Time-Dependent Selection Index (Dynamic Index)
This model allows factor importance to evolve across time or stages, avoiding the limitations of static selection indices.
Dynamic Index Formula
I(t) = Σ bᵢ(t) · xᵢ(t)
Interactive Time-Dependent Index Calculator
Enter factor values and their time-dependent weights for the selected 15 factors at time t.
| Factor | xᵢ(t) | bᵢ(t) |
|---|
Interpretation:
Higher values of I(t) indicate stronger performance at the specified time. Re-evaluating across stages enables dynamic, regime-aware selection.
Higher values of I(t) indicate stronger performance at the specified time. Re-evaluating across stages enables dynamic, regime-aware selection.
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