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M squared risk measure

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Bank Risk-Taking and Competition Revisited: New Theory and New Evidence

r Condition 1(a) states that p(S)S is a ...riskmeasure will be the "Z-score" which is ...squared / NOBS F-test / p-value RMSE / ...

Stars: 92 Updated: February 26th,2018

Deconvolution of 3D fluorescence micrographs with automatic risk minimization

Based on this model, we develop a new riskmeasure which unbiasedly estimates the original mean-squared-error of the deconvolved signal estimate. We ...

Stars: 100 Updated: February 26th,2018

Sufficient dimension reduction via squared-loss mutual information estimation

a complexity measure of a function class (van ...(31) Sufficient Dimension Reduction via Squared-...the likelihood ratio by convex risk minimization...

Stars: 100 Updated: February 26th,2018

A Jigsaw Puzzle of Basic Risk-Adjusted Performance Measures

In 1997, Modigliani and Modigliani developed the risk-adjusted performance measure RAP (often called M-squared) which is by now widely accepted in theor...

Stars: 77 Updated: February 26th,2018

Wavelet Shrinkage: Asymptopia?

jf (m)(t)jpdt Cpg: (6) Second, one assumes a speci c riskmeasure...(t0) with squared- penalized spline estimate is minimax among linear ...

Stars: 39 Updated: February 26th,2018

Squared-loss Mutual Information Regularization (情報論的学習理論と機械学習)

Squared-loss Mutual Information Regularization (情報...replaces MI with a novel information measure SMI....learning algorithms with data-dependent risk ...

Stars: 114 Updated: February 26th,2018

When Can a RiskMeasure Be Updated Consistently?

ABSTRACT In this paper we aim at nding conditions under which riskmeasures can be consis- tently updated. Since the class of riskmeasures that allow dynamically consistent updates appears to be limited, we consider weaker notions o...

Stars: 61 Updated: February 26th,2018

Prediction of cardiovascular risk by echocardiography What should we measure?

Prediction of cardiovascular risk by echocardiography What should we measure? Hunziker, P. R.Nietlispach, F.Keller, D.Pfisterer, M.Buser, P...

Stars: 100 Updated: February 26th,2018

Evaluation on international unit trust funds: A case for Malaysia

Risk-Adjusted PerformanceUnit TrustM-SquaredAs an investor, the most ...managers such as Sharpe measure, Treynor measure and Jensen Alpha measure...

Stars: 85 Updated: February 26th,2018

Gentle Nearest Neighbors Boosting over Proper Scoring Rules

(xi, yi), i = 1, 2, ..., m, xi ∈ ...the squared risk of the greedy output is no more...(Corollary 1), the recall and the F-measure...

Stars: 77 Updated: February 26th,2018

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