Results 1 to 10 of about 1,453,810 (199)
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
doaj +2 more sources
Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric. [PDF]
J Glob Optim, 2022 Data uncertainty has a great impact on portfolio selection. Based on the popular mean-absolute deviation (MAD) model, we investigate how to make robust portfolio decisions. In this paper, a novel Wasserstein metric-based data-driven distributionally robust mean-absolute deviation (DR-MAD) model is proposed.
Chen D, Wu Y, Li J, Ding X, Chen C.
europepmc +3 more sources
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 +3 more sources
A time series analysis for sales of chicken based food product [PDF]
, 2021 This study provides a time series analysis and interpretation of the output for forecast sales of chicken based food product of weekly sales data. These data were collected directly from the outlet shop of one factory in Malacca started from January 2015
Alma, Ozlem Gurunlu +5 more
core +1 more source
Jurnal Fourier, 2020 Penelitian ini membahas tentang pembentukan portofolio optimal menggunakan model Mean Absolute Deviation (MAD) dan model Conditional Mean Variance (CMV).
Eka Nur Vanti, Epha Diana Supandi
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
IEEE Access, 2021 This article presents deviation based exponentially weighted moving average control charts to monitor type-I censored data. Due to practical applications, this study considers Weibull distribution to assess the performance of the proposed memory-type ...
Sajid Ali +4 more
doaj +1 more source
ACCRUED FORECASTING ON TOURIST’S ARRIVAL IN BANGLADESH FOR SUSTAINABLE DEVELOPMENT [PDF]
Geo Journal of Tourism and Geosites, 2021 Forecasting of potential tourists’ appearance could assume a critical role in the tourism industry, arranging at all levels in both the private and public sectors.
Sayed Mohibul HOSSEN +3 more
doaj +1 more source
Geometry of deviation measures for triangular distributions
Frontiers in Applied Mathematics and Statistics, 2023 Triangular distributions are widely used in many applications with limited sample data, business simulations, and project management. As with other distributions, a standard way to measure deviations is to compute the standard deviation.
Yuhe Wang, Eugene Pinsky
doaj +1 more source
Detecting Outliers in the Simple Linear Regression for Children Affected with Leukemia in Mosul City
Tikrit Journal of Pure Science, 2022 In this study, the problem of outlier detection in “linear regression” analysis is studied using the “median” and “mean” “absolute deviation” about the median.
Shaymaa Riyadh Thanoon +1 more
doaj +1 more source