... biases of the model option prices, while the MARE statistic measures the dispersion of relative biases of the model prices. The difference between MARE and MRE suggests the direction of the bias of ... ba- sis of the BIC inclusion of these parameters was not justified. Therefore we included no cross terms between ln σ 2 st and ln σ 2 rt in (5) and (6); (iv) As far as the choice of a 19 of the ... to the use of implied volatility or volatility risk. The Black-Scholes model exhibits similar pattern of mispricing, namely underpricing of short-maturity options and over-pricing of long-maturity...
Ngày tải lên: 21/12/2013, 01:20
Báo cáo y học: "Standardisation of data collection in traumatic brain injury: key to the future" pot
Ngày tải lên: 13/08/2014, 19:20
Tài liệu Fertility, Family Planning, and Women’s Health: New Data From the 1995 National Survey of Family Growth pptx
... thepopulation.Thenumberofwomen sherepresentsinthepopulationiscalled hersamplingweight.Sampling weightsmayvaryconsiderablyfromthis averagevaluedependingonthe respondentsrace,theresponseratefor similarwomen,andotherfactors.As withanysamplesurvey,theestimatesin thisreportaresubjecttosampling variability.SignicancetestsonNSFG datashouldbedonetakingthesampling designintoaccount. Nonsamplingerrorswereminimized bystringentquality-controlprocedures thatincludedthoroughinterviewer training,checkingtheconsistencyof answersduringandaftertheinterview, imputingmissingdata,andadjustingthe samplingweightsfornonresponseand undercoveragetomatchnationaltotals. Estimatesofsamplingerrorsandother statisticalaspectsofthesurveyare describedinmoredetailinanother separatereport(13). Thisreportshowsndingsby characteristicsofthewomaninterviewed, includingherage,maritalstatus, education,parity,householdincome dividedbythepovertylevel,andraceand Hispanicorigin.Ithasbeenshownthat blackandHispanicwomenhavemarkedly lowerlevelsofincome,education,and accesstohealthcareandhealthinsurance, thanwhitewomen(14).Theseandother factors,ratherthanraceororiginperse, probablyaccountfordifferencesinthe behaviorsandoutcomesstudiedinthis reportamongwhite,black,andHispanic women(15). TableBshowsafactorthatshould beconsideredininterpretingtrendsin pregnancy-relatedbehaviorintheUnited States:thechangingagecompositionof thereproductive-agepopulation.In 1982,therewere54.1millionwomenof reproductiveageintheUnitedStates;in 1988,57.9million;andin1995,60.2 million(16).Thelargebabyboom cohort,bornbetween1946and1964, was1834yearsofagein1982,2442 yearsofagein1988,and3149years ofagein1995.Theselargebirthcohorts werepreceded(upto1945)and followed(196580)bysmallercohorts. Whiletheoverallnumberofwomen 1544yearsofageroseby6million,or 11percentbetween1982and1995,the numberofteenagewomendroppedby about6percent,thenumberofwomen 2024yearsofagedroppedby 15percent,andthenumberofwomen 2529droppedby6percent(tableB).In contrast,thenumberofwomen3044 yearsofageincreasedsharplyfor example,thenumberofwomen4044 yearsofageincreasedby59percent between1982and1995.Also,women 3044yearsofageaccountedfor 54percentofwomen1544yearsofage in1995comparedwith44percentin 1982.Thesedifferencesinage compositionmayberelevantwhenever timetrendsamongwomen1544years ofagearebeingdiscussed. Publicuselesbasedonthe1995 NSFGareavailableoncomputertape. TheywillalsobeavailableonCompact DiscRead-OnlyMemory(CD-ROM). Questionsaboutthecostandavailability ofthecomputertapesshouldbedirected totheNationalTechnicalInformation Service(NTIS),5285PortRoyalRoad, Springeld,VA22161,703487-4650, or1800-553-NTIS.Questionsregarding theCD-ROMlesshouldbedirectedto NCHSDataDisseminationBranchat 301436-8500. Results T ables117containmeasuresof pregnancyandbirthintheUnited States. ChildrenEverBornandTotal BirthsExpected In1995,women1544yearsof ageintheUnitedStateshadhadan averageof1.2birthsperwoman (table1).Thiscompareswith1.2in 1988and1.3in1982(17).In1995, women1544yearsofageexpectedto nishtheirchildbearingwithan averageof2.2childrenperwoman (table1)comparedwith2.2in1988 and2.4in1982(17). Theproportionwhoreportthatthey