The representation leads to novel spectral factor models in which systematic risk is allowed—without being forced—to vary across frequencies. Frequency-specific systematic risk is captured by a notion of spectral beta. We show that traditional factor models restrict the spectral betas to be constant...
factor modelsinvestment horizoncross-sectional pricingWe represent risk factors as sums of orthogonal components capturing fluctuations with cycles of different length. The representation leads to novel spectral fadoi:10.2139/ssrn.3275567Bandi, Federico M....
Using Inner-Outer Factorization to Solve the Spectral Factor of Discrete-Time Descriptor Systems In this paper, we use the state-space realization of discrete-time descriptor system to solve the inner-outer and spectral factorization problems. The algo... L Liang,W Xing,R Xiang - Bic-ta 被引...
with a theoretical scaling factor of 0.94. The maximum absorption peak of Euphorikanin A in the UV-Vis spectrum is between 193.88 and 201.75 nm. The theoretical results of the nuclear magnetic data obtained by both methods agree well with the experimental results, withR2greater than 0.94. The ...
Blazar spectral models generally have numerous unconstrained parameters, leading to ambiguous values for physical properties like Doppler factor delta or f... CD Dermer,M Cerruti,B Lott,... - 《Astrophysical Journal》 被引量: 28发表: 2013年 Leptonic Jet Models of Blazars: Broadband Spectra and ...
Spectral analysis data were evaluated quantitatively by computing normality factor for FFT and spectral factor for AR. Both methods were found to be useful for evaluating the risk of arrhythmias. The sensitivity of ventricular tachycardia risk evaluation was higher (81%--FFT, 73%--AR) than that ...
In summary, the film fabrication process is the key factor on which the number of spectral channels and the spectral resolution of our proposed system depend. Using the existing pixel size (3.2 mm) as the lower limit of the shift, we properly set the experimental parameters (see the “...
This makes it possible to generate a response spectral model that is easily adjustable to different sets of seismological parameters, such as the stress parameter Δσ , quality factor Q , and kappa κ . The dataset used in Bora et?al. (2014), a subset of the RESORCE‐2012 database, ...
The stress intensity factor (SIF) is... E Hedayati,M Vahedi - 《World Journal of Mechanics》 被引量: 5发表: 2014年 Numerical simulation of cracks and interfaces with cohesive zone models in the extended finite element method, with EDF R and D software Code Aster In order to assess the ...
Convert the distances to similarity measures using the kernel transformationSi,j=exp(−(Disti,jσ)2). The matrixSis thesimilarity matrix, andσis the scale factor for the kernel, as specified using the'KernelScale'name-value pair argument. ...