Sentences with phrase «average uncorrelated»

Is gold a prototypical hedge (based on average uncorrelated or negatively correlated behavior) and safe haven (based on uncorrelated or negatively correlated behavior during a market crash)?

For this the standard deviation of the monthly averaged uncorrelated or white noise of flux might need to be around ~ 2.5 W / m ^ 2 a figure 2 - 4 times the values Isaac gave.

Not exact matches

They apply this analysis to definitions of a hedge (safe haven) as an asset that is uncorrelated or negatively correlated with another asset or portfolio on average (in times of market stress or turmoil).

They ran statistical analyses to uncover the risk of having two diseases together, identifying pairs of diseases for which the percentage of people who had both was higher than would be expected if the diseases were uncorrelated — in other words, a patient who had one disease was more likely than the average person to have the other.

The ratio of these volatilities informs how much of the region - specific variation — the volatility uncorrelated to the global component — can be diversified by simply averaging an equity strategy across countries.

Hopefully, a great story represents an above average long - term growth opportunity (or a catalyst, and / or a lower risk / uncorrelated investment), a great stock ensures you invest in a company & management team which can actually leverage, exploit & deliver genuine long - term shareholder value from this opportunity, while a great price requires you exercise the patience to buy (& sell) at the right time.

In summary, we have generalised the linear fitting f (x) including constant σ (x) to a non-linear fit f (x), σ (x), yet ensuring that the average σ (x) is obtained from the uncorrelated ensemble.

Suppose for the sake of argument that the Atlantic internal variations are uncorrelated with the Indo - pacific, but that the latter, becuase it provides the deepest, most intense convection on average, controls the tropical tropospheric temperatures above the boundary layer (which we think of as being uniform horizontally).

So the error in the monthly average will be at most 0.2 / √ 60 = 0.03 ºC and this will be uncorrelated with the value for any other station or the value for any other month.»

By averaging over the runs, the noise (which is uncorrelated from one run to another) averages out, and what is left is an estimate of the forced signal and its uncertainty.