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Excel graph of the difference between two evaluations of the smallest root of a quadratic: direct evaluation using the quadratic formula (accurate at smaller b) and an approximation for widely spaced roots (accurate for larger b). The difference reaches a minimum at the large dots, and round-off causes squiggles in the curves beyond this minimum.
Exponential smoothing or exponential moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function.Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time.
In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or (0, 1) in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.
Krippendorff's alpha coefficient, [1] named after academic Klaus Krippendorff, is a statistical measure of the agreement achieved when coding a set of units of analysis.. Since the 1970s, alpha has been used in content analysis where textual units are categorized by trained readers, in counseling and survey research where experts code open-ended interview data into analyzable terms, in ...
Alpha is a way to measure excess return, while beta is used to measure the volatility, or risk, of an asset. Beta might also be referred to as the return you can earn by passively owning the market.
Smoothing of a noisy sine (blue curve) with a moving average (red curve). In statistics, a moving average (rolling average or running average or moving mean [1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set.
ModelRisk [9] – risk analysis add-in for Excel. Primavera risk analysis – project risk analysis simulation tool. Tamara [10] – project risk analysis simulation tool. Wolfram Mathematica [11] – mathematical symbolic computation program. R (programming language): mc2d package. [12] Python (programming language): pertdist package. [13]
These equations show that the stock return is influenced by the market (beta), has a firm specific expected value (alpha) and firm-specific unexpected component (residual). Each stock's performance is in relation to the performance of a market index (such as the All Ordinaries). Security analysts often use the SIM for such functions as ...