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Analysis of an event study using the Fama–French five‑factor model:teaching approaches including spreadsheets and the R programming language
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作者 Monica Martinez‑Blasco Vanessa Serrano +1 位作者 Francesc Prior Jordi Cuadros 《Financial Innovation》 2023年第1期2042-2075,共34页
The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts.However,only a limited number of free tools are... The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts.However,only a limited number of free tools are available for this purpose.Given this lack of tools,the present study provides two approaches to facilitate the implementa-tion of an event study.The first approach consists of a set of MS Excel files based on the Fama–French five-factor model,which allows the application of the event study methodology in a semi-automatic manner.The second approach is an open-source R-programmed tool through which results can be obtained in the context of an event study without the need for programming knowledge.This tool widens the calculus possibilities provided by the first approach and offers the option to apply not only the Fama–French five-factor model but also other models that are common in the finan-cial literature.It is a user-friendly tool that enables reproducibility of the analysis and ensures that the calculations are free of manipulation errors.Both approaches are freely available and ready-to-use. 展开更多
关键词 Event study Fama–French five-factor model Financial education Teaching innovation SPrEADSHEET r programming language
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Statistical Approach to Basketball Players’Skill Level
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作者 Jiajun Wu 《Journal of Applied Mathematics and Physics》 2024年第4期1352-1363,共12页
In basketball, each player’s skill level is the key to a team’s success or failure, the skill level is affected by many personal and environmental factors. A physics-informed AI statistics has become extremely impor... In basketball, each player’s skill level is the key to a team’s success or failure, the skill level is affected by many personal and environmental factors. A physics-informed AI statistics has become extremely important. In this article, a complex non-linear process is considered by taking into account the average points per game of each player, playing time, shooting percentage, and others. This physics-informed statistics is to construct a multiple linear regression model with physics-informed neural networks. Based on the official data provided by the American Basketball League, and combined with specific methods of R program analysis, the regression model affecting the player’s average points per game is verified, and the key factors affecting the player’s average points per game are finally elucidated. The paper provides a novel window for coaches to make meaningful in-game adjustments to team members. 展开更多
关键词 Physics-Informed Statistics Multiple Linear regression Average Score per Game r Program Analysis
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The Evaluation of Child Capacity by Machine Learning According to the Region
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作者 Jamyandorj Narantuya Tsend Ganbat 《Journal of Computer and Communications》 2022年第6期90-98,共9页
Mongolian territory is 1.5 million square kilometers, there are 1.439 kindergartens that include 263.333 children. Mongolia has 5 regional zones. The research was made on selected provinces such as Sukhbaatar district... Mongolian territory is 1.5 million square kilometers, there are 1.439 kindergartens that include 263.333 children. Mongolia has 5 regional zones. The research was made on selected provinces such as Sukhbaatar district from Ulaanbaatar region, Huvsgul aimag from Khangai region, Umnugobi from Central region, Dornod aimag from Eastern region and Bayan-Ulgii from Western region. Total 450 preschool children at age of 3 - 5 years old (30 children at every 3, 4 and 5 years old) were selected randomly, they performed 5 tasks of Math according to the curriculum. The classification of age, sex and region was made under cluster analyses of children’s mathematical ability using research method. The purpose of the research is classification of province zone, determination of inequality and difference between rural and urban areas. It is made support for developer’s policy and decision makers of education under the base of financing and sharing kindergarten budget, specialization, retraining of teachers and children, developing, elaboration and planning curriculum. 展开更多
关键词 Data Mining Machine Learning Clustering HCPC r programming
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High-level radioactive waste disposal in China: update 2010 被引量:40
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作者 Ju Wang 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE 2010年第1期1-11,共11页
