نتایج جستجو برای: multi factor models
تعداد نتایج: 2089299 فیلتر نتایج به سال:
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...
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...
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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