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Single index model

Xem 1-20 trên 20 kết quả Single index model
  • Although determining the recurrence of cutaneous squamous cell carcinoma (cSCC) is important, currently suggested systems and single biomarkers have limited power for predicting recurrence. In this study, combinations of clinical factors and biomarkers were adapted into a nomogram to construct a powerful risk prediction model.

    pdf9p vileonardodavinci 23-12-2023 4 3   Download

  • This paper presents a simplified model of cracked beam by single-degree-offreedom system. Equivalence between the beam and SDOF models means that they have the same fundamental natural frequency and similar frequency response functions (FRFs).

    pdf14p viisac 15-09-2023 5 3   Download

  • In the paper "An application of single index model in risk measurement on Vietnamese stock market", the Single Index Model is used in measuring systematic risk, non-systematic risk and total risk of each individual stock and a portfolio including stocks on Vietnamese stock market.

    pdf12p nhanchienthien 25-07-2023 11 5   Download

  • The burden of chronic diseases is rapidly rising, both in terms of morbidity and mortality. This burden is disproportionally carried by socially disadvantaged population subgroups. Quality-adjusted life years (QALYs) measure the impact of disease on mortality and morbidity into a single index. This study aims to estimate the burden of chronic diseases in terms of QALY losses and to model its social distribution for the general population.

    pdf9p viferrari 28-11-2022 4 2   Download

  • A single anthropometric index such as stunting, wasting, or underweight does not show the holistic picture of under-five children’s undernutrition status. To alleviate this problem, we adopted a multifaceted single index known as the composite index for anthropometric failure (CIAF). Using this undernutrition index, we investigated the disparities of Ethiopian under-fve children’s undernutrition status in space and time.

    pdf11p viferrari 28-11-2022 9 2   Download

  • Identifying genetic variants associated with complex human diseases is a great challenge in genome-wide association studies (GWAS). Single nucleotide polymorphisms (SNPs) arising from genetic background are often dependent. The existing methods, i.e., local index of significance (LIS) and pooled local index of significance (PLIS), were both proposed for modeling SNP dependence and assumed that the whole chromosome follows a hidden Markov model (HMM).

    pdf12p viwyoming2711 16-12-2020 20 1   Download

  • The present work focuses on studying the optical properties of the pristine PEDOT:PSS and the PEDOT:PSS modified with de-ionized water, ethylene glycol and MWCNT. The effect of various additives on the absorption, the refractive index, and the dielectric constant has been inspected. The refractive index dispersion has been analyzed using the single oscillator model developed by Wemple and DiDomenico.

    pdf6p tamynhan4 06-09-2020 8 1   Download

  • This paper attempts to identify and explain the simple linear regression aspects of returns of a security in relation to a market index to which the security belongs.

    pdf13p murielnguyen 25-06-2020 13 4   Download

  • This chapter a simplifying assumption that at once eases our computational burden and offers significant new insights into the nature of systematic risk versus firm-specific risk. This abstraction is the notion of an “index model,” specifying the process by which security returns are generated.

    ppt14p nanhankhuoctai1 29-05-2020 14 2   Download

  • Under the framework of overshooting model and portfolio balance theory, this paper analyses the short-term spillover effect of Fed’s QE on asset prices in China. Policy shocks "overall events" have a significant impact on China's financial market. China's debt full price index, Shanghai-Shenzhen 300 and Nan-Hua Futures Composite Index have increased significantly, while the "single event" issuance has no notable impact.

    pdf22p chauchaungayxua2 19-01-2020 17 2   Download

  • Rainfall erosivity of the Revised Universal Soil Loss Equation (RUSLE) is influenced by the type, amount, and intensity of storm. In this research, rainfall data from 18 recording rain gauge stations were collected and analyzed.

