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Record W7133034710

Essay on semiparametric efficient adaptive estimation and empirical applications in finance

2002· dissertation· W7133034710 on OpenAlexaff
Yiguo Sun

Bibliographic record

VenueTSpace · 2002
Typedissertation
Language
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsBibliothèque et Archives nationales du Québec
Fundersnot available
KeywordsEstimatorMonte Carlo methodStock market indexConditional expectationSemiparametric regressionEmpirical distribution functionSmoothingStandard deviationKernel density estimationFunction (biology)
DOInot available

Abstract

fetched live from OpenAlex

This thesis is composed of three chapters. The first two chapters construct semiparametric efficient adaptive estimators: one is for asymmetric GARCH-in-mean models; the other is for single-index models. However, estimation methodologies are different. The first chapter is related to maximum likelihood; and the second chapter minimizes mean square errors. In Chapter 1, without imposing additional restrictions on the distribution of disturbances other than some regular assumptions, I show that parameters appearing in the conditional standard deviation function can be adaptively estimated. The kernel smoothing parameter is calculated by minimizing mean squared errors between estimated score functions and target score functions. Significant asymmetric effects are identified with daily value-weighted stock index returns on NYSE/AMEX. Monte Carlo simulation results support my theory. In Chapter 2, conditional expectation function is estimated by k − nearest neighbor method. I show that semiparametric efficient estimate of parameters of single-index models and k can be calculated simultaneously. Monte Carlo experiments results show that the semiparametric estimator performs equally well across different data generating mechanisms even for small samples. In Chapter 3, catastrophe-linked securities whose payoffs are tied to the occurrence of natural disasters allow insurers to better diversify their risks through capital markets while at the same time offering an attractive new asset class to investors. Up to now, this class of assets is still under development, and few empirical applications have been carefully analyzed. This chapter examines one of the catastrophe-linked instruments—PCS options traded at the CBOT. Two main issues are explored: (a) Theoretical prices are derived by assuming complete and arbitrage free market. Comparing market prices to theoretical prices, three puzzles are observed. (b) Comparing PCS call spread option contracts to traditional excess-of-loss catastrophe reinsurance contracts; I find that pricing patterns of these two types of assets are similar. Other factors, not limited capacity, are capable of explaining these special pricing patterns.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.019
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.006
Threshold uncertainty score0.027

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.019
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0000.002
Scholarly communication0.0020.003
Open science0.0010.002
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0060.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.036
GPT teacher head0.304
Teacher spread0.268 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2002
Admission routes1
Has abstractyes

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