factor model

Also found in: Financial.

factor model

[′fak· tər ‚mäd·əl]

(statistics)

Any one of the probability models which goes into the construction of a product model.

Mentioned in ?

generalized binomial trials model

References in periodicals archive ?

Caption: FIGURE 4: (a) Factor model representing community structure with no migration; (b) simple Cartesian product formula applied to the SI and community structure models, giving an incorrect result.

Products of Compartmental Models in Epidemiology

Detailed analysis of dynamics of the standard four factors from the Carhart model helped us to define the final specification of the five factor model. Below we present the detailed description of the procedure of calculating HML, SMB, VML and VMC risk factors, definitions of zero-investment portfolios based on them and then our observation concerning these factors' dynamics.

Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices

Lastly, the differences between the chi-square-values for the three models were calculated following a likelihood ratio test under the null hypothesis that the one-factor model fits as well as the two-factor models, and that the two-correlated factor model fits as well as the hierarchical factor model.

Estructura factorial y propiedades psicometricas de la Escala de Actitudes Disfuncionales Revisada en universitarios colombianos

Confirmatory factor analyses were used to test and compare several alternative models: a four factor model (M4), a single factor model (M1) and a five factor hierarchical model (M5) with four first-order factors and a global second order factor.

Intrinsic motivation inventory: psychometric properties in the context of first language and mathematics learning/Inventario de motivacao intrinseca: propriedades psicometricas em contexto de aprendizagem da lingua materna e matematica

Durango, CO, February 10, 2015 --(PR.com)-- Haugen Systems (www.quantitativeinvestment.com) has produced and tested its first Emerging Markets version of the Haugen Expected Return Factor Model covering Central Asia, which includes China, India and Taiwan.

Move Over ETFs - Quantitative Finance Model Cracks Open Emerging Markets

These results were confirmed by Macmann, Mueller-Plasket, Barnett, and Siler (1991), who conducted a principal component factor analysis with 829 children who had total IQ scores of 120 or above, in which the single factor model (composed of Information, Similarities, Vocabulary and Comprehension) was the most consistent solution.

Usefulness of WISC-IV in determining intellectual giftedness

The Norris-Landzberg (NL) model (1969) is an acceleration factor model that has served electronics for years.

SMTA International: A Closed-Form Norris-Landzberg Solder Reliability Model

To investigate the relationship between Five Factor Model of Personality (FFM) and students' performance in medical college.

Relationship between big five personality traits and academic performance in medical students

We establish this fact by drawing comparisons between the static factor model for the CFNAI and several dynamic factor models that include quarterly real GDP growth but differ from the Brauning and Koopman (2014) methodology in how they include it.

Nowcasting using the Chicago Fed National Activity Index

The energy consumption factor model for each road type is established, respectively, in which, instead of microscopic driving parameters, average travel speed, which is available in most current traffic information systems, is used as independent variable and VSP is used as intermediate variable.

Comparison of electric vehicle's energy consumption factors for different road types

Capital Asset Pricing Model (CAPM), Inter-temporal Capital Asset Pricing Model (ICAPM), Arbitrage Pricing Theory (APT), Three and Four Factor Model (TFM, FFM) to Seven Factor Model.

A comparative study of CAPM and seven factors risk adjusted return model

In the analysis of .a large pool of assets' returns, a basic mean--variance analysis requires estimation of a quadratically increasing number of expected returns, standard deviations, and correlation coefficients) To overcome the difficulty of having to estimate the statistics using long historical data to attain low standard deviations, a linear factor model that relates the returns of the portfolio to a finite number of factors can be introduced.