نتایج جستجو برای: multi factor models

تعداد نتایج: 2089299  

Journal: :Journal of Computational and Applied Mathematics 2009

Journal: :journal of ornamental plants 2015
m. rekha k. kesavacharyulu k. rajashekar

in mulberry (morus sp.), grown for its foliage, which is the sole food for the silkworm (bombyx mori l.), evolving high yielding varieties is a long drawn and laborious process. one of the important selection parameter that has significant positive correlation with leaf yield is total shoot length [tsl] of the mulberry plant. measuring the length of all the shoots of the test genotypes to get t...

1995
Asriel E. Levin

This paper discusses the use of multilayer feed forward neural networks for predicting a stock's excess return based on its exposure to various technical and fundamental factors. To demonstrate the effectiveness of the approach a hedged portfolio which consists of equally capitalized long and short positions is constructed and its historical returns are benchmarked against T-bill returns and th...

Journal: :Mathematics and Financial Economics 2021

Abstract We study the small-time implied volatility smile for Realised Variance options, and investigate effect of correlation in multi-factor models on linearity smile. also develop an approximation scheme density, allowing fast accurate pricing Volatility Swaps. Additionally, we establish small-noise asymptotic behaviour a general class VIX options large strike regime.

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