Results 11 to 20 of about 449,466 (261)
Frontiers in Applied Mathematics and Statistics, 2023 In classical probability and statistics, one computes many measures of interest from mean and standard deviation. However, mean, and especially standard deviation, are overly sensitive to outliers.
Eugene Pinsky, Sidney Klawansky
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VAR Portfolio Optimal: Perbandingan Antara Metode Markowitz dan Mean Absolute Deviation
Jurnal Siasat Bisnis, 2009 Portfolio selection method which have been introduced by Harry Markowitz (1952) used variance or deviation standard as a measure of risk. Kanno and Yamazaki (1991) introduced another method and used mean absolute deviation as a measure of risk instead of
R. Agus Sartono, Arie Andika Setiawan
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Multi-Period Portfolio Optimization Using Dynamic Programming Approach [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2018 Portfolio selection has always been one of the important issues in the field of investment management, which discusses how to allocate an investor's capital to different assets and form an efficient portfolio.
Negin Mohebbi, Amir Abbas Najafi
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On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [PDF]
Mathematics and Modeling in FinanceIn [14] the authors have studied robust semi-mean absolute deviation portfolio optimization model when assets expected returns involve uncertainty. They applied a data driven approach via support vector clustering to construct the uncertainty set using ...
Eftekhar Kosarinia +2 more
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Accuracy assessment of NLCD 2011 percent impervious cover for selected USA metropolitan areas
International Journal of Applied Earth Observations and Geoinformation, 2020 The emergence of high-resolution land cover data has created the opportunity to assess the accuracy of impervious cover (IC) provided by the National Land Cover Database (NLCD).
J. Wickham +3 more
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Introducing the mean absolute deviation ‘effect’ size [PDF]
International Journal of Research & Method in Education, 2014 This paper revisits the use of effect sizes in the analysis of experimental and similar results, and reminds readers of the relative advantages of the mean absolute deviation as a measure of variation, as opposed to the more complex standard deviation. The mean absolute deviation is easier to use and understand, and more tolerant of extreme values. The
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Mean Absolute Deviation: Analysis and Applications [PDF]
International Journal of Business and Statistical Analysis, 2015 One way analysis of mean absolute deviation (ANOMAD) about mean and median is derived where the total sum of absolute deviation is partition into exact between sum of absolute deviation and within sum of absolute deviation. Because of the presence of absolute function in mean absolute deviation, the middle term does not exist where it is included in ...
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IEEE Access, 2019 Intelligent transportation system (ITS) is a cutting-edge traffic solution employing state-of-the-art information and communication technologies. Optimized bus-scheduling, being an integral part of ITS, ensures safety, efficiency, traffic congestion ...
Moubeen Farooq Khan +3 more
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Applied Sciences, 2022 (1) Background: This in-vitro study was designed to investigate the accuracy of CAD/CAM fabricated occlusal devices with different heights and volumes. (2) Methods: Based on an intraoral scan, an occlusal device with a vertical bite elevation of 2.5 mm ...
Sven Reich +3 more
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The mean and median absolute deviations
Mathematical and Computer Modelling, 2001 The authors give a comprehensive survey of properties of mean and median absolute deviations of a distribution. Let \(X_1,X_2,\dots, X_n\) be independent and identically distributed random variables and \(\overline X_n\) be the sample mean. Let \(S^2_n= n^{-1} \sum^n_{i=1} (X_i- \overline X_n)^2\) and \(d_n= n^{-1} \sum^n_{i=1}|X_i-\overline X_n ...
Pham-Gia, T., Hung, T. L.
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