The RiskMetrics Group Working Paper Number 99-07 On Default Correlation: A Copula Function Approach David X. Li This draft: April 2000 First draft: September 1999 44 Wall St. New York‚ NY 10005 david.li@riskmetrics.com www.riskmetrics.com On Default Correlation: A Copula Function Approach David X. Li April 2000 Abstract This paper studies the problem of default correlation. We first introduce a random variable called “timeuntil-default” to denote the survival time of each
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E720 Notebook Assignment: Correlation Kandell 1 Amount of Sleep and GPA in Graduate Students at Ohio University Many graduate students may not be receiving enough sleep at night. With increased workloads and responsibilities many students are forced to sacrifice their sleep hours to keep up with the work. This means that students are forced to stay up later and get up earlier. It has been found that lack of sleep can reduce ones mental capabilities like a lack of focus. With graduate students
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STAT 420 Examples for 01/15/2013 Spring 2013 Bivariate Normal Distribution: 1 f (x‚ y ) = 1− ρ 2 2 π σ1 σ 2 1 − 2 1− ρ 2 exp ( ) 2 x − µ1 σ 1 x −µ1 −2ρ σ 1 y −µ 2 y −µ 2 + σ2 σ2 2 ‚ − ∞ < x < ∞‚ − ∞ < y < ∞. (a) 2 2 the marginal distributions of X and Y are N µ 1 ‚ σ 1 and N µ
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Standard Metropolitan Statistical Area (SMSA) in the United States‚ obtained for the years 1959-1961. [Source: GC McDonald and JS Ayers‚ “Some applications of the ‘Chernoff Faces’: a technique for graphically representing multivariate data”‚ in Graphical Representation of Multivariate Data‚ Academic Press‚ 1978. Taking the data‚ we can construct a matrix plot of the data in order to take a visible look at whether a correlation seems to exist or not prior to calculations. Data Distribution:
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ISSUES IN ACCOUNTING EDUCATION Vol. 26‚ No. 1 2011 pp. 181–200 American Accounting Association DOI: 10.2308/iace.2011.26.1.181 A Case Study on Cost Estimation and Profitability Analysis at Continental Airlines Francisco J. Román ABSTRACT: This case exposes students to the application of regression analyses to be used as a tool pursuant to understanding cost behavior and forecasting future costs using publicly available data from Continental Airlines. Specifically‚ the case focuses on
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Regression Analysis of Pricing of IPL Players | Project Report | | | | | Pricing of Players in the Indian Premier League Executive Summary In the project‚ price for the players in IPL are analysed against various factors. Not all factors drove the price of a player were directly related to their performance on the field‚ whereas there are specific factors which had a direct impact on player’s remuneration. These factors ranged from performance measure of players such as Strike
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Mel Lazo ISDS 7540 – Marketing Analytics Module Dr. Black 7 December 2012 Pilgrim Bank Case Analysis Introduction and Defining the Relationships The business analyst at Pilgrim Bank‚ Alan Green‚ was tasked with guiding the marketing team to a better understanding of customer profitability. With the help of his supervisor and the IT department‚ he has access to an extensive data set of over 30‚000 customers‚ both old and new. Included are continuous variables for Profit‚ Tenure‚ and Satisfaction
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STUDY OF PROFITABILITY OF A LOGISTICS COMPANY USING ECONOMETRICS TOOLS Executive summary This study examines the impact of three factors‚ namely Sales‚ Fixed assets and Interest paid on the profitability of a logistics company. Econometric tool of multiple linear regression model was used for analyzing the impact of above factors on profitability of a major logistics company GATI Limited. Based on the financial data of last 10 years 2000-2009 the regression analysis has revealed that profitability
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Programming Exercise 2: Logistic Regression Machine Learning October 30‚ 2011 Introduction In this exercise‚ you will implement logistic regression and apply it to two different datasets. 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 with the exercise‚ you will need to download the starter code and unzip its contents to the directory where you wish to complete the exercise
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------------------------------------------------- Tzu Han Hung (Vivian) CASE 2 1. Estimated profit by random selection Expected spending per catalog mailed = 0.053 * $103 = $5.46 Expected Gross Profit by random select= (5.46-2)*180‚000 = $622‚800 2. a) We applied partition to “All_data” sheet‚ and partition output is shown in “Data_Partition1” b) Logistic regression output can be seen in “LR_Output1”. Target variable is “purchase”. We select every variable except sequence_number(meaningless
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