Modelo de Black-Litterman aplicado al mercado español: era post-Covid

Autor: Catalán Martí, Adrian

Publikováno v: Dipòsit Digital de la UB
Universidad de Barcelona

Treballs Finals de Grau en Estadística UB-UPC, Facultat d'Economia i Empresa (UB) i Facultat de Matemàtiques i Estadística (UPC), Curs: 2020-2021, Tutor: Jose Bonifacio Saez Madrid
En este trabajo se desarrolla la aplicación de un modelo de

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::10b8bfee20d28668c18e46e2b533e879
https://hdl.handle.net/2117/378224

Bayesian spatiotemporal model for life expectancy mapping: changes in Barcelona from 2007 to 2018

Autor: Josep Ginebra, Xavier Puig

Publikováno v: UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)

When mapping life expectancy, and investigating its local variation in time, there is a conflict between using large areas and/or mortality data from long periods of time to have low variance life expectancy estimates, and using small areas and singl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df2fc9ccb4506c8c739cfff956b4b1be

How to select between a primary dichotomous endpoint and a composite one in HIV Randomized Clinical Trials? Theoretical bases and application

Autor: Ayestarán Loinaz, Aintzane

Publikováno v: Recercat. Dipósit de la Recerca de Catalunya
instname
UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)

A composite endpoint (CE) is a single outcome that combines various outcomes and measures the number of patients who present at least one of the individual components. The objective of this Master Thesis is to learn about the use of CE and develop a

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::000d43b3d07f984db3eb43c89698fc4c
https://hdl.handle.net/2099.1/23217

Objective Bayesian point and region estimation in location-scale models

Autor: Bernardo, José Miguel

Publikováno v: Bernardo Herranz, José Miguel. Objective Bayesian point and region estimation in location-scale models. En: SORT: Statistics and Operations Research Transactions, 2007, vol. 31, no. 1, p. 3-44
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)

Point and region estimation may both be described as specific decision problems. In point estimation, the action space is the set of possible values of the quantity on interest; in region estimation, the action space is the set of its possible credib

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::62983ba1868e2fc907f31ed170f367fe
http://hdl.handle.net/10550/4355

Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate

Autor: Neudecker, Heinz

Publikováno v: Qüestiió: quaderns d'estadística i investigació operativa; 2001: Vol.: 25 Núm.: 2; p. 187-210
UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)

In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ÑF and the differential of the matrix function, dF.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::dc25e0681b9f2ccca09d43369167696c
http://www.raco.cat/index.php/Questiio/article/view/26999