Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"factor selection"”.
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Market Betas on the JSE: Factor selection, estimation and empirical evaluation
… Africa Index Series. A scree test shows two factors necessary for inclusion in the appropriate Arbitrage Pricing Theory (APT) model. Based on the promax rotated factor loadings, it is argued that the Financials (J580) and Basic Materials (J510) indices ought be used as the appropriate …
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Modeling Areal Measures of Campsite Impacts on the Appalachian National Scenic Trail, USA Using Airborne LiDAR and Field Collected Data
… influence of environmental and topographic factors, both collected in the field and modeled in GIS using high-resolution topography (LiDAR) data, on areal measures of campsite impact utilizing Least Absolute Shrinkage and Selection Operator (LASSO) penalized regression for factor selection …
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Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets
… is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the probabilistic assumptions imposed (directly or indirectly) on the particular data used. By thoroughly testing the assumptions underlying these models, several departures are found and the …
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Discrete and Continuous Nonconvex Optimization: Decision Trees, Valid Inequalities, and Reduced Basis Techniques
… is modeled as a nonconvex mixed-integer 0-1 factorable program. We develop a specialized branch-and-bound algorithm in which lower bounds are computed via tight linear relaxations of the original problem that are constructed by utilizing a polyhedral outer-approximation mechanism in concert …