The portfolio optimization problem has attracted researchers from many disciplines to resolve the issue of poor out-of-sample performance due to estimation... TD Nguyen,AW Lo - 《European Journal of Operational Research》 被引量: 23发表: 2012年 Optimizing the Performance of Sample Mean-Variance Ef...
aSolving the multi-constraint and multi-objective optimization problem is known as multi-objective optimization problem. The mathematical model of multi-objective optimization problems can generally be described as: 解决多限制和多客观优化问题通认作为多客观优化问题。 多客观优化问题数学模型可能一般被描述如下...
We prove that this kind of misspecification can lead to serious errors in terms of forecasting. We also show that corrections based on the AR(1) model can in some cases partially solve the problem. 展开 关键词: Perturbed long-memory correlogram forecast error ...
In this paper we examine the economic and statistical significance of these asymmetries for asset allocation decisions in an out-of-sample setting. We consider the problem of a CRRA investor allocating wealth between the risk-free asset, a small-cap and a large-cap portfolio, using monthly data...
Built upon an iterative process of resampling without replacement and out-of-sample prediction, the delete-d cross validation statistic CV() provides a rob... JH Kastens - 《统计学期刊(英文)》 被引量: 1发表: 2015年 Automatic quality control of the numerical accuracy of EEG lead fields The...
Also, the problem of predicting the future record values, either point or interval, based on the past ... M Doostparast,J Ahmadi - 《Computers & Mathematics with Applications》 被引量: 23发表: 2006年 Using prediction intervals from random-effects meta-analyses in an economic model. Using ...
(Original title: "Poor fit with absolute-error-like objective functions") I've looked more into the problem I described in this discussion post, and I think there are two underlying problems, one easy to solve or work around, and one not...
awhat do you mean of that 什么您那的手段[translate] a回头客 Repeat customer[translate] a我们另寄出样品一批,深信一旦你们有机会看样品之后,定会承认该货品质优良,价格合理 Our send under separate cover leaves the sample one batch, after once deeply believes you to have the opportunity to look sampl...
() method in the System.Net namespace. This check is essential when running an out-of-browser application that must communicate with Web services. If the network connection is down, the application can perform a workaround. Some workaround might include notifying the user of the problem or ...
With further computing advancements, I expect this “Out-of-sample data snooping” problem to gain more attention. Keeping my analogy, there are not many cases of this sort of dementia yet, but there will be. References to possible solutions and advances made(sometimes linking to free working ...