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Information coefficient
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Information coefficient : ウィキペディア英語版
Information coefficient
The information coefficient (IC) is a measure of the merit of a predicted value. In finance, the information coefficient is used as a performance metric for the predictive skill of a financial analyst.〔(【引用サイトリンク】publisher=Investopedia )〕 The information coefficient is similar to correlation in that it can be seen to measure the linear relationship between two random variables, e.g. predicted stock returns and the actualized returns. The information coefficient ranges from 0 to 1, with 0 denoting no linear relationship between predictions and actual values (poor forecasting skills) and 1 denoting a perfect linear relationship (good forecasting skills).〔
== See also ==

* Information ratio

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Information coefficient」の詳細全文を読む



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