Efficient estimation for markowitzs portfolio optimization by using random matrix theory

... covariance matrix to a spectral-corrected covariance matrix Employing the large dimensional random matrix theory (LRMT), we develop the theory of spectral-corrected estimation I and II for Markowitz ... The Markowitz Optimization Enigma The conceptual framework of the classical MV portfolio optimization has been set forth by Markowitz for more than half a century Sev...

Ngày tải lên: 10/09/2015, 09:10

... the basics of random matrix theory are discussed in Section In Section 4, we analyze the asymptotic performance and construct an upper bound for cooperative relay networks using random matrix theory ... used random matrix theory to analyze the asymptotic behavior of cooperative transmission with a large number of nodes Compared to prior results of [23], we...

Ngày tải lên: 21/06/2014, 22:20

... Communications and Networking were conducted to evaluate the performance of the CFO estimation using CAZAC sequences We first compare the performance using CAZAC sequences with the performance using two ... the performance of the CFO estimation using CAZAC sequences and demonstrate the performance gain achieved by using the optimal training sequences In the si...

Ngày tải lên: 21/06/2014, 05:20

... best-first shift-reduce parsing for unificationbased grammars Sections and explain unification-based grammars and default unification, respectively Shift-reduce parsing for unification-based grammars ... paper, we investigate shift-reduce parsing approach for unification-based grammars without the mechanisms of the packed parse forest Shift-reduce parsing...

Ngày tải lên: 22/02/2014, 02:20

... library: it is some functions for image pre-processing and segmentation It is in developing process These techniques have been introduced in previous topics “UPV – UNIPEN online handwriting recognition ... recognition database viewer control ” and ”Neural Network for Recognition of Handwritten Digits in C#” However, this article is a synthesis of them which can bring a more...

Ngày tải lên: 28/04/2014, 10:11

... EFFICIENT ESTIMATION FOR COVARIANCE PARAMETERS IN ANALYSIS OF LONGITUDINAL DATA ZHAO YUNING (B.Sc University of Science and Technology of China) A THESIS SUBMITTED FOR THE DEGREE OF MASTER OF ... result, longitudinal data are in the form of repeated measurements on the same experimental unit over time Longitudinal data are routinely collected in thi...

Ngày tải lên: 05/10/2015, 19:02

... associated cost (denoted as γ(a → b)) An edit script on two trees is a sequence of edit operations changing a tree to another Consequently, the cost of an edit script is the sum of the costs of its edit ... the procedure of cost estimation Automatic Cost Optimization for TED In this section we proposed a system for estimating and optimizing the cost of each edit op...

Ngày tải lên: 23/03/2014, 17:20

... when treating the leachate contained total nitrogen of about 1,700~2,200 mg/L using this process, proper flow rate for obtaining removal efficiency of 80% for T-N and about 99% for NH4+-N, at the ... NH4+-N about 50 % Fig Variation of effluent nitrogen concentration and removal efficiency (a)eff nitrogen concentration, (b )nitrogen removal efficiency The removal rates...

Ngày tải lên: 05/09/2013, 08:40

... (1985) Fuzzy hierarchical analysis Fuzzy Sets Systems, 17(1), 233–247 Buckley, J J (1985) Ranking alternatives using fuzzy numbers Fuzzy Sets Systems, 15(1), 21–31 Byun, D (2001) The AHP approach for ... world textile and clothing industry The Turkish clothing industry is the fourth largest supplier in the world, and the second largest supplier in the EU The Turkish...

Ngày tải lên: 07/12/2013, 11:41

... tool for nations to regions in terms of developing climate change scenarios Developing climate change scenarios for small areas of Vietnam Based on software MAGICC / SCENGEN, we have built climate ... form of decades of the 21st century However, within the scope of this paper, we only introduce climate change scenarios that are summarized in...

Ngày tải lên: 05/03/2014, 16:20

... the Delphi method to investigate the future of organization’s network security for the next years (2011-20 15) Research methodology The research methodology steps are depicted in the Fig The Delphi ... focus on the computer network performance rather than the computer network security within the organization The right picture of computer...

Ngày tải lên: 05/03/2014, 23:20

... words for the articles These words show new information in the article, and make it easy to understand t h e content of the articles If a word in an article appears in the differentia words for its ... the story of the articles For example, the word "state" is the differentia word for dT, and is in its adjacent articles ds, dg, anddlo This means that d7 is a starting...

Ngày tải lên: 08/03/2014, 06:20

... environment configuration Spoken dialogue interface system for TV operations Based on the results of the data analysis, we built a prototype system that enables television operations via spoken dialogue ... part of this WOZ experiment, we also had the subjects fill out a questionnaire with regards to television operations by using spoken dialogue interface...

Ngày tải lên: 31/03/2014, 03:20

... RSV-A2 virus and stained with True Blue™ peroxidase substrate The image shows an example of plaque differentiation by automated counting Each "x" represents one plaque counted by the image analyzer ... agreement and equivalence between traditional manual and automated plaque counting methods for detection of RSV neutralizing antibody titers The 180 tests performed...

Ngày tải lên: 19/06/2014, 08:20

... Cite this article as: Ziai and Menon: Comparison of regression models for estimation of isometric wrist joint torques using surface electromyography Journal of NeuroEngineering and Rehabilitation ... [2,3] Performance of five different models for estimation of isometric wrist flexion and extension torques are compared: a physiological based model (P...

Ngày tải lên: 19/06/2014, 08:20