QuestionThe lognormal model for stock prices is given by S(4) = 100e12+0.22, where Z N(0, 1).Determine the value of o in the model, the variance of stock's retum.QuestionThe lognormal model for stock prices is given by S(4) = 100e0 12+0.22 where Z N(0, 1).%3DDetermine the stock's continuously compounded expected rate of appreciation.

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MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Q1/ A sample of 6 beams was selected the value of their deflections (x variable) and their weight is demonstrated in the following table. Find the regression equation and what is the predicted weight when deflection is Sequence your name in the list. Serial no. Def. (x) Weight (y) 1 7 12 8 8 12 4 5 10 5 6 11 9 13
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How do you calculate an exponential smoothing model using alpha = 0.5 and 0.8. What is the prediction for 7/1/2021 for each technique? Forecasts Date Day of Week Rooms Sold MA 2 MA 4 ES (0.8) ES (0.5) 6/1/2021 Tuesday 123 6/2/2021 Wednesday 109 6/3/2021 Thursday 140 116.0 6/4/2021 Friday 199 124.5 6/5/2021 Saturday 179 169.5 142.8 6/6/2021 Sunday 140 189.0 156.8 6/7/2021 Monday 117 159.5 164.5 6/8/2021 Tuesday 132 128.5 158.8 6/9/2021 Wednesday 108 124.5 142.0 6/10/2021 Thursday 151 120.0 124.3 6/11/2021 Friday 182 129.5 127.0 6/12/2021 Saturday 168 166.5 143.3 6/13/2021 Sunday 161 175.0 152.3 6/14/2021 Monday 119 164.5 165.5 6/15/2021 Tuesday 133 140.0 157.5 6/16/2021 Wednesday 139 126.0 145.3 6/17/2021 Thursday 146 136.0 138.0 6/18/2021 Friday 168 142.5 134.3 6/19/2021 Saturday 188 157.0 146.5…
I have modeled adult worker's salaries based upon their work experience. After surveying 200 adults about their salary and years in the workforce, I have found the following model: y=12000+5000*x where y is the predicted salary and x is the years in the labor force. R^2 = 0.63. What is the correlation for this model? (correlation between salary and years in the labor force)? a. 0 b. 0.79 c. 0.63 d. 0.50 e. 1
Here's a table with average monthly price of a stock from Jan 2021-July 2021. Month Price Jan 29000 Feb 27000 Mar 31000 Apr 30000 May 32000 June 28000 July 29000 Using a 3-period weighted moving average with weights (wt, wt-1, W-2) = (0.6, 0.2, 0.2), the predicted price August is Using an exponential smoothing model with = 0.4, and with the initial predicted price for Jan the same as the observed price for January, the predicted price for August is % Now, let's suppose that we finally observe that the price for August is 30000. The absolute percent error (APE) of your prediction for August is using the weighted moving average method and % using the exponential smoothing model. (Note: Round your answer to the nearest 2 decimal places. For your APE answer for example let's say you get 0.06786 from Excel, then you should type-in 6.79 as your answer here since it is represented as percentage. Do not enter any symbols other than integers and decimal.)
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