Gaussian Mixture Models∗ Douglas Reynolds MIT Lincoln Laboratory‚ 244 Wood St.‚ Lexington‚ MA 02140‚ USA dar@ll.mit.edu Synonyms GMM; Mixture model; Gaussian mixture density Definition A Gaussian Mixture Model (GMM) is a parametric probability density function represented as a weighted sum of Gaussian component densities. GMMs are commonly used as a parametric model of the probability distribution of continuous measurements or features in a biometric system‚ such as vocal-tract related
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1 . (a) What do you understand by the concept of conservatism ? Why is it also called the concept of prudence? Why is it not applied as strongly today as it used to be in the Past ? (b) What is a Balance Sheet ? How does a Funds Flow Statement differ from a Balance Sheet ? Enumerate the items which are usually shown in a Balance Sheet and a Funds Flow Statement. 2 . (a) Discuss the importance of ratio analysis for inter-firm and intra-firm comparisons including circumstances responsible
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ECM1000 Research Methods in Finance Lecture 9 Autocorrelation 1 Outline • • • • Introduction Consequences of Autocorrelated Disturbances Detecting Autocorrelation Remedy References: Gujrati‚ Ch. 12 Introduction Imagine that we are fitting the regression equation to a set of economic variables observed through time: yt xt1 ........ xtk ut Then it is usual to assume that the disturbance ut represents the net effect of everything not accounted for by the systematic part of
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The 10 stocks are being selected for portfolio 1 among the 15 stocks due to having the highest market capitalization. It is a measurement derive from share price times the number of shares outstanding. In addition‚ it could be represent the public opinion of a company’s net worth. Undoubtedly‚ these 10 stocks are chosen because of having the highest company’s value‚ highest expectation from the public and both highest economic and monetary conditions. Although sometime market cap might be an economic
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Practice Multiple Choice Questions for Exam 2 Prof. Alex Angelus Sept. 20‚ 2014 Question 1 2. Which of the following regarding the mean and variance of a portfolio of two stocks is false? a. . b. . \ c. d. . 2 Question 2 2. Which of the following are required conditions for the distribution of a discrete random variable X that can assume values xi? a. 0 p(xi) 1 for all xi b. c. Both a) and b) are required conditions d. Neither a) nor b) are required conditions
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Think Stats: Probability and Statistics for Programmers Version 1.6.0 Think Stats Probability and Statistics for Programmers Version 1.6.0 Allen B. Downey Green Tea Press Needham‚ Massachusetts Copyright © 2011 Allen B. Downey. Green Tea Press 9 Washburn Ave Needham MA 02492 Permission is granted to copy‚ distribute‚ and/or modify this document under the terms of the Creative Commons Attribution-NonCommercial 3.0 Unported License‚ which is available at http://creativecommons
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Wiener Process Ito ’s Lemma Derivation of Black-Scholes Solving Black-Scholes Introduction to Financial Derivatives Understanding the Stock Pricing Model 22M:303:002 Understanding the Stock Pricing Model 22M:303:002 Wiener Process Ito ’s Lemma Derivation of Black-Scholes Stock Pricing Model Solving Black-Scholes Recall our stochastic dierential equation to model stock prices: dS = σ dX + µ dt S where µ is known as the asset ’s drift ‚ a measure of the average rate
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Examination Name: Course: Date: Final Examination in Statistics (M.A.Ed./M.A.N.) 1.The scores of 15 masteral students in Statistics were 80‚85‚78‚90‚91‚98‚95‚98‚95‚74‚71‚72‚98‚99‚and 87. Find the measures of central tendency‚ the range‚ the variance‚ and the standard deviation. 2. In the performance evaluation of teachers‚ if the dean’s evaluation is given a weight of 5‚ self-evaluation is 2‚ peer’s evaluation is 2‚ and student’s evaluation is 1 and the teacher’s rating is 90‚ 95
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Mid-Exam for Statistics 2 for IBA 12 March 2013; duration: two hours It is NOT allowed to use a graphical‚ programmable calculator; only a simple pocket calculator is allowed. Write the answers to the questions on the attached answering form (on pages 7 and 8); only the answers‚ no derivations. (For this midterm‚ only the final answers to each individual question count.) This mid-exam contains 8 pages: 4 pages with information and three exercises‚ 1 page with a few formulae and 2 pages for
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Location Location Income ($1000) Size Years Credit Balance($) Urban 1 54 3 12 4016 Rural 3 30 2 12 3159 Suburban 2 32 4 17 5100 Suburban 2 50 5 14 4742 Rural 3 31 2 4 1864 Urban 1 55 2 9 4070 Rural 3 37 1 20 2731 Urban 1 40 2 7 3348 Suburban 2 66 4 10 4764 Urban 1 51 3 16 4110 Urban 1 25 3 11 4208 Urban 1 48 4 16 4219 Rural 3 27 1 19 2477 Rural 3 33 2 12 2514 Urban 1 65 3 12 4214 Suburban 2 63 4 13 4965 Urban 1 42 6 15 4412 Urban 1 21 2 18 2448 Rural 3 44 1 7 2995 Urban 1 37 5
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