Financial and business terms. 2012.
Information Coefficient - IC — A correlation value that measures the relationship between a variable s predicted and actual values. The information coefficient is a performance measure used for evaluating the forecasting skill of financial analysts The information coefficient… … Investment dictionary
information coefficient — ( IC) The correlation between predicted and actual stock returns, sometimes used to measure the contribution of a financial analyst. An IC of 1.0 indicates a perfect linear relationship between predicted and actual returns, while an IC of 0.0… … Financial and business terms
information coefficient — (Economics) correlation between the predicted stock return and the actual stock return (used as a basis to judge the skill and reliability of a financial advisor or analyst) … English contemporary dictionary
Coefficient diagram method — (CDM), developed and introduced by Prof. Shunji Manabe in 1991. CDM is an algebraic approach applied to a polynomial loop in the parameter space, where a special diagram called a coefficient diagram is used as the vehicle to carry the necessary… … Wikipedia
Information Mutuelle — Dans la théorie des probabilités et la théorie de l information, l information mutuelle de deux variables aléatoires est une quantité mesurant la dépendance statistique de ces variables. Elle se mesure souvent en bit. L information mutuelle d un… … Wikipédia en Français
Information ratio — measures the active return of an investment manager divided by the amount of risk the manager takes relative to a benchmark. It is used in the analysis of performance of mutual funds, hedge funds, etc. Specifically, the information ratio is… … Wikipedia
Coefficient of determination — In statistics, the coefficient of determination R2 is used in the context of statistical models whose main purpose is the prediction of future outcomes on the basis of other related information. It is the proportion of variability in a data set… … Wikipedia
Coefficient of variation — In probability theory and statistics, the coefficient of variation (CV) is a normalized measure of dispersion of a probability distribution. It is also known as unitized risk or the variation coefficient. The absolute value of the CV is sometimes … Wikipedia
Coefficient de corrélation multiple — Régression linéaire multiple Pour les articles homonymes, voir Régression. Sommaire 1 Modèle théorique 1.1 Exemple 1.2 E … Wikipédia en Français
Coefficient de détermination — Régression linéaire multiple Pour les articles homonymes, voir Régression. Sommaire 1 Modèle théorique 1.1 Exemple 1.2 E … Wikipédia en Français
