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Problem
Using the clustered covariance matrix V from exercise 1:
(a) Compute the HRP allocations.
(b) Compute the CLA allocations.
(c) Compute the IVP allocations.
Exercise 1
Given the PnL series on N investment strategies:
(a) Align them to the average frequency of their bets (e.g., weekly observations for strategies that trade on a weekly basis).
(b) Compute the covariance of their returns, V.
(c) Identify the hierarchical clusters among the N strategies.
(d) Plot the clustered correlation matrix of the N strategies.
A franchise models the profit from its store as a continuous income stream with a monthly rate of flow at time t given.
In early philosophy, what was the traditional definition of knowledge?
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For this project, you finish the presentation that Davon has prepared. This project has been modified for use in SIMnet
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Calculate the time required to achieve the target junction depth if the annealing temperature is 1050°C in the RTA.
A particle moves in a straight line with the velocity shown in the figure. Knowing that x = -540 m at t = 0, (a) construct the a - t and x - t curves for 0
ECET345- Note the magnitude of the peak value of the step response produced by MATLAB and compare it to the peak value produced by the experimentally measured curve. Why is the MATLAB value much higher than the experimental value?
why were the World War II Liberty ships prone to failure by brittle fracture, whereas the older riveted ships were not similarly affected?
A particular transistor has a power rating at 25°C of 10 W, and a maximum junction temperature of 150°C. What is its thermal resistance? What is its power rating when operated at an ambient temperature of 50°C? What is its junction temperature whe..
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