haveneverbeenpregnantwasmarkedly higherforcollegegraduatesthanfor thosewhodidnotcompletehighschool (table3).Thissamepatternbyeducation isalsoseenwhendataforlivebirthsare examined(tables45):about49percent ofwomen2244yearsofagewhohad graduatedfromcollegehadhadnolive birthsasofthedateofinterview comparedwithjust8percentofwomen 2244yearsofagewithoutahigh schooldiploma(table4).Withinrace andHispanicorigingroups,thepattern wasthesame:collegegraduateshad markedlyhigherpercentschildlessthan womenwithlesseducation(table5). Table6showsacomparison betweenlivebirthsreportedinthe NSFGandlivebirthsregisteredonbirth certicatesintheyears199194.In eachindividualcalendaryearandfor thesumoftheyears199194,the NSFGestimateofthenumberofbirths isveryclosetothebirthcerticatetotal anddiffersfromitbylessthanthe NSFGssamplingerror.TheNSFG estimateisalsoverycloseforwhite women.TheNSFGestimateforblack womenisslightlylower,andthe estimateforotherracessomewhat higherthanthebirthcerticatedata.A discussionofthisdifferenceisgivenin thedenitionofRaceandHispanic originintheDenitionsofTerms. Overall,andbycharacteristicsother thanrace,however,table6showsthat TableB.Numberofwomen,byage:UnitedStates,1982,1988,and1995 Ageơ ... thepopulation.Thenumberofwomen sherepresentsinthepopulationiscalled hersamplingweight.Sampling weightsmayvaryconsiderablyfromthis averagevaluedependingonthe respondentsrace,theresponseratefor similarwomen,andotherfactors.As withanysamplesurvey,theestimatesin thisreportaresubjecttosampling variability.SignicancetestsonNSFG datashouldbedonetakingthesampling designintoaccount. Nonsamplingerrorswereminimized bystringentquality-controlprocedures thatincludedthoroughinterviewer training,checkingtheconsistencyof answersduringandaftertheinterview, imputingmissingdata,andadjustingthe samplingweightsfornonresponseand undercoveragetomatchnationaltotals. Estimatesofsamplingerrorsandother statisticalaspectsofthesurveyare describedinmoredetailinanother separatereport(13). Thisreportshowsndingsby characteristicsofthewomaninterviewed, includingherage,maritalstatus, education,parity,householdincome dividedbythepovertylevel,andraceand Hispanicorigin.Ithasbeenshownthat blackandHispanicwomenhavemarkedly lowerlevelsofincome,education,and accesstohealthcareandhealthinsurance, thanwhitewomen(14).Theseandother factors,ratherthanraceororiginperse, probablyaccountfordifferencesinthe behaviorsandoutcomesstudiedinthis reportamongwhite,black,andHispanic women(15). TableBshowsafactorthatshould beconsideredininterpretingtrendsin pregnancy-relatedbehaviorintheUnited States:thechangingagecompositionof thereproductive-agepopulation.In 1982,therewere54.1millionwomenof reproductiveageintheUnitedStates;in 1988,57.9million;andin1995,60.2 million(16).Thelargebabyboom cohort,bornbetween1946and1964, was1834yearsofagein1982,2442 yearsofagein1988,and3149years ofagein1995.Theselargebirthcohorts werepreceded(upto1945)and followed(196580)bysmallercohorts. Whiletheoverallnumberofwomen 1544yearsofageroseby6million,or 11percentbetween1982and1995,the numberofteenagewomendroppedby about6percent,thenumberofwomen 2024yearsofagedroppedby 15percent,andthenumberofwomen 2529droppedby6percent(tableB).In contrast,thenumberofwomen3044 yearsofageincreasedsharplyfor example,thenumberofwomen4044 yearsofageincreasedby59percent between1982and1995.Also,women 3044yearsofageaccountedfor 54percentofwomen1544yearsofage in1995comparedwith44percentin 1982.Thesedifferencesinage compositionmayberelevantwhenever timetrendsamongwomen1544years ofagearebeingdiscussed. Publicuselesbasedonthe1995 NSFGareavailableoncomputertape. TheywillalsobeavailableonCompact DiscRead-OnlyMemory(CD-ROM). Questionsaboutthecostandavailability ofthecomputertapesshouldbedirected totheNationalTechnicalInformation Service(NTIS),5285PortRoyalRoad, Springeld,VA22161,703487-4650, or1800-553-NTIS.Questionsregarding theCD-ROMlesshouldbedirectedto NCHSDataDisseminationBranchat 301436-8500. Results T ables117containmeasuresof pregnancyandbirthintheUnited