Usa "correlation coefficient" in una frase
correlation coefficient frasi di esempio
correlation coefficient
1. correlation coefficient, “R”, by the product of the standard deviations of x and y
2. a low correlation coefficient and a high but volatile alpha - the part of a regression that
3. If we know the correlation coefficient, “R”, we need
4. again obtain the correlation coefficient, “R”
5. correlation coefficient, “R”, is the coefficient of determination or “R ”
6. Like the correlation coefficient, the
7. contribution with a correlation coefficient, “R”
8. The correlation coefficient correlation of 0
9. If X = –Y, so that the two variables are totally dependent, the correlation coefficient, usually represented in symbols by the Greek letter ρ (rho) will be −1
10. We have shown in two examples how one may test for the independence of continuous measurements using a correlation coefficient
11. Their primary concern was the suspicious consistency of the correlation coefficients for the intelligence test scores of the monozygotic twins in Burt’s studies
12. In each study, Burt reported correlation coefficients indicating the similarity of intelligence scores for monozygotic twins who were reared apart
13. A high correlation coefficient would make a strong case for Burt’s hereditarian views
14. The correlation coefficient shows the extent of interrelationship between two functions, and the determination coefficient (the square of correlation coefficient) expresses the extent to which the variability of one objective function is explained by the variability of the second function
15. In this case the correlation coefficient is very high (r = 0
16. In the first case, the correlation coefficient is 0
17. Correlations for these two pairs are quite high under low parameter values (remember that in case of maximum drawdown, negative correlation coefficient has the same meaning as positive correlation in other cases)
18. Under low parameter values the correlation coefficient is negative, and when the parameter reaches its highest values, correlation becomes positive (the correlation coefficient is zero when the HV estimation period is about 200 days)
19. While establishing the extent of interrelationships that is permissible for accepting an objective function (the threshold for the correlation coefficient below which the objective function is accepted), we have to make sure that the correlation used in the decision-making process is independent of parameter values
20. If such dependence does exist (as it was shown previously), we should use the correlation coefficient that has been obtained on the basis of data corresponding most closely to the logic of the trading strategy under development
21. This conclusion follows both from a comparison of correlation coefficients (R2 = 0
22. However, apart from a single exception, the correlations turned out to be relatively low—in five of the six cases the determination coefficient (squared correlation coefficient) was within the range of 0
23. Thus, for portfolios created two days before the expiration, the correlation coefficient between variance and volatility was r = 0
24. Yet, for portfolios created 60 days before expiration, the correlation coefficients were much lower (r = 0
25. In particular, the average correlation coefficient of a given asset with each of the other assets included in the portfolio may be used as one of the indicators involved in the capital allocation system
26. The value of the correlation coefficient expressing the {criterion × profit} relationship is usually small and variable in time even when the criterion is correctly parameterized and possesses good forecasting properties
27. ) Relationships between criterion and profit values are used to obtain correlation coefficients
28. This could possibly increase the correlation coefficient but just due to the increase in the sample size
29. Worse, the correlation coefficients calculated between assets somewhat overstate the diversification benefit because the correlation of below-average returns turns out to be higher than for above-average returns
30. ” Translated into plain English this means that the actual correlation of asset returns in severe bear markets is higher than the “raw” correlation coefficient would suggest
31. The influence of the transformation procedure on the dynamics of the correlation coefficients should be analyzed as well
32. In fact, positive relationships are quite natural because, all other things being equal, adding data to the sample normally causes an increase of the correlation coefficient
33. There is no need for computing correlation coefficients for nonlinear regressions to see that data dispersion is much higher for the PPLN than for the EPLN criterion
34. Thanks to the magic of modern spreadsheets, it is a simple matter to calculate a correlation coefficient of these two series
35. • The correlation coefficient for the relationship between the criterion value and the realized profit
36. However, whatever the shape of the relationship is, it indicates clearly that the criterion can accomplish its mission successfully (as indicated by high positive correlation coefficient) only when the absolute criterion value is high and the pair {strategy × underlying} was selected properly
37. Correlation coefficients are close to one, and almost all the points are situated along the straight lines (Figure 5
38. In statistics the determination coefficient (squared correlation coefficient) is interpreted as the percentage of the dependent variable variation explained by the independent variable
39. In other words, the asset variances and correlation coefficients during a given period are different depending upon what return intervals are being used: e
40. The values listed below will vary somewhat with the period sampled as well as with the interval measured; for example, the correlation coefficient for large and small U
41. As noted above, correlation coefficients vary somewhat by sampling interval and period; the values in the tables below should be used only as starting points
42. R squared (R2): The square of the correlation coefficient
43. ) The higher the correlation coefficient of two criteria, the higher the percentage of combinations included in both optimal sets
44. Relationship between the percentage of combinations included in both optimal sets (Pareto and convolution) and the correlation coefficient of criteria
45. The correlation coefficients were calculated for all 55 criteria pairs and for all 20 layers
46. The relationship will be analyzed by constructing the regression with the absolute value of the difference between profits realized by two selection methods being plotted on the vertical axis and the product of correlation coefficient by the number of selected combinations on the horizontal axis
47. 1 presents the values of 55 correlation coefficients
48. Correlation Coefficients for 11 Criteria Calculated as of March 1, 2007 for 600 Stocks Using the Short Strangle/Straddle Strategy
49. First, consider the EPLN-EPEM pair: The correlation coefficient reveals a relatively weak relationship between these two criteria (r = 0
50. The relationship between the average profits of combinations selected using the Pareto method (the optimal set consists of 20 layers) and correlation coefficients of 55 pairs of criteria (see Table 8
