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problem - e-stimation1 1xz lt n lt 1 1xx1for all positive number xone way to estimate e is via the following
topic - phishing after reviewing the material in the reading amp study folder for moduleweek 2 address the following
assignmentunlike lab projects all hw assignments should be done individually discussion with friends should be limited
assignment lasa 1 sharing an ssid presentationdescription of lasafor this assignment you are to identify and analyze
you have 1000 in a savings account that pays 2 per year compounded monthlythe average inflation rate is expected to be
discussion questioneach question must have 350- 450 wordsapa format with min 2 references for each question1 ibm nd
assignment -vibrations are everywhere so too are the eigenvalues or frequencies associated with them this project
problem1 using the code presented in section 86a generate a dataset x yb apply a pca transformation on x which we
problemusing the clustered covariance matrix v from exercise 1a compute the hrp allocationsb compute the cla
problemgiven the pnl series on n investment strategiesa align them to the average frequency of their bets eg weekly
problemusing the bars from exercise 4a sample bars using the cusum filter where yt are absolute returns and h 005b
problemform e-mini sampp 500 futures dollar barsa compute bollinger bands of width 5 around a rolling moving average
problemon a series of e-mini sampp 500 futures tick dataa form tick volume and dollar bars use the etf trick to deal
problemsuppose that you develop a momentum strategy on a futures contract where the forecast is based on an ar1 process
problemsuppose you try one thousand configurations of the same investment strategy and perform a cv on each of them
problem1 why is shuffling a dataset before conducting k-fold cv generally a bad idea in finance what is the purpose of
problem1 on a dollar bar series on e-mini sampp 500 futuresa apply the brown-durbin-evans method does it recognize the
problemfollowing up on the strategy from exercise 1a what is the sensitivity of sr to a 1 change in each parameterb
problema portfolio manager intends to launch a strategy that targets an annualized sr of 2 bets have a precision rate
problem1 build an ensemble of estimators where the base estimator is a decision treea how is this ensemble different
problem1 why is bagging based on random sampling with replacement would bagging still reduce a forecasts variance if
problem1 what would be the psr from 2b if the backtest had been for a length of 3 years2 a 5-year backtest has an
problem1 the wall street journal has reported that september is the only month of the year that has negative average
problem1 an analyst fits an rf classifier where some of the features include seasonally adjusted employment data he
problemgenerate a time series that follows a sinusoidal function this is a stationary series with memorya compute the