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6036Implied AR(1) Coefficient From a Target Half-LifeA desk wants a mean-reverting signal whose shocks lose half their expected size every 5 trading days. If the signal is modeled as AR(1), X (t+1) = phi X t + epsilon (t+1), what value of phi is implied?统计中等数值题未尝试面试订阅6039Ornstein-Uhlenbeck Speed to Discrete CoefficientA spread is modeled in continuous time as a mean-reverting Ornstein-Uhlenbeck process with reversion speed kappa = 0.5 per day. If you sample it once per day and fit an AR(1), what discrete coefficient phi should you expect?统计中等数值题未尝试面试订阅