Aaaron · 2021年05月08日 李老师讲的时候用的time weighted的,但是我没听懂袁园_品职助教 · 2021年05月07日 同学你好! 现金的addition 和withdrawal不影响time-weighted return的值 另外,这个知识点我在二级market risk里面好像没有找到,方便说一下这是哪里的题目吗? 添加评论 0 0 Aaaron · 2021年05...
Method for the calculation of performance data for a private equity fund, including acquiring input data for a first transaction of cash flow patterns during a term of the fund, having a plurality subperiods having a value for contribution and a value for the distribution in each subperiod; ...
We often get asked the difference between time-weighted versus money-weighted (or dollar-weighted) returns when calculating portfolio performance. So in this blog, we’re going to dive into the differences between the two, and why Sharesight uses the money-weighted method in calculating yourportfo...
In this paper,a similarity matching method for multivariate time series is proposed based on combined principal component analysis method and a shape-based improved weighted dynamic time warping algorithm( CPCA-SWDTW). Firstly,a shape coefficient is introduced and a shape based weighted dynamic time ...
在非结构网格下,针对非定常三维N-S方程组发展了一种双时间步长高精度快速迭代格式.该格式在时间上具有二阶精度,在空间上将r=3的加权ENO格式与强紧致格式相结合去处理N-S方程中的对流项以及离散方程的右端项,并用四阶精度的紧致格式去计算N-S方程中的粘性项.典型的3个算例从不同侧面对格式进行了考核.计算表明...
This paper proposes a new method for converting a time-series into a weighted graph (complex network), which builds on electrostatics in physics. The proposed method conceptualizes a time-series as a series of stationary, electrically charged particles, on which Coulomb-like forces can be computed...
(100.17 SD±0.3 cd/m2). For simplicity, we labelled these spectra as∼10,000 K,∼5000 K and∼2000 K. The Polychromatic spectra were optimized using a heuristic multi-objective optimization method (genetic algorithm). On each experimental day, the spectra were measured twenty times using ...
An R-package for the analysis of long-term changes in water quality and streamflow, including the water-quality method Weighted Regressions on Time, Discharge, and Season (WRTDS). https://doi-usgs.github.io/EGRET/ - DOI-USGS/EGRET
Here we propose a deep reinforcement learning-based method to steer the evolution and mitigate these errors. In our scheme, the well-trained agent can find the subtle evolution path where most algorithmic errors cancel out, enhancing the fidelity significantly. We verified the method’s validity ...
We consider an upwinding covolume or control-volume method for a system of first order PDEs resulting from the mixed formulation of a convection-diffusion ... SH Chou,DY Kwak,PS Vassilevski - 《Siam Journal on Scientific Computing》 被引量: 38发表: 1999年 A control-volume finite element me...