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Internal rate of return (IRR) is a method of calculating an investment's rate of return. The term internal refers to the fact that the calculation excludes external factors, such as the risk-free rate, inflation, the cost of capital, or financial risk. The method may be applied either ex-post or ex-ante. Applied ex-ante, the IRR is an estimate ...
Modern improvements on Brent's method include Chandrupatla's method, which is simpler and faster for functions that are flat around their roots; [3] [4] Ridders' method, which performs exponential interpolations instead of quadratic providing a simpler closed formula for the iterations; and the ITP method which is a hybrid between regula-falsi ...
A wide variety of sigmoid functions including the logistic and hyperbolic tangent functions have been used as the activation function of artificial neurons. Sigmoid curves are also common in statistics as cumulative distribution functions (which go from 0 to 1), such as the integrals of the logistic density , the normal density , and Student's ...
NumPy (pronounced / ˈ n ʌ m p aɪ / NUM-py) is a library for the Python programming language, adding support for large, multi-dimensional arrays and matrices, along with a large collection of high-level mathematical functions to operate on these arrays. [3]
The modified internal rate of return (MIRR) is a financial measure of an investment's attractiveness. [ 1 ] [ 2 ] It is used in capital budgeting to rank alternative investments of unequal size. As the name implies, MIRR is a modification of the internal rate of return (IRR) and as such aims to resolve some problems with the IRR.
The function is numerically very well behaved, so if a numerical solution is desired, it can be found using, for example, Newton's method. An initial value of k can be found either using the method of moments , or using the approximation
Plot of normalized function (i.e. ()) with its spectral frequency components.. The unitary Fourier transforms of the rectangular function are [2] = = (), using ordinary frequency f, where is the normalized form [10] of the sinc function and = (/) / = (/), using angular frequency , where is the unnormalized form of the sinc function.
The Fourier transform of a bump function is a (real) analytic function, and it can be extended to the whole complex plane: hence it cannot be compactly supported unless it is zero, since the only entire analytic bump function is the zero function (see Paley–Wiener theorem and Liouville's theorem).