mean variance optimization and improved cppi strategies
Statistical Methods of Valuation and Risk Assessment: Empirical Analysis of Equity Markets and Hedge Fund Strategies
Ngày tải lên :
16/04/2013, 20:00
... Fung and Hsieh (2002) and Mitchell and Pulvino (2001) who investigated the performance characteristics of trend-following and risk-arbitrage strategies, respectively More recently, Agarwal and ... directional strategies Indeed, the average skewness of non-directional strategies is –2.34 and compares to –0.31 for the directional strategies, where only Discretionary Trading and Distressed ... nondirectional strategies distributions present heavier tails than those of directional strategies functions The average kurtosis of non-directional strategies is 14.71 and this of directional strategies...
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Exergoeconomic optimization and improvement of a cogeneration system modeled in a process simulator using direct search and evolutionary methods
Ngày tải lên :
05/09/2013, 16:30
... function OF is the same, and the process steam and process hot water demands are assumed constant Here, the larger problem OP11 is considered for both mathematical optimization and exergoeconomic improvement ... transfer, subscripts F and P indicate system fuel and system product, respectively, NK is the number of system components, and NP and NF are the numbers of system products and fuels, respectively ... mathematical optimization strategy and in Alternatives and of the exergoeconomic improvement approach One observes from Table that the three schemes are robust, and that the mathematical optimization, ...
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ACT Assessment Study Skills and Test-Taking Strategies
Ngày tải lên :
02/11/2013, 17:20
... stand out for you on the page Highlight only the key words and ideas or concepts you not understand Taking Notes Taking notes is a terrific study strategy It helps you understand, organize, and ... you want to learn That, in turn, will help you better understand and remember the material And there is another important benefit—asking and answering your own questions will help you be comfortable ... or handouts that belong to you (not the school or library), you can mark the words and ideas that are most important to learn or remember Highlighting and underlining help make key ideas stand...
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Portfolio optimization and performance analysis
Ngày tải lên :
04/12/2013, 23:54
... IX X II Portfolio Optimization and Performance Analysis Standard portfolio optimization Static optimization 3.1 Mean- variance analysis 3.1.1 Diversification ... Portfolio value and cushion CPPI and OBPI payoffs as functions of S CPPI and OBPI payoffs and probability of S Cumulative distribution of OBPI /CPPI ratio Multiple ... distribution CPPI and OBPI delta as functions of S Cumulative distribution of OBPI /CPPI delta ratio CPPI and OBPI delta as functions of current time CPPI and OBPI gamma as functions...
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Tài liệu New and improved Products in the FIBRO Standard Parts Catalogue 2008 docx
Ngày tải lên :
26/01/2014, 20:20
... sales and service points and strategic partners ensure that help is always at hand This ensures technical advance, world-wide experience in applications and rapid availability of products Facts and ... highoutput machinery Today the Standard Parts Division operates from the Hassmersheim and Weinsberg works, which manufacture a comprehensive range of standard parts and maintain stocks ready for ... Cast Iron, Steel and Aluminium Die Set Press Units, Lamination Die Set Units, Tooling Pallet Die Sets B Precision Ground Plates and Flat Bars Steel and aluminium Plates Flat and square Tool Steels...
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THE FIRST YEAR – LANGUAGE STUDENTS’ DIFFICULTIES IN PARAGRAPH WRITING AND SOME APPROPRIATE STRATEGIES TO SOLVE THESE PROBLEMS AT THE NATIONAL ECONOMICS UNIVERSITY
Ngày tải lên :
06/02/2014, 14:40
... students’ lack of understanding the paragraph content and meaning These include the failures in expressing the meaning intended, lack of information, and the text’s understandability which appear ... precious and professional lectures and tutoring, I can understand difficult basic concepts related to English teaching methodology, I am also grateful to all my friends and colleagues and my beloved ... transparent and understandable Without linking words, the writing is confusing and illogical because the ideas in the paragraph are unconnected together And without using linking words such as and, ...
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Tài liệu Báo cáo khoa học: Computational processing and error reduction strategies for standardized quantitative data in biological networks doc
Ngày tải lên :
19/02/2014, 07:20
... synthesized peptides of known quanti- Strategies for standardizing quantitative data ties as standards However, these methods are still very expensive, technically demanding and have the disadvantages of ... FEBS M Schilling et al Strategies for standardizing quantitative data A B Fig Randomized sample loading ensures uncorrelated errors (A) BaF3-HA-EpoR cells were starved and stimulated with 50 ... 2B, lower panel) and thus facilitates the detection of true dynamic behavior In this case, randomization reduced the standard deviation of the smoothing splines from 18.6% to 1.4% and thus significantly...
