Consider the following outputs based on fitting a weighted arithmetic mean (WAM) and a weighted power mean
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Question:
Consider the following outputs based on fitting a weighted arithmetic mean (WAM) and a weighted power mean with p = -2 (PM)
WAM
RMSE 0.1088
Average L1 error 0.0979
Pearson correlation 0.8871
Spearman correlation 0.8968
i w_i
1 0.2846
2 0.3692
3 0.1538
4 0.1924
PM
RMSE 0.0637
Average L1 error 0.0517
Pearson correlation 0.9483
Spearman correlation 0.9488
i w_i
1 0.2750
2 0.3375
3 0.1875
4 0.2
Define the data that was used for fitting?
Related Book For
Introduction To Corporate Finance
ISBN: 9781118300763
3rd Edition
Authors: Laurence Booth, Sean Cleary
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