error ratio
31Information Ratio - IR — A ratio of portfolio returns above the returns of a benchmark (usually an index) to the volatility of those returns. The information ratio (IR) measures a portfolio manager s ability to generate excess returns relative to a benchmark, but also… …
32Mean squared error — In statistics, the mean squared error (MSE) of an estimator is one of many ways to quantify the difference between values implied by a kernel density estimator and the true values of the quantity being estimated. MSE is a risk function,… …
33Inverse Mills ratio — In statistics, the inverse Mills ratio, named after John P. Mills, is the ratio of the probability density function to the cumulative distribution function of a distribution. Use of the inverse Mills ratio is often motivated by the following… …
34Peak signal-to-noise ratio — The phrase peak signal to noise ratio, often abbreviated PSNR, is an engineering term for the ratio between the maximum possible power of a signal and the power of corrupting noise that affects the fidelity of its representation. Because many… …
35Index error — Index In dex, n.; pl. E. {Indexes}, L. {Indices}(?). [L.: cf. F. index. See {Indicate}, {Diction}.] [1913 Webster] 1. That which points out; that which shows, indicates, manifests, or discloses; as, the increasing unemployment rate is an index of …
36Golden ratio — For the Ace of Base album, see The Golden Ratio (album). Not to be confused with Golden number. The golden section is a line segment divided according to the golden ratio: The total length a + b is to the length of the longer segment a as the… …
37Sequential probability ratio test — The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald. [cite journal first=Abraham last=Wald title=Sequential Tests of Statistical Hypotheses journal=Annals of Mathematical Statistics… …
38Sharpe ratio — The Sharpe ratio or Sharpe index or Sharpe measure or reward to variability ratio is a measure of the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a… …
39Pixel aspect ratio — (PAR), in computer graphics terminology, is a mathematical ratio that describes how the horizontal length of a pixel in an imaging system compares to its vertical height.Most modern imaging systems describe an image as a grid of very small but… …
40Information Ratio — Die Information Ratio ist eine Kennzahl zur Bewertung eines Investmentfonds und beschreibt die Überschussrendite im Verhältnis zum Tracking Error. Sie errechnet sich durch Division der Fondsrendite (ausgedrückt im Alpha) durch das Fondsrisiko… …
