Sentences with phrase «average correlation»

There have been a lot of articles written recently about a high average correlation level in the stock market.

The losses are so big that the low average correlation has not reduced the risk enough to justify the loss.

Average correlations for each participant per emotion were then calculated.

The replicate sample was examined for average correlation of beta values between plates and was found to be greater than 0.99.

An average network, which is produced by averaging correlation matrices across subjects, does not properly represent the characteristics of the individual networks [26].

In fact, several functional brain network studies have generated a group network by simply averaging the correlation coefficients between the same set of nodes across subjects [10], [12], [13].

This was done by averaging the correlation matrices from all the subjects, element by element.

«Clearly correlations aren't stable through time,» he concludes, adding that investors who rely on average correlation to determine risk aren't diversifying at all.

Several network science methods have been developed to compare the modular organization across multiple networks [15], [16], thus application of such methods in brain network data is more appropriate than simply averaging correlation matrices.

The United States came with an above - average correlation at 0.884.

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.

The 65 - day average correlation of stocks fell to 0.52 in January.

Pearson and ICC between AQoL - 8D and other MAU instruments resulted in above average coefficients, with the former technique and the highest average correlation using the ICC; however, differences were generally small.

Correlations were then transformed using Fisher's Z for all subsequent analyses, as recommended when averaging correlation coefficients (Silver and Dunlap 1987).

But what seems particularly troubling to some commentators in 2014 is that the underperformance of active managers has occurred in the face of below - average correlations in most equity markets.

In particular, we generated an average network by averaging the correlation matrices from all the subjects (n = 194).

Regional correlations were obtained by averaging correlation coefficients which exhibit p - values less than 0.05, for land, ocean, and total field domains.

During this period, when the policy rate was above 2 %, the average correlation was zero.

But notice that because of the differing economic performances, the average correlation of returns across various countries also drops noticeably.

For the past 30 years, the average correlation between the LBMA gold price and the S&P 500 Index has been negative 0.06.

In periods when the fed funds rate has been below 2 %, as has been the case since end of» 08, the average correlation has been roughly -0.33 -0.25.

They then relate this average correlation to normalized DJIA return over the same interval.

A strong (weak) hedge exhibits negative (zero) average correlation with a reference asset / portfolio.

Results indicate that, while the average correlation is near zero, it drifts higher and lower over relatively short subperiods.

A diversifier exhibits a positive (but less than one) average correlation with a reference asset / portfolio.

«Both, aggregate index variance and average correlation, are co-moving negatively with the market return, that is, they tend to increase during bear markets, and, hence, should contribute to the equity risk premium....

The average correlation between the two currencies over the post-float period has been close to zero.

The average correlation between these estimates and subsequent 10 - year S&P 500 total returns is 84 %.

During this period, when the policy rate was above 2 %, the average correlation was close to zero.

In periods when the fed funds rate has been below 2 %, as has been the case since late» 08, the average correlation has been roughly -0.25.

For instance, averaging correlation matrices across individual subjects resulted in the separation of the left from the right dorsal lateral prefrontal cortex.

The resulting correlation matrix was thresholded in the same way as described above, producing an adjacency matrix based on the average correlation.

Thus, in the calculation of the average correlation matrix, the denominator was adjusted for the number of all valid correlation coefficients at each element of the matrix.

This average correlation matrix was then thresholded (see Materials and Methods) and modular organization was then detected on the resulting adjacency matrix.

The average correlation coefficient comparing responses for specific fruits and vegetables on the 1980 FFQ with intake from four 1 - week dietary records corrected for within - person variation was about 0.54, ranging from 0.17 for spinach to 0.84 for orange juice.

The average correlation coefficient for fruit consumption based on four (commonly consumed) fruits was 0.72 and for vegetable consumption based on nine vegetables was 0.46 (21).

A review of research by Duke University Professor Harris Cooper found that for elementary school students, «the average correlation between time spent on homework and achievement... hovered around zero.»

The correlation between reading and science achievement was statistically significant in all 41 countries examined, ranging from 0.599 to 0.892, with an average correlation of 0.805.

The average correlation (0.819) was higher than it had been in 2003 (0.805), which is notable, as several countries that year piloted a new version of the science assessment that was specifically designed to reduce the reading difficulty or reading load of the questions while retaining the science content.

Their study identifies 21 leadership «responsibilities» and calculates an average correlation between each responsibility and whatever measures of student achievement were used in the original studies.

The average correlation between rolling 24 - month returns was 0.95 and 0.96 for MTUM with FTC and MTUM with PWB, respectively.

Here is the average correlation matrix: