An example of a risk calculation being done for a portfolio is given in the main function of the program. In order to run the simulation we first need to calculate a covariance matrix of the risk factors and find the current spot rates for the underlyings. These preliminary tasks are handl...
Installation Stable version install.packages("voi") Development version remotes::install_github("chjackson/voi") User guide voi for Value of Information calculation: package overview Source code Github repositoryAbout Methods to calculate the Expected Value of Information Resources Readme Activity ...
According to equation (1), the calculation of the Shapley value for feature \(x_{i}\) in model f̂ is as follows: $$\begin{aligned} \phi _{i}(N, \hat{f}) = \underbrace{\omega (n,s)}_{ \textrm{weight factor}} \underbrace{\bigl(\hat{f}\bigl({S} \cup \{ i\} \...
Having derived the expected value in (10), in this section, we address the invest- ment risk given by the variance of D. The variance calculation features new challenges in addi- tion to that identified in the section above, the most promi- nent of which concerns the interactions between...
Python Calculation Tool Amazon Kendra AWS Lambda Amazon S3 Here is a summary of Amazon’s financial health in 5 sentences: Amazon has a low profit margin indicating low profitability relative to revenue. However, Amazon has a high return on assets indicating ...
Feature attributions based on the Shapley value are popular for explaining machine learning models. However, their estimation is complex from both theoretical and computational standpoints. We disentangle this complexity into two main factors: the approa
However, a company that isn’t burning through its cash should not trade at such a low valuation. Below is the translated balance sheet from the annual report of FY 2015 (using Google Translate) and a calculation of the approximate liquidation value: (Source: Annual Report 2015) As mentioned...
Many of the RE-rich exporting regions implicitly considered in this article have higher financing cost compared to the RE-scarce importing regions. This effect is captured by a higher WACC assumed to determine the annuity factor used in the calculation of the LCOP below. Clearly, such an increa...
Power methods for top Singular/EigenValue calculation golang-libraryeigenvaluesvd UpdatedAug 14, 2019 Go Eigen-decomposition library for quantum statistical physics mpieigenvalue UpdatedJul 16, 2020 C++ Program to calculate Determinant, Eigen Values, Eigen Vectors of a Matrix ...
Currently, metevalue package supports the e-value calculation using the methylKit output file. library(metevalue) ###Simulation Data ### set.seed(1234) simu_g_value <- function(n, r = 0.1){ x = runif(n) x[runif(n) <= r] = 0 return(x); } library(methylKit) file.list=list( sy...