States. ChildrenEverBornandTotal BirthsExpected In1995,women1544yearsof ageintheUnitedStateshadhadan averageof1.2birthsperwoman (table1).Thiscompareswith1.2in 1988and1.3in1982(17).In1995, women1544yearsofageexpectedto nishtheirchildbearingwithan averageof2.2childrenperwoman (table1)comparedwith2.2in1988 and2.4in1982(17). Theproportionwhoreportthatthey haveneverbeenpregnantwasmarkedly higherforcollegegraduatesthanfor thosewhodidnotcompletehighschool (table3).Thissamepatternbyeducation isalsoseenwhendataforlivebirthsare examined(tables45):about49percent ofwomen2244yearsofagewhohad graduatedfromcollegehadhadnolive birthsasofthedateofinterview comparedwithjust8percentofwomen 2244yearsofagewithoutahigh schooldiploma(table4).Withinrace andHispanicorigingroups,thepattern wasthesame:collegegraduateshad markedlyhigherpercentschildlessthan womenwithlesseducation(table5). Table6showsacomparison betweenlivebirthsreportedinthe NSFGandlivebirthsregisteredonbirth certicatesintheyears199194.In eachindividualcalendaryearandfor thesumoftheyears199194,the NSFGestimateofthenumberofbirths isveryclosetothebirthcerticatetotal anddiffersfromitbylessthanthe NSFGssamplingerror.TheNSFG estimateisalsoverycloseforwhite women.TheNSFGestimateforblack womenisslightlylower,andthe estimateforotherracessomewhat higherthanthebirthcerticatedata.A discussionofthisdifferenceisgivenin thedenitionofRaceandHispanic originintheDenitionsofTerms. Overall,andbycharacteristicsother thanrace,however,table6showsthat TableB.Numberofwomen,byage:UnitedStates,1982,1988,and1995 Ageơ ... the survey. Further details on the planning and operation of the survey are given in a separate report (12). For Cycle 5 of the NSFG, a national probability sample of 14,000 women 15–44 years of...
Ngày tải lên: 12/02/2014, 23:20
Báo cáo y học: " The cross-sectional GRAS sample: A comprehensive phenotypical data collection of schizophrenic patients" pptx
Ngày tải lên: 11/08/2014, 16:22
Tài liệu Introduction for the security : Networks and exchanges of data Computer security The risks ppt
... Introduction for the security Networks and exchanges of data Computer security The risks Networks and exchanges of data For the exchange of the data, we've changed the technology The ... and exchanges of data The connection between Internet and the company's network open a large way with a lot of persons. They can use this solution and they obtain a lot of services. But ... : Data shared with the clients and the partners Propose different services Profitability The agenda Introduction for the security Networks and exchanges of data Computer...
Ngày tải lên: 09/12/2013, 17:22
Tài liệu ADC KRONE - White Paper - Data Center - 3 principles of Data Center Infrastructure Design (with n pptx
... life of your data center. The Three Principles of Data Center Infrastructure Design Page 7 Deployment The graphic below depicts a sample data center using ADC's comprehensive line of data ... 6 Page 3 The Three Principles of Data Center Design When you understand the three principles of data center design, you are able to: ã Lower your total cost of ownership ã Support your future ... outside world, huge streams of data are transferred to and from equipment areas at extremely high data rates. The infrastructure must consistently support the flow of data without errors that...
Ngày tải lên: 10/12/2013, 03:15
Tài liệu overview of data modeling and database design pptx
... the data model. Modify the data model to support different functional requirements and alternate database designs by normalizing the storage of data before you create the database. Benefits of ... information, see Develop Complex Data Models and Design Databases course description. Overview of Data Modeling and Database Design 8Ć9 Database Design Designing a relational database system involves ... non-UID attribute. Overview of Data Modeling and Database Design 8Ć29 Designing the Database The database design stage produces design specifications for a relational database, including definitions...
