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#1
04-18-2011, 09:18 PM
 cappu Join Date: Aug 2008 Posts: 15

I'm a little bit confused.
"While it is possible that when implementing this hedging strategy the optimal number of assays or the minimum decay factor should be changed,continue to use your recommendation from Task3."

So, should i use #assay and minimum to mine found in Task 3? Or should i seek a brand new combination of 3 variables? Thank all!
#2
04-19-2011, 10:37 AM
 Abused Student Member SOA Join Date: Feb 2007 Location: The Eighth Circle of Hell Favorite beer: Cold and lots of it Posts: 42,206

Use what you already found and you don't have to test other possible inputs for that.
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#3
12-16-2012, 08:35 PM
 its_me Member Join Date: Jan 2003 Location: AO Posts: 2,163

If I iterate it by 0.01, I get 0.02 as my X which maximises my Metric

I initially Iterated by 0.025, and I ended up with 0.05 as my X which maximises my Metric

Isn't this too low?
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#4
12-16-2012, 10:51 PM
 2M Member Join Date: May 2004 Posts: 26,872

Depends on your data. Zero is a possible answer as well
#5
12-16-2012, 10:51 PM
 McBride Member CAS SOA Join Date: Oct 2006 Posts: 73

Quote:
 Originally Posted by its_me If I iterate it by 0.01, I get 0.02 as my X which maximises my Metric I initially Iterated by 0.025, and I ended up with 0.05 as my X which maximises my Metric Isn't this too low?
Remember that no hedging (X=0.00) is stated as being a valid answer. Therefore, I would say no, this isn't too low.
#6
12-16-2012, 11:21 PM
 2M Member Join Date: May 2004 Posts: 26,872

my x was 0.007

(passed)

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