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采集数据前指定精度的一般线性模型估计AI 解读

An estimator $\hat{\beta}$ of $\beta$ is accurate with accuracy $A$ and confidence $\gamma, 0 < \gamma < 1,$ if $P(\hat{\beta} - \beta \in A) \geq \gamma$ for all $\beta.$ Given a sequence $Y_1, Y_2, \cdots$ of independent vector-valued homoscedastic normally-distributed random variables generated via the general linear model $Y_i = X_i\beta + \varepsilon,$ the $k$-dimensional parameter $\beta$ is accurately estimated using a sequential version of the maximum probability…

未来收益贴现下股票市场的最优停止AI 解读

In the random walk stock market model, a stock is purchased at price $x$ and is sold at time $t$ for the price $x + S_t$ where $S_t = \sum^t_0 X_i, X_i$ is the price change during the $i$th epoch, and $X_1, X_2, \cdots$ are i.i.d. random variables with $\mu = E(X_1) > 0$ and finite $\sigma^2 = E(X^2_1) - \mu^2 > 0$. Discounting the future by a factor of $\gamma$ per epoch, $0 < \gamma < 1$, a selling or stopping policy $t$ has expected payoff or utility $u(t) = E\{\gamma^t(x + S_t)\}$…

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