PERHITUNGAN PORTOFOLIO OPTIMAL DENGAN METODE MEAN-SEMIVARIANCE DAN MEAN ABSOLUTE DEVIATION
E-Jurnal Matematika, 2021 Knowing and managing investment portfolio risk is the most important factor in growing and preserving capital. The purpose of this study is to determine the optimal portfolio using Mean-Semivariance and Mean Absolute Deviation methods.
NI KADEK NITA SILVANA SUYASA +2 more
doaj +1 more source
Comparative analysis of government debt in the European Union's member states, 2000-2013 [PDF]
Megatrend Revija, 2014 The paper presents a detailed comparative analysis of the evolution of government debt stocks in the E.U. Member States at the end of the period 31.12.2000-31.12.2013 from the point of view of the share of these debts in the GDP, with a focus on six ...
Talpoş Ioan
doaj +1 more source
Comparative Analysis Regarding the Financial and Financing Structure of Limited Liability Companies
CECCAR Business Review, 2020 According to the majority of specialists, the financial structure of economic entities refers to their own financing sources (equity) and the long-term external financing sources (long-term or current debts).
Bogdan Cosmin GOMOI +1 more
doaj +1 more source
Homogeneity analysis using absolute deviations [PDF]
Computational Statistics & Data Analysis, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Michailidis, George, de Leeuw, Jan
openaire +2 more sources
Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach [PDF]
مدیریت صنعتیObjective Investors typically seek to strike the optimal balance between potential returns and associated risks in their trades. Various models have been presented to choose the optimal portfolio using different approaches.
Hila Rezaei +2 more
doaj +1 more source
Novel Global Harmony Search Algorithm for Least Absolute Deviation
Journal of Applied Mathematics, 2014 The method of least absolute deviation (LAD) finds applications in many areas, due to its robustness compared to the least squares regression (LSR) method. LAD is robust in that it is resistant to outliers in the data.
Longquan Yong
doaj +1 more source
Gesture recognition method based on misalignment mean absolute deviation and KL divergence
EURASIP Journal on Wireless Communications and Networking, 2022 At present, it has become very convenient to collect channel state information (CSI) from ubiquitous commercial WiFi network cards, and the location or activity of a human who affects the CSI can be recognized by analyzing the change of the CSI ...
Yong Tian +4 more
doaj +1 more source
Simulation and assessment of a water pollution accident caused by phenol leakage
Water Policy, 2021 Frequent occurrence of water pollution accidents has caused serious ecological and environmental damage. The purpose of this study was to assess the impacts of water pollution accidents on the human body and the ecosystem and to use a new calculation ...
Gaimei Guo, Runbin Duan
doaj +1 more source
, 2022 33 pages, 10 figures, the paper source code is available at https://github.com/AndreyAkinshin/paper ...
openaire +2 more sources
Leveraged least trimmed absolute deviations [PDF]
OR Spectrum, 2021 AbstractThe design of regression models that are not affected by outliers is an important task which has been subject of numerous papers within the statistics community for the last decades. Prominent examples of robust regression models are least trimmed squares (LTS), where theklargest squared deviations are ignored, and least trimmed absolute ...
Nathan Sudermann-Merx, Steffen Rebennack
openaire +4 more sources