Portfolio Optimization with a Mean–Absolute Deviation–Entropy Multi-Objective Model [PDF]
Entropy, 2021 Investors wish to obtain the best trade-off between the return and risk. In portfolio optimization, the mean-absolute deviation model has been used to achieve the target rate of return and minimize the risk.
Weng Siew Lam +2 more
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A median absolute deviation-neural network (MAD-NN) method for atmospheric temperature data cleaning [PDF]
MethodsX, 2021 Some of the biggest challenges in climate change arise from bad dataset. To address this issue, we have developed a novel method for cleaning coarse atmospheric dataset; the median absolute deviation-neural network (MAD-NN) method.
Oluwafisayo Owolabi +4 more
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MAD saccade: statistically robust saccade threshold estimation via the median absolute deviation [PDF]
Journal of Eye Movement Research, 2020 Saccade detection is a critical step in the analysis of gaze data. A common method for saccade detection is to use a simple threshold for velocity or acceleration values, which can be estimated from the data using the mean and standard deviation. However,
Benjamin Voloh +3 more
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Image-Based Concrete Crack Detection Method Using the Median Absolute Deviation [PDF]
SensorsThis paper proposes an innovative approach for detecting and quantifying concrete cracks using an adaptive threshold method based on Median Absolute Deviation (MAD) in images.
Juan Camilo Avendaño +2 more
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Noise Estimation for Image Sensor Based on Local Entropy and Median Absolute Deviation [PDF]
Sensors, 2019 Noise estimation for image sensor is a key technique in many image pre-processing applications such as blind de-noising. The existing noise estimation methods for additive white Gaussian noise (AWGN) and Poisson-Gaussian noise (PGN) may underestimate or ...
Yongsong Li +5 more
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Constrained least absolute deviation neural networks. [PDF]
IEEE Trans Neural Netw, 2008 It is well known that least absolute deviation (LAD) criterion or L(1)-norm used for estimation of parameters is characterized by robustness, i.e., the estimated parameters are totally resistant (insensitive) to large changes in the sampled data. This is an extremely useful feature, especially, when the sampled data are known to be contaminated by ...
Wang Z, Peterson BS.
europepmc +4 more sources
A robust cusum control chart for median absolute deviation based on trimming and winsorization [PDF]
PLoS ONEUmair Khalil +4 more
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Data Discovery in Images Using a Median-Absolute-Deviation Based Filter [PDF]
ITM Web of Conferences, 2023 The utility of a recently developed, novel, computational digital image curation tool called SOCKS (Statistical Outlier Curation Kernel Software) is demonstrated in this paper. Raw image-data of the James Webb Space Telescope (JWST) is used for the tests.
Banerjee Shataneek +3 more
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Exploring the effect of Covid-19 on herding in Asian financial markets
MethodsX, 2023 We examine herding behavior before, during, and after the Covid-19 pandemic in eight prominent Asian stock markets. Daily stock returns for the period Jan- 2018 to July- 2022 in the markets were investigated using the models prescribed by Chang et al ...
C.T. Vidya +2 more
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An Efficient v-Minimum Absolute Deviation Distribution Regression Machine
IEEE Access, 2020 Support Vector Regression (SVR) and its variants are widely used regression algorithms, and they have demonstrated high generalization ability. This research proposes a new SVR-based regressor: v-minimum absolute deviation distribution regression (v-MADR)
Yan Wang +6 more
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