素之间的回归模型,以期为各部门得出有益结论。 www.ceps.com.tw 7. The evaluation of multiple factor was performed by hierarchical cluster. 多因素评价采用聚类分析...
Modelling network public opinion polarization based on SIR model considering dynamic network structure Under the dispute between China and the United States, the international field of public opinion is dominated by increasing tensions, and the network rumor... J Yuan,J Shi,J Wang,... - 《Alexand...
The CSI 300 constituent stocks are selected as the sample stocks and interception of 2007-2016 financial data and market data are used to build multiple-factor stock selection model through fuzzy C-means clustering algorithm eliminating the effective but redundancy factors. This paper makes a research...
Philip ProtterStatistics Department, Columbia University, New York, USASpringer Berlin HeidelbergMathematics and Financial EconomicsJarrow, R., Protter, P., 2013. Positive Alphas and a Generalized Multiple-factor Asset Pricing Model. Working paper, Cornell U....
This can be achieved via the selection of a tuning parameter, which controls the amount of sparsity introduced in the model. A grid-search over a range of tuning values is generally conducted, and the optimal model is picked on the basis of information criteria or cross-validation. In the ...
(2009) model of conditional performance evaluation, we find an inverse relation between ex ante known investor sentiment and the marginal performance of opaque stocks. In contrast, translucent stocks exhibit relatively little variability in performance across levels of sentiment. 展开 关键词: investor ...