Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Dávid Zibriczky"'
Autor:
Mihály Ormos, Dávid Zibriczky
Publikováno v:
PLoS ONE, Vol 9, Iss 12, p e115742 (2014)
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For
Externí odkaz:
https://doaj.org/article/1db571d869544bcaa76d8963d2b67676
We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used which allows time-varying risk and non-linearity in the pricing function. Furthermore, the linearity of the CAPM can be rejected, thus the widely use
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::affc876dfec0e52b8b6062acb5dcce7d
Autor:
Dávid Zibriczky
Publikováno v:
RecSys Challenge
The present paper introduces a solution for the RecSys Challenge 2016. The principle of the proposed technique is to define various models capturing the specificity of the dataset and then to subsequently find the optimal combinations of these by con
Publikováno v:
ICMLA (2)
Recommender systems in TV applications mostly focusing on the recommendation of video-on-demand (VOD) content, though the major part of users' content consumption is realized on linear channel programs, termed EPG content. In this case study we prese
Publikováno v:
RecSys
Alternating least squares (ALS) is a powerful matrix factorization (MF) algorithm for both explicit and implicit feedback based recommender systems. As shown in many articles, increasing the number of latent factors (denoted by K) boosts the predicti
Publikováno v:
Economic Review / Kozgazdasagi Szemle. Mar2010, Vol. 57, p201-221. 21p. 3 Charts, 7 Graphs.