After a brief survey of nonlinear methods, nonlinear statistical techniques are applied to performance attribution of a portfolio constructed from a fixed ...
Nov 29, 2024 · A comparison of linear and nonlinear statistical techniques in performance attribution-article.
Read this section for our thoughts, our insights, and a few opinions. A Comparison of Linear and Non-Linear Statistical Techniques in Performance Attribution.
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Sep 15, 2020 · A nonlinear model performs better in comprehensive analyses of determinants. Abstract. To effectively establish and implement energy-saving ...
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Oct 22, 2024 · This paper presents the comparison of Multiple Linear Regression Analysis (MLRA) and Artificial Neural Networks (ANN) as the statistical ...
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A Comparison of Linear and Nonlinear Statistical Techniques in Performance Attribution. By: Chan, N.H. Material type: ArticleDescription: 922-928 pSubject(s):.
[19]. This article will present the results of a study which investigated the comparative performance of three basic evaluation models under ...
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Mar 21, 2019 · In contrast to linear methods, we found that the non-linear methods offered better overall feature selection performance than linear methods in ...
Oct 22, 2024 · A numerical study was conducted to analyze the nonlinearity of capacitance measurement and to test the performance of the proposed technique.
Mar 21, 2019 · In contrast to linear methods, we found that the non-linear methods offered better overall feature selection performance than linear methods in ...