Zobrazeno 1 - 10
of 625
pro vyhledávání: '"Laurent, Sebastien"'
We introduce a new framework for the mean-variance spanning (MVS) hypothesis testing. The procedure can be applied to any test-asset dimension and only requires stationary asset returns and the number of benchmark assets to be smaller than the number
Externí odkaz:
http://arxiv.org/abs/2403.17127
Stock prices often react sluggishly to news, producing gradual jumps and jump delays. Econometricians typically treat these sluggish reactions as microstructure effects and settle for a coarse sampling grid to guard against them. Synchronizing mistim
Externí odkaz:
http://arxiv.org/abs/2309.15705
Autor:
Segalen, Martine
Publikováno v:
Ethnologie française, 2016 Jul 01. 46(3), 565-566.
Externí odkaz:
http://www.jstor.org/stable/43967558
We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals. The tool applies the Cauchy combination test recursively on a se
Externí odkaz:
http://arxiv.org/abs/2303.13406
Autor:
Smorag, Pascale
Publikováno v:
Revue française d'études américaines, 2015 Sep 01(144), 119-121.
Externí odkaz:
http://www.jstor.org/stable/43831139
Autor:
Cretin, Nadine
Publikováno v:
Ethnologie française, 2015 Apr 01. 45(2), 392-393.
Externí odkaz:
https://www.jstor.org/stable/43967358
Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practitioners and regulators. As an alternative, we propose in this paper to u
Externí odkaz:
http://arxiv.org/abs/2203.11691
Publikováno v:
Diplomatie, 2011 Nov 01(53), 98-98.
Externí odkaz:
https://www.jstor.org/stable/26981835
Autor:
Segalen, Martine
Publikováno v:
Ethnologie française, 2011 Jan 01. 41(1), 161-162.
Externí odkaz:
http://dx.doi.org/10.3917/ethn.111.0151
Autor:
Maglieri, Veronica, Mastrandrea, Fosca, Galotti, Alice, Böye, Martin, Laurent, Sébastien, Marcolla, Andrea, Palagi, Elisabetta
Publikováno v:
In Animal Behaviour August 2024 214:1-9