1. Your strategy produces 100,000 forecasts over time. You would like to derive the CPCV distribution of Sharpe ratios by generating 1,000 paths. What are the possible combinations of parameters (N, k) that will allow you to achieve that?
2. You discover a strategy that achieves a Sharpe ratio of 1.5 in a WF backtest. You write a paper explaining the theory that would justify such result, and submit it to an academic journal. The editor replies that one referee has requested you repeat your backtest using a CPCV method with N = 100 and k = 2, including your code and full datasets. You follow these instructions, and the mean Sharpe ratio is –1 with a standard deviation of 0.5. Furious, you do not reply, but instead withdraw your submission, and resubmit in a different journal of higher impact factor. After 6 months, your paper is accepted. You appease your conscience thinking that, if the discovery is false, it is the journal’s fault for not having requested a CPCV test. You think, “It cannot be unethical, since it is permitted, and everybody does it.” What are the arguments, scientific or ethical, to justify your actions?
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1 Your Strategy Produces 100 000 Forecasts Over Time You Would Like To Derive The Cp 2664284
/in Uncategorized /by developer1. Your strategy produces 100,000 forecasts over time. You would like to derive the CPCV distribution of Sharpe ratios by generating 1,000 paths. What are the possible combinations of parameters (N, k) that will allow you to achieve that?
2. You discover a strategy that achieves a Sharpe ratio of 1.5 in a WF backtest. You write a paper explaining the theory that would justify such result, and submit it to an academic journal. The editor replies that one referee has requested you repeat your backtest using a CPCV method with N = 100 and k = 2, including your code and full datasets. You follow these instructions, and the mean Sharpe ratio is –1 with a standard deviation of 0.5. Furious, you do not reply, but instead withdraw your submission, and resubmit in a different journal of higher impact factor. After 6 months, your paper is accepted. You appease your conscience thinking that, if the discovery is false, it is the journal’s fault for not having requested a CPCV test. You think, “It cannot be unethical, since it is permitted, and everybody does it.” What are the arguments, scientific or ethical, to justify your actions?
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10 00 Points The Following Table Contains The Small Signal Parameters For A Bipolar 3297887
/in Uncategorized /by developer10.00 points The following table contains the small-signal parameters for a bipolar transistor. What are the values of BFad VA? Fill in the values of the missing entries in the table if VCE 8 V. (Round off the solution to one decimal place except for gm. For gm, round off the solution to two decimal places.) Bi Transistor Small-S Parameters lc 0.003 A 50000 O MA 0.25 S 430 O 10-4 490000 O Hints ReferenceseBook & Resources Hotel 10.00 points The following table contains the small-signal parameters for a MOSFET. What are the values of Kn ad? Fill in the values of the missing entries in the table if Vos 5.3 V and VTN 1.1 V. (Round off the solution to one decimal place.) MOFSET Small-Signal Parameters 9m (S) SMALL- SIGNAL LIMIT gs V 30 0.0001 x10 5 X10 12 x1o Hints References eBook & Resources Hint#1 Check my work
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10 7 Composite Or Weighted Average Cost Of Capital Wacc Wacc Midwest Electric 2852784
/in Uncategorized /by developer10-7: Composite, or Weighted Average, Cost of Capital, WACC WACC Midwest Electric Company (MEC) uses only debt and common equity. it can borrow unlimited amounts at an interest rate of rd = 11% as long as it financ at its target capital structure, which calls for 35% debt and 65% common equity. Its last dividend (Do) was $2.20, its expected constant growth rate Is 3%, and Its common stock sells for $21. MEC’s tax rate is 40%. Two projects are available: Project A has a rate of return of 14%, while Project B’s return i 11%. These two projects are equally risky and about as risky as the firm’s existing assets.
a. What is its cost of common equity? Round your answer to two decimal places.
WACC? Round your answer to two decimal places,
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10 10 How Does The Use Of A Time Driven Activity Based Cost Tdabc System Facilitate 2904065
/in Uncategorized /by developer10-10 How does the use of a time-driven activity-based cost (TDABC) system facilitate the preparation of budgets for an organization?
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10 A Fill Out The Truth Table For The Following Sum Of Products Equation A B C B Wri 3297891
/in Uncategorized /by developer10) (a) Fill out the truth table for the following Sum-of-Products Equation: A,B,C (b) Write out the long-hand Boolean expression for function F from part a
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10 According To The Keynesian Cross Analysis When There Is A Shift Upward In The 3346230
/in Uncategorized /by developer10. According to the Keynesian-cross analysis, when there is a shift upward in the government-purchases schedule by an amount This is a macroeconomics question. I found a similar question online that was exactly the same but mentioned an equal change in planned expenditure and the answer for that problem was C) so I know that the answer to this one can’t be C). Your help and explanation would be very appreciated. Thank you! Show transcribed image text
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10 Changing Nominal Gdp To Real Gdp Aa Aa The Following Table Contains Data On The F 3293892
/in Uncategorized /by developer10. Changing nominal GDP to real GDP Aa Aa The following table contains data on the fictional country of Penguinia. Presented are the country’s nominal GDP, real GDP, and the relevant GDP chain price index in a number of years. The base year for the chain price index is 1983. Using the data available in the table, fill in the blank cells with the correct value. Year Nominal GDP Real GDP 1990 1993 1996 GDP Chain Price Index 143.76 121.92 $7,990 $7,476 $7,508 $5,558 $6,822 From 1990 to 1993, nominal GDP by , while real GDP by
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10 Consider An Industry With A Linear Inverse Demand P 100 Q And Mc Ac 10 Solve For 3439985
/in Uncategorized /by developer10) Consider an industry with a linear inverse demand, p = 100 – Q, and MC = AC = $10. Solve for industry output, price, and profits if the industry is: Perfectly competitive Monopolistic
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10 Discrete Impulse Signal Is A Power Or Energy Signal A Power Signalb Energy Signal 3199798
/in Uncategorized /by developer10. Discrete impulse signal is a power or energy signal?a) Power signalb) Energy signalc) Both power and energy signald) Neither power or energy signal
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10 Marks 12 Q 5 Consider An Electronic Amplifier Based On N P N Bipolar Transistor I 3297924
/in Uncategorized /by developer10 Marks 12 Q-5 Consider an electronic amplifier based on n-p-n bipolar transistor in circuit common emitter. Please: i) Draw the circuit of the amplifier. ii) Use the input current-voltage characteristic of the transistor and the circuit from i) and explain the operation of the amplifier. Show the graphs of the electrical quantities in the circuit as functions of the time.
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