Ngày tải lên: 10/12/2013, 17:15
Tài liệu Statistical Description of Data part 9 pptx
... 900 Figure 14.8.1. Top: Synthetic noisy data consisting of a sequence of progressively narrower bumps, and additive Gaussian white noise. Center: Result of smoothing the data by a simple moving window average. ... synthetic data. Bottom: Result of smoothing the data by a Savitzky-Golay smoothing filter (of degree 4) using the same 33 points. While there is less smoothing of the broadest feature, narrower ... panels.) The widths of the bumps (full width at half of maximum, or FWHM) are 140, 43, 24, 17, 13, and 10, respectively. The middle panel of Figure 14.8.1 shows the result of smoothing by a moving...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu Modeling of Data part 1 pptx
... measure of goodness -of- fit. When the third item suggests that the model is an unlikely match to the data, then items (i) and (ii) are probably worthless. Unfortunately, many practitioners of parameter ... graph of data and model “looks good.” This approach is known as chi-by-eye. Luckily, its practitioners get what they deserve. CITED REFERENCES AND FURTHER READING: Bevington, P.R. 1969, Data Reduction ... based on? The answer to these questions takes us into the subject of maximum likelihood estimators. Given a particular data set of x i ’s and y i ’s, we have the intuitive feeling that some parameter...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu Modeling of Data part 4 pptx
... float *xx,*yy,*sx,*sy,*ww,aa,offs; float chixy(float bang) Captive function of fitexy , returns the value of (χ 2 − offs ) for the slope b=tan(bang) . Scaled data and offs are communicated via the ... variance of the linear combination y i − a − bx i of two random variables x i and y i , Var(y i − a − bx i )=Var(y i )+b 2 Var(x i )=σ 2 yi +b 2 σ 2 xi ≡1/w i (15.3.3) The sum of the square of N ... large that the data are consistent with a vertical (infinite b) line. If siga and sigb are returned as BIG , then the data are consistent with all values of b. { void avevar(float data[ ], unsigned...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu Modeling Of Data part 7 pptx
... value of a measured quantity, or the mean of some function of the measured quantities. The bootstrap method [1] uses the actual data set D S (0) , with its N data points, to generate any number of ... or different data reduction techniques, and seek to minimize the uncertainty of the result according to any desired criteria. Offered the choice between mastery of a five-foot shelf of analytical ... Carlo simulation. Suppose that your data set consists of N independent and identically distributed (or iid) data points.” Each data point probably consists of several numbers, e.g., one or more...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu Modeling Of Data part 8 pptx
... *arr,d,sum=0.0; arr=vector(1,ndatat); for (j=1;j<=ndatat;j++) arr[j]=yt[j]-b*xt[j]; if (ndatat & 1) { aa=select((ndatat+1)>>1,ndatat,arr); } else { j=ndatat >> 1; aa=0.5*(select(j,ndatat,arr)+select(j+1,ndatat,arr)); } abdevt=0.0; for ... on the following fact: The median c M of a set of numbers c i is also that value which minimizes the sum of the absolute deviations i |c i − c M | (Proof: Differentiate the above expression ... fractionally small departures for all data points, or else fractionally large departures for a small number of data points. It is the latter interpretation, leading to the notion of outlier points, that is...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu FIR Filters - Fourier Series Method Of FIR Filter Design ppt
Ngày tải lên: 24/12/2013, 12:16
Tài liệu ADC KRONE - White Paper - Data Center - 3 principles of Data Center Infrastructure Design pptx
... life of your data center. Page 3 The Three Principles of Data Center Design When you understand the three principles of data center design, you are able to: ã Lower your total cost of ownership ã ... outside world, huge streams of data are transferred to and from equipment areas at extremely high data rates. The infrastructure must consistently support the flow of data without errors that ... fibers The Three Principles of Data Center Infrastructure Design Page 7 Deployment The graphic below depicts a sample data center using ADC's comprehensive line of data center-grade infrastructure...
Ngày tải lên: 24/01/2014, 03:20