Results 1 to 10 of about 66,996 (155)
Portfolio optimization using Mean Absolute Deviation (MAD) and Conditional Value-at-Risk (CVaR)
Production, 2017 This paper investigates the efficiency of traditional portfolio optimization models when the returns of financial assets are highly volatile, e.g., in financial crises periods.
Lucas Pelegrin da Silva +2 more
doaj +3 more sources
Sutte indicator: An approach to predict the direction of stock market movements [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2018 The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in the investment decision making process i.e. buying or selling shares.
Ansari Saleh Ahmar
doaj +4 more sources
Aplikasi Triple Exponential Smoothing Untuk Forecasting Jumlah Penduduk Miskin [PDF]
Jurnal Derivat, 2016 This study aims to predict the number of poor in Indonesia for the next few years using a triple exponential smoothing method. The purpose of this research is the result of the forecast number of poor people in Indonesia accurate forecast results are ...
Padrul Jana
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Implementation of MAD and Mean Absolute Deviation based Smoothing Algorithm for Displacement Data in Digital Image Correlation Technique [PDF]
, 2014 This study aims at obtaining smoothed strain fields from digital image correlation technique (DIC), by smoothing the displacement fields prior to strain computation.
Paul, Kenneth Joseph, Harilal R, Ramji M
openaire +3 more sources
Evaluation of Modified Non-Normal Process Capability Index and Its Bootstrap Confidence Intervals [PDF]
IEEE Access, 2017 Process capability index (PCI) is used to quantify the process performance and is becoming an attracted area of research. A variability measure plays an important role in PCI.
Muhammad Kashif +4 more
doaj +3 more sources
E-Jurnal MatematikaThis study aims to analyze the optimal portfolio in gold precious metal investments using the Mean Absolute Deviation (MAD) method combined with the GARCH(1,1) parameter estimation. The MAD method was chosen for its ability to measure portfolio risk more
FEBBY VERENNIKA +2 more
doaj +2 more sources
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
On the sensitivity of robust control charts in monitoring contaminated data [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 Shewhart chart is typically formed under normality assumptions. In reality, much data is contaminated with occasional outliers, which may diminish the Shewhart chart’s sensitivity.
Kooi Huat Ng +3 more
doaj +1 more source
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
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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