Sentences with phrase «although averaging correlation»

Although averaging correlation matrices across subjects can represent the connectivity between two nodes as an element in the averaged matrix, such an approach may not accurately summarize the consistent network structure.

Not exact matches

Small caps (Russell 2000) and to a lesser extent Nikkei and EM equities in stocks all have below - average vol and correlations today to S&P 500; makes index hedges cheaper, although the lower level of realized volatility means consensus is looking for an even better entry point to buy equity vol.»

Although such an averaging process may be able to summarize the correlation between two particular nodes, it alters the characteristics of the network as a whole tremendously.

In Table A1 of the appendix, we display results for a similar exercise based on selecting the top 10 % of funds based on either factor loading or value - add correlation; the results are directionally similar, although the magnitudes are (predictably) only about half as large, on average.

Although a useful process to see which models should have more weight, and which ones should be discarded all together, the average that the ensemble produces will automatically have a higher correlation with observation data simply because of how far a set of numbers are spread out from each other.

The diversification proved to improve the average return - to - risk ratio, although the correlation among cryptocurrencies remained relatively high compared to a portfolio of traditional assets.

Although there is clear evidence for these two factors, Card et al. found the average correlation between direct and indirect aggression to be very high — and higher among boys than girls.