Results 1 to 10 of about 67,035 (253)
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
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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
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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
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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
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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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The impact of data normalization on 2D coordinate transformation using GRNN [PDF]
Geodetski Vestnik, 2019 The coordinate transformation has always been a hot topic in the field of geodesy. The artificial neural network (ANN) has been used as an alternative tool to determine the relationship between any two coordinate systems.
Leyla Cakir, Berkant Konakoglu
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World Journal of Nuclear Medicine, 2021 The objective of this study was to compare the performance of variance, median absolute deviation, and the square of median absolute deviation methods of noise estimation in denoising of 99mTc-sestamibi parathyroid images using wavelet transform.
Anil Pandey +4 more
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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
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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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ResnetAge: A Resnet-Based DNA Methylation Age Prediction Method
Bioengineering, 2023 Aging is a significant contributing factor to degenerative diseases such as cancer. The extent of DNA methylation in human cells indicates the aging process and screening for age-related methylation sites can be used to construct epigenetic clocks ...
Lijuan Shi +4 more
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