Improved Statistical Test for
Multiple-Condition Microarray
Data Integrating ANOVA with
Clustering
Jared Friedman
1
This research was done at The Rockefeller
University and supervised by Brian Kirk2
1
MATH 411, Winter 2015, Handout for Lecture 3
1. Alzheimer’s (Chapter 21, problem 20, page 522)
A sereening test for Alzheimer’s disease was developed for use in the general population of senior
citize
FIN 340: Performance Measures Sample Problems
Compute the alpha, Sharpes measure and Treynor measure of performance in each of the following
cases.
1.
Return = 14%
Standard deviation = 25%
Beta = 1.3
Practice problems
1. The returns of your $10,000,000 portfolio is skewed, Skew = -1.2. The mean is 0%, because of the short time
horizon. The standard deviation is 2%. Compute the 95% VaR with and wit
FIN 340: Weighted Average Problems
1. If a portfolio is composed of $7000 of Stock X and $13000 of Stock Y and X=0.7 and Y=1.2, what
is P= ?
2. If a portfolio is composed of $5000 of Stock X and $4000
FIN 340 Short Selling Problems:
Use the old-fashioned (dollar return)/(dollar invested) approach.
You borrow 500 shares of ABC at $30/share and sell it. You deposit another $10,000 into your account a