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Tài liệu MECHANICAL DIGITIZING FOR PALEONTOLOGY - NEW AND IMPROVED TECHNIQUES doc
Ngày tải lên :
22/02/2014, 08:20
... (CT) (see e.g., Zuo and Jing 1995; Gould et al 1996; Knoll et al 1999; Stokstad 2000; Golder and Christian 2002; Ridgely and Witmer 2004, 2006; Sereno et al 2007; Witmer and Ridgely 2008) These ... who focused on specific bone landmarks In contrast to our methods, these not produce complete 3D images of bones and will not be addressed here Similar in handling and data output to the methods ... foil or a plastic film and burying this half in a box of sand Adhesive masking tape was used to provide a base for markings on the bones and as a visual aid during digitizing, and a specially constructed...
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Joint Review of Maternal and Child Survival Strategies in China ppt
Ngày tải lên :
05/03/2014, 10:20
... thousand live births), Kuwait (12 per thousand live births), Sri Lanka (15 per thousand live births), Mauritius (17 per thousand live births), Vietnam (23 per thousand live births ), and Thailand ... of maternal and child health Strengthen supervision, and expand and implement laws and regulations associated with maternal and child health Integrate MCH into the plan for women and children’ ... women and children has historically been a priority in China and the Government has made great progress in promoting the survival and development of women and children and in reducing maternal and...
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Báo cáo khoa học: Alternative splicing: role of pseudoexons in human disease and potential therapeutic strategies pot
Ngày tải lên :
06/03/2014, 09:22
... term we refer to any nucleotide sequence between 50 and 200–300 nucleotides in length with apparently viable 5¢ and 3¢ splice sites (5¢ss and 3¢ss) at either end] Presently, there is evidence ... abolished pseudoexon inclusion and partially restored production of normal mRNA and CFTR processed protein (Fig 4B) Mutations in the DMD gene are known to cause Duchenne and Becker muscular dystrophies ... MUT, PCCA and PCCB, methylmalonic acidaemia and propionic acidemia; OA1, ocular albinism type 1; NF-1, neurofibromatosis type CFTR, cystic fibrosis; HBB, b-thalassaemia; DMD, Duchenne and Becker...
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The evolution of host use and unusual reproductive strategies in Achrysocharoides parasitoid wasps pot
Ngày tải lên :
14/03/2014, 16:20
... Evolution of host use and reproductive strategies Methods Parasitoid rearing and ecological data Leaves with fully developed Phyllonorycter mines were collected in 1999 and 2000, mainly in the ... + Cyt b) MP and ML topologies, so we used only the fully resolved ML topology (Fig 1) for cospeciation tests and character mapping Summary statistics for nucleotide patterns and MP and ML analyses ... estimation of species phylogenetic interrelationships and reconstruction of ancestral host use and reproductive strategies Indeed, a poor and biased taxon sampling can lead to spurious ancestral...
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Microsoft® SQL ServerTM 2005 Performance Optimization and Tuning Handbook pptx
Ngày tải lên :
14/03/2014, 16:20
... ServerTM 2005 Performance Optimization and Tuning Handbook This Page Intentionally Left Blank Microsoft® SQL ServerTM 2005 Performance Optimization and Tuning Handbook Ken England Gavin Powell Amsterdam ... Optimization? 217 Investigating and Influencing the Optimizer 257 SQL Server and Windows 307 10 Transactions and Locking 355 11 Architectural Performance Options and Choices 409 12 Monitoring Performance ... Performance Strategies and Tuning Checklist 477 Index 487 v This Page Intentionally Left Blank Contents Introduction Performance and SQL Server 2005 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 Partitioning tables and...
