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Displaying results 1 to 7 of 7.

  1. Language and information
    selected essays on their theory and application
    Published: 1964
    Publisher:  Addison-Wesley, Reading, Mass.

    Universitätsbibliothek Augsburg
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    Universitätsbibliothek Bamberg
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    Universitätsbibliothek Erlangen-Nürnberg, Hauptbibliothek
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    Universitätsbibliothek Erlangen-Nürnberg, Technisch-naturwissenschaftliche Zweigbibliothek
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    Bayerische Staatsbibliothek
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    Technische Universität München, Universitätsbibliothek, Teilbibliotheken Garching
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    Universitätsbibliothek der LMU München
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    Universitätsbibliothek Erlangen-Nürnberg, Wirtschafts- und Sozialwissenschaftliche Zweigbibliothek
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    Universitätsbibliothek Passau
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    Universitätsbibliothek Regensburg
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    Universitätsbibliothek Würzburg
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  2. Language and information
    selected essays on their theory and application
    Published: 1964
    Publisher:  Addison-Wesley, Reading, Mass. [u.a.]

    Universität der Bundeswehr München, Universitätsbibliothek
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  3. Portfolio Construction When Regimes are Ambiguous
    Published: [2023]
    Publisher:  SSRN, [S.l.]

    Investors sometimes have strong convictions that a distinctive economic regime will prevail in the period ahead and therefore would like to form a portfolio that reflects the expected returns, standard deviations, and correlations of assets during... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Investors sometimes have strong convictions that a distinctive economic regime will prevail in the period ahead and therefore would like to form a portfolio that reflects the expected returns, standard deviations, and correlations of assets during such a regime. To do so, they typically isolate a subsample of returns in which a regime indicator, such as the rate of economic growth, is above or below a chosen threshold and estimate expected returns, standard deviations, and correlations by equally weighting the observations within the subsample. This approach assumes that every observation within the regime subsample is equally important to forming the estimates whether an observation coincides with a growth rate that is far from the threshold or one that is only marginally distant from the threshold. Moreover, with this approach it is problematic to describe a regime by more than a single indicator because there is no non-arbitrary way to combine the indicators and because the addition of indicators increases the likelihood of producing an empty or overly sparse subsample. The authors apply a new concept called relevance to estimate regime-specific expected returns, standard deviations, and correlations. Their relevance-based approach explicitly accounts for the importance of an observation to forming an estimate, and it seamlessly enables the inclusion of multiple regime indicators in a principled way

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: MIT Sloan Research Paper ; No. 6845-23
    Subjects: Binary; Central Limit Theorem; Euclidean Distance; Fit; Gaussian Decay; Information Theory; Informativeness; Kernal Regression; Mahalanobis Distance; Mean-variance Optimization; Non-binary; Partial Sample Regression; Regime Sensitive Portfolio; Relevance; Scenario Analysis; Similarity; Z-score
    Scope: 1 Online-Ressource (20 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 13, 2023 erstellt

  4. Language and information
    selected essays on their theory and application
    Published: 1964
    Publisher:  Addison-Wesley, Reading, Mass.

    Archiv der Akademie der Künste, Bibliothek
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    Freie Universität Berlin, Universitätsbibliothek
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    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    Max-Planck-Institut für Bildungsforschung, Bibliothek und wissenschaftliche Information
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    TU Berlin, Universitätsbibliothek
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    Content information
    Source: Philologische Bibliothek, FU Berlin; Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    RVK Categories: CC 4800 ; CC 5200 ; CP 6500 ; ER 100 ; MS 8050
    Series: Adiwes international series.
    Addison-Wesley series in logic
    Subjects: Information, Théorie de l'; Linguistique; Linguistique mathématique; Traduction automatique; Sprache; Information Theory; Information theory; Language and languages; Language; Machine translating; Mathematical linguistics; Sprache; Maschinelle Übersetzung; Informationstheorie
    Scope: X, 388 S.
  5. Nonlinear pricing with finite information
    Published: 2021
    Publisher:  Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 29
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Cowles Foundation discussion paper ; no. 2297 (August 2021)
    Subjects: Mechanism Design; Nonlinear Pricing; Multi-Dimension; Multi-Product; Private Information; Limited Information; Quantization; Information Theory
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  6. How to predict the performance of NBA draft prospects
    Published: [2023]
    Publisher:  [MIT Sloan School of Management], [Cambridge, MA]

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Edition: This version November 27, 2023
    Series: [MIT Sloan School reseach paper] ; [no. 6955 (23)]
    Subjects: Adjusted Fit; Asymmetry; Central Limit Theorem; CKT regression; Codependence; Fit; Gaussian Kernel; Information Theory; Informativeness; Lasso Regression; Machine Learning; Mahalanobis Distance; Model-based Algorithm; Model-free Algorithm; Nearest Neighbor Partial Sample Regression; Relevance
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  7. Shannon-theil-rawls
    information theory, inequality and the veil of ignorance
    Author: Kanbur, Ravi
    Published: 2024 March
    Publisher:  ECINEQ, Society for the Study of Economic Inequality, [Verona]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 726
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / ECINEQ, Society for the Study of Economic Inequality ; 669 (2024)
    Subjects: Information Theory; Inequality; Veil of Ignorance
    Scope: 1 Online-Ressource (circa 15 Seiten), Illustrationen