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ROC Curve of Japanese stocks

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... Financial Holdings, 2330:Taiwan Semi-conductor Manufacturing ... ROC Curve of IBM, Toyota, 1301, Brownian, and Garch model. SPX. Brownian Motion. Uniform ... – PowerPoint PPT presentation

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Title: ROC Curve of Japanese stocks


1
ROC Curve of Japanese stocks
2
ROC Curve of US stocks
3
ROC Curve of Taiwanese stocks, 1301 Formosa
Plastics Corporation, 2303United
Microelectronics Corporation, 2882Cathay
Financial Holdings, 2330Taiwan Semi-conductor
Manufacturing Company, 2886Mega Financial
Holdings
4
ROC Curve of IBM, Toyota, 1301, Brownian, and
Garch model
5
SPX
6
(No Transcript)
7
(No Transcript)
8
(No Transcript)
9
(No Transcript)
10
Brownian Motion
11
Uniform
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SPX
13
Black-Scholes ModelGeometric Brownian Motion
14
(No Transcript)
15
IBM stock (6/1/20017/19/2001)
16
Errors of maximum eigenvalues and their
corresponding eigenvectors.(The random matrix is
100 by 100 (n100) and m is from 1 to 10.)
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