...和克艾尔(1998)则进一步证明了偏小的协方差会导致策略收益在分解时出现偏差,所以他们选用了 6 并增加解释力(Power of Tests),我们使用每次仅移动1个月的重叠期间(Overlapping Holding Periods)方法计算惯性策略或反转策略的收益,具体如下图所示。
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Determine the power of tests, given the research hypothesis.
联系研究假设,确定测试能力。
The IHME believes that scientific journals and official agencies should adopt rigorous vetting methods of predictive power, such as the 20% tests and decadal-withholding exercises.
健康指标和评估研究所认为科学期刊和官方机构应该对预测能力采用严格的核查方法,比如20%测试法和十年移除法。
Machines are used where they're worth it: at another station, one tests the power output of finished cells with a flash of light before robotic arms place them into bins according to performance.
机器要用在更能发挥他们价值的地方:在另一个车间里,用一道光来检测成品电池的输出功率,然后依据检测结果使用机器手将他们放在箱子里。
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