Principal Component Value at Risk: an application to the measurement of the interest rate risk exposure of Jamaican Banks to Government of Jamaica (GOJ) Bonds Mark Tracey1 Financial Stability Department Research & Economic Programming Division Bank of Jamaica Abstract This paper develops an effective value at risk (VaR) methodology to complement existing Bank of Jamaica financial stability assessment tools. This methodology employs principal component analysis and key rate durations for
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Programming Exercise 7: K-means Clustering and Principal Component Analysis Machine Learning Introduction In this exercise‚ you will implement the K-means clustering algorithm and apply it to compress an image. In the second part‚ you will use principal component analysis to find a low-dimensional representation of face images. Before starting on the programming exercise‚ we strongly recommend watching the video lectures and completing the review questions for the associated topics. To get started
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NEW 7 QC TOOLS 1. Affinity Diagrams For Pinpointing the Problem in a Chaotic Situation and Generating Solution Strategies ò Gathers large amounts of intertwined verbal data (ideas‚ opinions‚ issues) ò Organizes the data into groups based on natural relationship ò Makes it feasible for further analysis and to find a solution to the problem. Advantages of Affinity Diagrams ò Facilitates breakthrough thinking and stimulate fresh ideas ò Permits the problem
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To appear in: Moutinho and Hutcheson: Dictionary of Quantitative Methods in Management. Sage Publications Principal Components Analysis Introduction Principal Components Analysis (PCA) attempts to analyse the structure in a data set in order to define uncorrelated components that capture the variation in the data. The identification of components is often desirable as it is usually easier to consider a relatively small number of unrelated components which have been derived from the data than
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Automatic Emotion Recognition from Speech using Reduced Feature Set & Different Classifiers U09CO202 U09CO207 U09CO206 U09CO240 Outline ● Project Preliminary : A quick recap ● Running the SVM classifier - Weka ● Improvising the baseline model ○ Principal Component Analysis ○ Feature Subset Selection ● Comparison of different models ● Building a local database ● Next Steps... Outline ● Project Preliminary : A quick recap ● Running the SVM classifier - Weka ● Improvising the baseline
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Haralick [68] defined 14 statistical features of gray-level co-occurrence matrix for texture classification such as entropy‚ energy‚ contrast‚ auto correlation and Level co-occurrence matrix method of representing texture feature has found useful application in recognizing fabric defects‚ and in rock texture classification and retrieval. The detailed description of Haralick Texture Feature and Tamura Texture Features given below: 3.1.2.1.1 Haralick Texture Feature Gray Level Co-occurrence Matrix
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The Enthalpy Change of the Decomposition of Calcium Carbonate _INTRODUCTION_ RESEARCH QUESTION: What is the enthalpy change of the decomposition of calcium carbonate? BACKGROUND: Enthalpy in chemistry can be thought of as the energy contained within the bonds‚ or the internal energy‚ but it is not heat and you can only measure changes in it. When bond bonds break in the reactants energy is given off‚ when bonds form‚ energy is absorbed. If the energy absorbed is less than the energy released
Free Thermodynamics Energy Calcium carbonate
Purpose Since there are two possible oxidation numbers for the iron nails‚ by this experiment we will need to determine the actual oxidation number of the iron in this experiment. Hypothesis As said in the introduction there will be two possible decomposition reactions: Fe (Ⅱ) + CuCl2 (aq) → Cu + FeCl2 2Fe (Ш) + 3CuCl2 (aq) → 3Cu + 2FeCl2 We can measure the mass of the two iron nails‚ and the copper after the reaction. Thus‚ we can compare the ratio of the mole and the mass of iron and copper. Procedure
Free Stoichiometry Iron Yield
Decomposition of Sodium Chlorate to Create Oxygen Gas Introduction: There are several types of chemical reactions. Those reactions include synthesis‚ decomposition‚ single replacement‚ and double replacement. In this experiment‚ we will be decomposing sodium chlorate to create oxygen gas. In a decomposition reaction‚ a chemical compound is being separated into elements or simpler compounds. AB → A + B is a simple way of expressing what happens in a decomposition reaction‚ AB break down into A
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P LANNING Aim: Our aim is to detect which factors affect the rate of the decomposition of hydrogen peroxide with a fixed mass of catalyst. A catalyst is a substance‚ which alters the speed‚ or rate of a chemical reaction but is chemically unchanged at the end of the reaction. The two factors that we can change are the temperature and the concentration. We chose to vary the concentration of hydrogen peroxide. The catalyst to speed up the reaction without affecting the result will be manganese
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