    pdf10p vimb123 12-01-2019 22 1   Download

  • Our final set of results addresses heterogeneity in the effects of television on test scores. The effects on verbal, reading, and gen- eral knowledge scores are most positive for children from house- holds where English is not the primary language, for children whose mothers have less than a high school education, and for nonwhite children. When we combine student observables into a single index of parental investment—the time parents spent read- ing to their children in early childhood—we find that the effect of television is significantly more positive the lower is parental investment.

    pdf33p dambaotaikhoan 06-05-2013 55 5   Download

  • The hardness result for selecting an optimal index configuration was shown by Shapiro [60]. Therefore, the challenge was similar to that in the area of query optimization – identifying the right set of heuristics to guide the selection of physical design. One set of papers advocated an approach based on rule-based expert systems. The rules took into account query structures as well as statistical profiles and were “stand-alone” applications that recommended indexes. A tool such as DEC RdbExpert falls in this category.

    pdf13p yasuyidol 02-04-2013 55 3   Download

  • The universal UDF in this case is called SAS_SCORE. This UDF is slightly different in that it can take a table or result set name as input, and the output is a result set. Call this a table UDF (compared to a scalar UDF like SAS_PUT UDF, which outputs a single value). The input parameter list of the SAS_SCORE UDF varies according to the DBMS and the model being executed. Regardless, the input parameter list of SAS_SCORE can be broken into two sets: the name of the scoring function to be run and the table or result set containing the...

    pdf6p yasuyidol 02-04-2013 59 4   Download

  • The Usefulness of Accounting and NonFinancial Information in Explaining Revenues and Valuations for Internet Firms Table 1.7 presents regression models for the average level of SAT scores across MSAs. Column A includes only the choice index as a regressor. It enters with a positive coefficient, implying that fully decentralized MSAs produce average SAT scores about forty points higher than do those with only a single district.

    pdf102p mualan_mualan 25-02-2013 52 7   Download

  • The health impacts of a range of air pollutants are evaluated in this paper. However, to avoid double counting, it follows Kunzli et al. (1999) in using PM10 (particulate matter with an equivalent aerodynamic diameter of 10 µm or less) as the single indicator (the index pollutant) of the health impacts of common ambient air pollutants, and including non-overlapping health endpoints2 only when calculating the total health impact of air emissions.

    pdf0p saimatkhauroi 01-02-2013 58 4   Download

  • Trading in derivatives started in 2000 and the Indian market is now the tenth largest in the world for futures contracts on single stocks and indexes and the largest for futures on single stocks. Commodity markets have also developed. Three new markets were created in 2000, based on National Stock Exchange (NSE) architecture. However, of the 94 commodities traded, gold and silver account for half of turnover: by 2006 India had become home to the world’s third largest derivative market for gold.

    pdf70p enter1cai 16-01-2013 48 2   Download

  • This is why, in this paper, we study another way of imposing factor structure. It is to take a weighted average of the sample covariance matrix with Sharpe’s (1963) single-index model estimator. The weight ® (between zero and one) assigned to the single-index model controls how much structure we impose: the heavier the weight, the stronger the structure. This is a well-known technique in Statistics called shrinkage dating back to Stein (1956): ® is called the shrinkage intensity, and the single-index model is our choice of shrinkage target.

    pdf0p quaivattim 04-12-2012 61 1   Download

  • The purpose of this paper is to examine the relationships among returns of various sub-indexes in the Istanbul Stock Exchange by using various methods. In particular, we look at the extent to which various sub-indexes are cointegrated or not by using three different methods. For the first two, Engle and Granger’s (1987) single equation models and Johansen’s (1988) multivariate cointegration methods are the among the most commonly used methods for assessing long-run relationships.

    pdf7p quaivattim 04-12-2012 49 2   Download

  • Many studies of seismic risk management and loss assessment (seismic risk) caused by damage or collapse of a structure, have also been conducted in recent years. In these papers, seismic risk is calculated using a dangerous curve represents the probability the generation of earthquake motion and damage curve represents a probability of damage to structures.

    pdf168p lulanphuong 24-03-2012 52 9   Download

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