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Economic Crises, High Public Pension Spending and Blame-avoidance Strategies potx
Ngày tải lên :
17/03/2014, 08:20
... 1993, 1997, and 2004; Belgium 1996; Finland 1992, 1994, and 2003; France 2003; Germany 1989 and 2001; Italy 1995 and 1997; Norway 1992 and 2005; Portugal 2002; Spain 1985 and 1997; and Sweden ... Belgium, France, Japan, Portugal and Sweden four each; Greece and Spain three; and Canada, Norway, and the US only two.22 In sum, Continental European and Scandinavian countries enacted, in general, ... 1996, 1999, 2001 and 2004; Greece 1983, 1990 and 1992; Italy 1983, 1992, 1994, 1995, 1997 and 2004; Japan 1985, 1994, 1999 and 2004; Norway 1992 and 2005; Portugal 1993, 2000, 2002 and 2005; Spain...
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Education and Poverty Reduction Strategies pot
Ngày tải lên :
22/03/2014, 18:20
... management and resolution at the sub-regional and continental levels, and to ensure that these mechanisms are used to restore and maintain peace • Promoting and protecting democracy and human ... appropriate standards and targets for fiscal and monetary policies, and introducing appropriate institutional frameworks to achieve these standards • Instituting transparent legal and regulatory ... respective countries and regions by developing clear standards of accountability, transparency and participatory governance at the national and subnational levels • Restoring and maintaining macroeconomic...
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engaging Men for Gender equality and improved Reproductive Health doc
Ngày tải lên :
28/03/2014, 16:20
... laws, policies and programs apply to all people, and will be implemented in such a way that the unbalanced allocation of resources and power between men and women, boys and girls, and between different ... women; and as agents of change in the family and community.4 Policy changes are often a response to social needs as well as to social justice and claims and concerns raised by experts and advocacy ... discriminatory laws and act on their existing national, international, and UN obligations and commitments, prioritize and allocate resources to gender transformative interventions, and develop policies,...
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chemical reactor design, optimization, and scaleup
Ngày tải lên :
01/04/2014, 10:31
... is to make the techniques understandable and easily accessible and to allow continued focus on the chemistry and physics of the problem Computational elegance and efficiency are gladly sacrificed ... data and a rigorous solution Thus, the book gives simple but general techniques for dealing with varying physical properties in CSTRs and PFRs Random searches are used for optimization and least-squares ... Techniques 205 A.6.1 Random Searches 206 A.6.2 Golden Section Search 207 A.6.3 Sophisticated Methods for Parameter Optimization A.6.4 Functional Optimization 207 Fitting Rate Data and Using Thermodynamics...
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optimization and control with applications
Ngày tải lên :
08/04/2014, 12:30
... Control and Optimization, Vol 30, No.2, pp 376-389, 1992 218 E Polak and L He, "Rate Preserving Discretization Strategies for Semiinfinite Programming and Optimal Control," SIAM J Control and Optimization, ... Control and Optimization, Vol 34., No.4, pp 1235-69, 1996 233 A Schwartz and E Polak, "A Family of Projected Descent Methods for Optimization Problems with Simple Bounds," J Optimization Theory and ... Communications, Control and Computing, Univ of Illinois, October 4-6, 1978 87 H Mukai and E Polak, "A Second Order Algorithm for Unconstrained Optimization, " J Optimization Theory and Applications,...
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ant colony optimization and constraint programming
Ngày tải lên :
24/04/2014, 14:36
... examples of both rough and Massif Central search landscapes Rough landscape Massif Central landscape Figure 2.5 Examples of search landscapes for a univariate function The left-hand landscape is rough: ... which f (x) > f (5) x = 13, x = 14 and x = 30 are local optima and x = 20 and x = 21 are solutions The number of local optima and their distribution in the search landscape have a strong influence ... Champin, Yves Deville and Serge Fenet who read preliminary versions of this book; and the Master and PhD students Inès Alaya, Madjid Khichane, Olfa Sammoud, Sébastien Sorlin and Arnaud Stuber Each...
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sniffer pro network optimization and troubleshooting handbook
Ngày tải lên :
01/06/2014, 11:01
... Ethernet Optimization Ethernet Issues and the Need for Optimization Collisions and Collision Domains CRC Errors Bottlenecks Unnecessary Broadcasts NetWare Optimization and Microsoft Optimization ... understand how to build a filter and takes a look at the mechanics of building your own.The chapter ends with a look at Cisco CDP and RIP analysis ■ Chapter 9, “Understanding and Using Triggers and ... Other Sniffer Versions and Products Other Solutions and Products EtherPeek Ethereal Agilent Advisor Management and Return on Investment Charts and Reporting Proactive and Reactive Network Maintenance...
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