Jove
Visualize
联系我们
JoVE
x logofacebook logolinkedin logoyoutube logo
关于 JoVE
概览领导团队博客JoVE 帮助中心
作者
出版流程编辑委员会范围与政策同行评审常见问题投稿
图书馆员
用户评价订阅访问资源图书馆顾问委员会常见问题
研究
JoVE JournalMethods CollectionsJoVE Encyclopedia of Experiments存档
教育
JoVE CoreJoVE BusinessJoVE Science EducationJoVE Lab Manual教师资源中心教师网站
使用条款与条件
隐私政策
政策

相关概念视频

One-Compartment Open Model: Wagner-Nelson and Loo Riegelman Method for ka Estimation01:24

One-Compartment Open Model: Wagner-Nelson and Loo Riegelman Method for ka Estimation

295
This lesson introduces two critical methods in pharmacokinetics, the Wagner-Nelson and Loo-Riegelman methods, used for estimating the absorption rate constant (ka) for drugs administered via non-intravenous routes. The Wagner-Nelson method relates ka to the plasma concentration derived from the slope of a semilog percent unabsorbed time plot. However, it is limited to drugs with one-compartment kinetics and can be impacted by factors like gastrointestinal motility or enzymatic degradation.
On...
295
Multicompartment Models: Overview01:14

Multicompartment Models: Overview

73
Multicompartment models are mathematical constructs that depict how drugs are distributed and eliminated within the body. They segment the body into several compartments, symbolizing various physiological or anatomical areas connected through drug transfer processes such as absorption, metabolism, distribution, and elimination.
These models offer a more comprehensive representation of drug behavior in the body than one-compartment models. They accommodate the complexity of drug distribution,...
73
Friedman Two-way Analysis of Variance by Ranks01:21

Friedman Two-way Analysis of Variance by Ranks

127
Friedman's Two-Way Analysis of Variance by Ranks is a nonparametric test designed to identify differences across multiple test attempts when traditional assumptions of normality and equal variances do not apply. Unlike conventional ANOVA, which requires normally distributed data with equal variances, Friedman's test is ideal for ordinal or non-normally distributed data, making it particularly useful for analyzing dependent samples, such as matched subjects over time or repeated measures...
127
Noncompartmental Analysis: Statistical Moment Theory00:56

Noncompartmental Analysis: Statistical Moment Theory

68
Noncompartmental analyses leverage statistical moment theory to examine time-related changes in macroscopic events, encapsulating the collective outcomes stemming from the constituent elements in play. Statistical moment theory is a mathematical approach used to describe the time course of drug concentration in the body without assuming a specific compartmental model. SMT provides insights into drug absorption, distribution, metabolism, and elimination by treating drug concentration versus time...
68
Estimating Population Mean with Unknown Standard Deviation01:22

Estimating Population Mean with Unknown Standard Deviation

7.6K
In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval.
William S. Gosset (1876–1937) of the...
7.6K
Expected Frequencies in Goodness-of-Fit Tests01:19

Expected Frequencies in Goodness-of-Fit Tests

2.5K
A goodness-of-fit test is conducted to determine whether the observed frequency values are statistically similar to the frequencies expected for the dataset. Suppose the expected frequencies for a dataset are equal such as when predicting the frequency of any number appearing when casting a die. In that case, the expected frequency is the ratio of the total number of observations (n)  to the number of categories (k).
2.5K

您也可能阅读

相关文章

通过共同作者、期刊和引用图与本文相关的文章。

排序
Same author

Testing the significance of pricing factors of oil and gas companies.

PloS one·2025
Same author

Two-step estimators of high-dimensional correlation matrices.

Physical review. E·2023
Same author

LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios.

Computational economics·2023
Same author

What Drives Bitcoin? An Approach from Continuous Local Transfer Entropy and Deep Learning Classification Models.

Entropy (Basel, Switzerland)·2021
Same author

Measuring information flux between social media and stock prices with Transfer Entropy.

PloS one·2021
Same author

Multistage allocation problem for Mexican pension funds.

PloS one·2021

相关实验视频

Updated: May 21, 2025

A Psychophysics Paradigm for the Collection and Analysis of Similarity Judgments
08:12

A Psychophysics Paradigm for the Collection and Analysis of Similarity Judgments

Published on: March 1, 2022

2.4K

在具有复杂结构的模拟投资组合上使用高维共变矩阵估计器.

Andrés García-Medina1

  • 1Autonomous University of Baja California, Ensenada, Faculty of Sciences, 22860, Mexico.

Physical review. E
|March 19, 2025
PubMed
概括

本研究介绍了高级的二步共差估计器,用于高维的投资组合分配. 这些方法改善了财务指标,为复杂的投资组合提供了新的风险管理策略.

科学领域:

  • 量化金融 量化金融
  • 统计建模 统计建模
  • 复杂的系统复杂的系统.

背景情况:

  • 高维共变矩阵结构对于投资组合分配至关重要.
  • 现有的降噪方法在复杂的金融市场上存在局限性.
  • 了解复杂的系统相互作用是强大的投资策略的关键.

研究的目的:

  • 开发和评估用于投资组合分配的新型两步共差估计器.
  • 为了比较层次嵌套,单因子和对角共差模型的性能.
  • 评估降噪技术对财务绩效指标的影响.

主要方法:

  • 利用随机矩阵理论,自由概率和确定性等效来减少噪音.
  • 实施数据科学层次方法:两步共差估计器.
  • 分析投资组合分配策略:最小差异和层次风险平价.
  • 通过移动窗口和前进分析,将模拟结果与实证标准普尔500指数数据进行比较.

主要成果:

  • 拟议的层次嵌套协差模型揭示了复杂的系统相互作用.
  • 经验数据验证了复杂和单因素模型中观察到的风格化的投资组合事实.
  • 两步估计器在分析的投资策略中显著提高了财务指标.

更多相关视频

Identification of Disease-related Spatial Covariance Patterns using Neuroimaging Data
14:27

Identification of Disease-related Spatial Covariance Patterns using Neuroimaging Data

Published on: June 26, 2013

15.6K
Applying an eMASS Customization Program as a Research Tool to Evaluate Consumer Benefits
08:27

Applying an eMASS Customization Program as a Research Tool to Evaluate Consumer Benefits

Published on: September 27, 2019

6.8K

相关实验视频

Last Updated: May 21, 2025

A Psychophysics Paradigm for the Collection and Analysis of Similarity Judgments
08:12

A Psychophysics Paradigm for the Collection and Analysis of Similarity Judgments

Published on: March 1, 2022

2.4K
Identification of Disease-related Spatial Covariance Patterns using Neuroimaging Data
14:27

Identification of Disease-related Spatial Covariance Patterns using Neuroimaging Data

Published on: June 26, 2013

15.6K
Applying an eMASS Customization Program as a Research Tool to Evaluate Consumer Benefits
08:27

Applying an eMASS Customization Program as a Research Tool to Evaluate Consumer Benefits

Published on: September 27, 2019

6.8K
  • 这些方法对具有高资产/日比率的场景显示出希望.
  • 结论:

    • 开发的两步协差估计器提供了更好的财务业绩.
    • 层次模型捕捉了金融市场内部复杂的相互作用.
    • 这些发现支持高维设置中的新风险管理和多样化方法.