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  2. Value at risk - Wikipedia

    en.wikipedia.org/wiki/Value_at_risk

    The 1% VaR is then $0, because the probability of any loss at all is 1/128 which is less than 1%. They are, however, exposed to a possible loss of $12,700 which can be expressed as the p VaR for any p ≤ 0.78125% (1/128). [3] VaR has four main uses in finance: risk management, financial control, financial reporting and computing regulatory ...

  3. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    This algorithm can easily be adapted to compute the variance of a finite population: simply divide by n instead of n − 1 on the last line.. Because SumSq and (Sum×Sum)/n can be very similar numbers, cancellation can lead to the precision of the result to be much less than the inherent precision of the floating-point arithmetic used to perform the computation.

  4. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    If the set is a sample from the whole population, then the unbiased sample variance can be calculated as 1017.538 that is the sum of the squared deviations about the mean of the sample, divided by 11 instead of 12. A function VAR.S in Microsoft Excel gives the unbiased sample variance while VAR.P is for population variance.

  5. Vector autoregression - Wikipedia

    en.wikipedia.org/wiki/Vector_autoregression

    A VAR with p lags can always be equivalently rewritten as a VAR with only one lag by appropriately redefining the dependent variable. The transformation amounts to stacking the lags of the VAR(p) variable in the new VAR(1) dependent variable and appending identities to complete the precise number of equations. For example, the VAR(2) model

  6. Autoregressive model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_model

    In statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used to describe certain time-varying processes in nature, economics, behavior, etc.

  7. Tail value at risk - Wikipedia

    en.wikipedia.org/wiki/Tail_value_at_risk

    A common case in literature is to define TVaR and average value at risk as the same measure. [1] Under some formulations, it is only equivalent to expected shortfall when the underlying distribution function is continuous at VaR α ⁡ ( X ) {\displaystyle \operatorname {VaR} _{\alpha }(X)} , the value at risk of level α {\displaystyle \alpha ...

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  9. One-way analysis of variance - Wikipedia

    en.wikipedia.org/wiki/One-way_analysis_of_variance

    In statistics, one-way analysis of variance (or one-way ANOVA) is a technique to compare whether two or more samples' means are significantly different (using the F distribution). This analysis of variance technique requires a numeric response variable "Y" and a single explanatory variable "X", hence "one-way". [1]