Mutual funds are usually classified on the basis of their objectives. If the activities of mutual funds are consistent with their stated objectives, investors may look at the latter as signals of their risks and incom...Mutual funds are usually classified on the basis of their objectives. If the activities of mutual funds are consistent with their stated objectives, investors may look at the latter as signals of their risks and incomes. This work analyzes mutual fund objective classification in China by statistical methods of distance analysis and discriminant analysis; and examines whether the stated investment objectives of mutual funds adequately represent their attributes to investors. That is, if mutual funds adhere to their stated objectives, attributes must be heterogeneous between investment objective groups and homogeneous within them. Our conclusion is to some degree, the group of optimized exponential funds is heterogeneous to other groups. As a whole, there exist no significant differences between different objective groups; and 50% of mutual funds are not consistent with their objective groups.展开更多
A discriminant method for optimizing activity in nuclear medicine studies is validated by comparison with ROC (received operating characteristic)-curves. The method is tested in 21 single photon emission computerize...A discriminant method for optimizing activity in nuclear medicine studies is validated by comparison with ROC (received operating characteristic)-curves. The method is tested in 21 single photon emission computerized tomography (SPECT), performed with a cardiac phantom. Three different lesions (Lb L2 and L3) were placed in the myocardium-wall by pairs fbr each SPECT. Three activities (84, 37 or 18.5 MBq) of 99mTc were used as background. Linear discriminant analysis was used to select the parameters that characterize image quality among the measured variables in the images [(Background-to-Lesion (B/Li) and Signal-to-Noise (S/N) ratios)]. Two clusters with different image quality (P=0.021 ) were obtained. The ratios B/Lj, B/L2 and B/L3 are the parameters used to construct the function with 100% of cases correctly classified into the clusters. The value of 37 MBq was the lowest tested activity for which good results for the B/Li ratios were obtained. The result coincides with the applied ROC-analysis (r=0.89).展开更多
Based on the principle of Mahalanobis distance discriminant analysis (DDA) theory, a stability classification model for mine-lane surrounding rock was established, including six indexes of discriminant factors that re...Based on the principle of Mahalanobis distance discriminant analysis (DDA) theory, a stability classification model for mine-lane surrounding rock was established, including six indexes of discriminant factors that reflect the engineering quality of surrounding rock: lane depth below surface, span of lane, ratio of directly top layer thickness to coal thickness, uniaxial comprehensive strength of surrounding rock, development degree coefficient of surrounding rock joint and range of broken surrounding rock zone. A DDA model was obtained through training 15 practical measuring samples. The re-substitution method was introduced to verify the stability of DDA model and the ratio of mis-discrimination is zero. The DDA model was used to discriminate 3 new samples and the results are identical with actual rock kind. Compared with the artificial neural network method and support vector mechanic method, the results show that this model has high prediction accuracy and can be used in practical engineering.展开更多
文摘Mutual funds are usually classified on the basis of their objectives. If the activities of mutual funds are consistent with their stated objectives, investors may look at the latter as signals of their risks and incomes. This work analyzes mutual fund objective classification in China by statistical methods of distance analysis and discriminant analysis; and examines whether the stated investment objectives of mutual funds adequately represent their attributes to investors. That is, if mutual funds adhere to their stated objectives, attributes must be heterogeneous between investment objective groups and homogeneous within them. Our conclusion is to some degree, the group of optimized exponential funds is heterogeneous to other groups. As a whole, there exist no significant differences between different objective groups; and 50% of mutual funds are not consistent with their objective groups.
基金Project supported by the Third World Academy of Sciences (TWAS), Cuba
文摘A discriminant method for optimizing activity in nuclear medicine studies is validated by comparison with ROC (received operating characteristic)-curves. The method is tested in 21 single photon emission computerized tomography (SPECT), performed with a cardiac phantom. Three different lesions (Lb L2 and L3) were placed in the myocardium-wall by pairs fbr each SPECT. Three activities (84, 37 or 18.5 MBq) of 99mTc were used as background. Linear discriminant analysis was used to select the parameters that characterize image quality among the measured variables in the images [(Background-to-Lesion (B/Li) and Signal-to-Noise (S/N) ratios)]. Two clusters with different image quality (P=0.021 ) were obtained. The ratios B/Lj, B/L2 and B/L3 are the parameters used to construct the function with 100% of cases correctly classified into the clusters. The value of 37 MBq was the lowest tested activity for which good results for the B/Li ratios were obtained. The result coincides with the applied ROC-analysis (r=0.89).
基金Project(50490274) supported by the National Natural Science Foundation of China
文摘Based on the principle of Mahalanobis distance discriminant analysis (DDA) theory, a stability classification model for mine-lane surrounding rock was established, including six indexes of discriminant factors that reflect the engineering quality of surrounding rock: lane depth below surface, span of lane, ratio of directly top layer thickness to coal thickness, uniaxial comprehensive strength of surrounding rock, development degree coefficient of surrounding rock joint and range of broken surrounding rock zone. A DDA model was obtained through training 15 practical measuring samples. The re-substitution method was introduced to verify the stability of DDA model and the ratio of mis-discrimination is zero. The DDA model was used to discriminate 3 new samples and the results are identical with actual rock kind. Compared with the artificial neural network method and support vector mechanic method, the results show that this model has high prediction accuracy and can be used in practical engineering.