Yijian Chuan

Peking University - School of Mathematical Sciences

Peking

China

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Scholarly Papers (1)

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Information Coefficient: From a New Perspective

Number of pages: 26 Posted: 03 Jun 2019
Yijian Chuan and Lan Wu
Peking University - School of Mathematical Sciences and Peking University
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Abstract:

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Information Coefficient; IC; Active portfolio management; Projected distribution; Directional statistics; Projection transformation