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pro vyhledávání: '"Chu, Amanda Man Ying"'
Modeling returns on large portfolios is a challenging problem as the number of parameters in the covariance matrix grows as the square of the size of the portfolio. Traditional correlation models, for example, the dynamic conditional correlation (DCC
Externí odkaz:
http://arxiv.org/abs/2406.15582
Autor:
Chu AMY; Department of Social Sciences and Policy Studies, The Education University of Hong Kong, Tai Po, Hong Kong SAR, China., Tsang JTY; School of Nursing, Tung Wah College, Ho Man Tin, Hong Kong SAR, China., Tiwari A; School of Nursing, Hong Kong Sanatorium & Hospital, Happy Valley, Hong Kong SAR, China., Yuk H; Department of Social Work, The Chinese University of Hong Kong, Shatin, Hong Kong SAR, China., So MKP; Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong SAR, China.
Publikováno v:
Frontiers in psychology [Front Psychol] 2024 Oct 21; Vol. 15, pp. 1430005. Date of Electronic Publication: 2024 Oct 21 (Print Publication: 2024).
Autor:
Lam BSY; Department of Mathematics, Statistics and Insurance, The Hang Seng University of Hong Kong, New Territories, Hong Kong., Chu AMY; Department of Social Sciences, The Education University of Hong Kong, New Territories, Hong Kong., Chan JNL; Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, New Territories, Hong Kong., So MKP; Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, New Territories, Hong Kong.
Publikováno v:
Health data science [Health Data Sci] 2024 Feb 26; Vol. 4, pp. 0116. Date of Electronic Publication: 2024 Feb 26 (Print Publication: 2024).