Portfolio optimization and performance analysis

... standard portfolio optimiza- tion. Both passive and active portfolio management are considered. Other results, such as risk measure minimization, are more recent. V 16 Portfolio Optimization and ... dynamic behavior ofOBPI and CPPI . . . . . . . 310 9.4 Furtherreading 318 VI Portfolio Optimization and Performance Analysis - Chapter 3 is devoted to the very well-known M...

Ngày tải lên: 04/12/2013, 23:54

... overall performance of imaging systems. 1.2 Imaging Performance Understanding the image formation and recording process helps in understanding the factors that affect image performance and therefore ... (FLIRs) in the MWIR and LWIR bands, is primarily self-emitted radiation. From Figure 2.2, the MWIR band has an atmospheric window in the 3- to 5-µm region, and the LWIR band has...

Ngày tải lên: 05/06/2014, 12:06

... configura- tions and architectures, and the architecture of ASIC in development, can aid in capturing requirements, improving functional performance and expectations [6]. In this work, we explore the performance ... Figure 9. 4. Results and Analysis Following a series of experimental tests and numerical mea- surements using benchmarking software, published litera- ture [14–16]...

Ngày tải lên: 21/06/2014, 18:20

... rectangular pulse waveform with unit amplitude and duration τ, ω q and φ q are the frequency and random phase of the qth subcarrier, respectively, and c (k) (t) is the spreading sequence of user ... second stage with initial w eight w 0 = 1and 1 = 0.3 Performance of CPIC, first stage Performance of CPIC, second stage Figure 7: BER performance of the first and second stage of th...

Ngày tải lên: 22/06/2014, 19:20

... on Wireless Communications and Networking 2005:3, 426–436 c  2005 C. Gomathy and S. Shanmugavel Supporting QoS in MANET by a Fuzzy Priority Scheduler and Performance Analysis with Multicast Routing ... in- between the MAC layer and the routing agent. The simula- tion is run and the results are presented in Figures 8, 9 ,and 10. As seen from the figures, the NTPMR shows an incre...

Ngày tải lên: 23/06/2014, 00:20

... and B and that of suspended bacterial communities in test system C. The labels a, b, and c are PCR-DGGE banding patterns of 16S rRNA gene in test systems A, B, and C, respectively; d, e, and ... and f are PCR-DGGE banding patterns of C12O gene in test systems A, B, and C, respectively; and g, h, and i are PCR-DGGE banding patterns of C23O gene in test systems A, B, and...

Ngày tải lên: 05/09/2013, 10:15

... the analysis, performance and design aspects of reluctance motors. The design and performance of a series of experimental machines is also given. Copyright © 2011 International Energy and ... a combination of both. It has been due to obvious advantages in performance and commercial manufacturing. 2. Analysis and performance The principle of operation of reluctance...

Ngày tải lên: 05/09/2013, 16:30

... Text Analysis Conference (TAC 2008). Ester Boldrini, Alexandra Balahur, Patricio Martínez- Barco, and Andrés Montoyo. 2009. EmotiBlog: An Annotation Scheme for Emotion Detection and Analysis ... 2008. Bo Pang, and Lilian. Lee, Opinion mining and senti- ment analysis. Foundations and Trends R. In In- formation Retrieval Vol. 2, Nos. 1–2 (2008) 1–135, 2008. James Pustejovsky...

Ngày tải lên: 20/02/2014, 09:20

... What Is Query Optimization? 217 8. Investigating and Influencing the Optimizer 257 9. SQL Server and Windows 307 10. Transactions and Locking 355 11. Architectural Performance Options and Choices ... without actually changing any data, and reproduce the unpleasant performance problem. And then you could try to reanalyze the problem, try to decipher it, and try to resolve or...

Ngày tải lên: 14/03/2014, 16:20

... system. the actuator and sensor, F  d (s) and F  r (s) are coloring filters with 3dB bandwidths  d and  r , respectively, w r , w d are independent standard Gaussian white noise processes, and the scalars ... linearization, and actual system performance. For this LPNI system, we construct its Jacobian and stochastic linearizations and calculate the variances, σ 2 ˜y and σ...

Ngày tải lên: 23/03/2014, 15:20