For geological disposal of high-level radioactive waste (HLW), the Chinese policy is that the spent nuclear fuel (SNF) should be reprocessed first, followed by vitrification and final disposal. The preliminary rep... For geological disposal of high-level radioactive waste (HLW), the Chinese policy is that the spent nuclear fuel (SNF) should be reprocessed first, followed by vitrification and final disposal. The preliminary repository concept is a shaft-tunnel model, located in saturated zones in granite, while the final waste form for disposal is vitrified high-level radioactive waste. In 2006, the government published a long-term research and development (R&D) plan for geological disposal of high-level radioactive waste. The program consists of three steps: (1) laboratory studies and site selection for a HLW repository (2006-2020); (2) underground in-situ tests (2021-2040); and (3) repository construction (2041-2050) followed by operation. With the support of China Atomic Energy Authority, comprehensive studies are underway and some progresses are made. The site characterization, including deep borehole drilling, has been performed at the most potential Beishan site in Gansu Province, Northwestern China. The data from geological and hydrogeological investigations, in-situ stress and permeability measurements of rock mass are presented in this paper. Engineered barrier studies are concentrated on the Gaomiaozi bentonite. A mock-up facility, which is used to study the thermo-hydro-mechano-chemical (THMC) properties of the bentonite, is under construction. Several projects on mechanical properties of Beishan granite are also underway. The key scientific challenges faced with HLW disposal are also discussed. 展开更多
关键词 geological disposal high-level radioactive waste r&D program site selection BENTONITE
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A general introduction to the development of Good Laboratory Practice in China 被引量:2
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作者 张靖 范潇予 +1 位作者 靳洪涛 耿兴超 《Journal of Chinese Pharmaceutical Sciences》 CAS CSCD 2017年第7期534-544,共11页
Good laboratory practice(GLP) plays an important role in pre-clinical studies, which are a key stage in new drug research and development(R&D). The development of GLP in China started in the late 1990 s. Followin... Good laboratory practice(GLP) plays an important role in pre-clinical studies, which are a key stage in new drug research and development(R&D). The development of GLP in China started in the late 1990 s. Following 20 years of developments, GLP system has already been established in this country. This review firstly evaluated all the institutions in this field, and described the annual number and total number of institutions, the distribution of GLP institutions, the types of GLP institutions, and the service provided by these GLP institutions. Since the initiation of the National Key Technology R&D Program during the 11 th Five-Year Plan, it had a significant effect on the development of GLP. Therefore, the institutions which have undertaken projects from this program will be introduced later. We also described the infrastructure of hardware and software in GLP institutions along with their faults, such as variation in development and the lack of innovation. 展开更多
关键词 GLP National Key Technology r&D Program China
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Quantification of rhBMP2 in bioactive bone materials 被引量:2
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作者 Huan Lian Han Wang +1 位作者 Qianqian Han Chunren Wang 《Regenerative Biomaterials》 SCIE 2020年第1期71-75,共5页
Bone morphogenetic protein(BMP),belongs to transforming growth factor-b(TGF-b)superfamily except BMP-1.Implanting BMP into muscular tissues induces ectopic bone formation at the site of implantation,which provides opp... Bone morphogenetic protein(BMP),belongs to transforming growth factor-b(TGF-b)superfamily except BMP-1.Implanting BMP into muscular tissues induces ectopic bone formation at the site of implantation,which provides opportunity for the treatment of bone defects.Recombinant human BMP-2(rhBMP-2)has been used clinically,but the lack of standard methods for quantifying rhBMP-2 biological activity greatly hindered the progress of commercialization.In this article,we describe an in vitro rhBMP-2 quantification method,as well as the data analyzation pipeline through logistic regression in RStudio.Previous studies indicated that alkaline phosphatase(ALP)activity of C2C12 cells was significantly increased when exposed to rhBMP-2,and showed dose-dependent effects in a certain concentration range of rhBMP-2.Thus,we chose to quantify ALP activity as an indicator of rhBMP-2 bioactivity in vitro.A sigmoid relationship between the ALP activity and concentration of rhBMP-2 was discovered.However,there are tons of regression models for such a non-linear relationship.It has always been a major concern for researchers to choose a proper model that not only fit data accurately,but also have parameters representing practical meanings.Therefore,to fit our rhBMP-2 quantification data,we applied two logistic regression models,three-parameter log-logistic model and four-parameter log-logistic model.The four-parameter log-logistic model(adj-R2>0.98)fits better than three-parameter log-logistic model(adj-R2>0.75)for the sigmoid curves.Overall,our results indicate rhBMP-2 quantification in vitro can be accomplished by detecting ALP activity and fitting four-parameter log-logistic model.Furthermore,we also provide a highly adaptable R script for any additional logistic models. 展开更多
关键词 rhBMP-2 bioactivity quantification statistical model fitting r programming
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