Results 11 to 20 of about 84,668 (280)
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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BarekengIn investing in stocks, an investor must be able to form a stock portfolio to obtain optimal results. Factor analysis is one way to select stocks to form a portfolio. Factor analysis with Principal Component Analysis (PCA) extraction is used to summarize
Aditya Nugraha Pratama +2 more
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Computation and interpretation of mean absolute deviations by cumulative distribution functions
Frontiers in Applied Mathematics and StatisticsIn recent years, there has been an increased interest in using the mean absolute deviation (MAD) around the mean and median (the L1 norm) as an alternative to standard deviation σ (the L2 norm). Till now, the MAD has been computed for some distributions.
Eugene Pinsky
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COMPARISON OF CONTROL CHART X ̅ BASED ON MEDIAN ABSOLUTE DEVIATION WITH S
BarekengA stable and controlled process will produce products of good quality following predetermined specifications. A control chart is one of the statistical tools that can be used to measure the stability of a product process in a controlled state.
Mayashari Mayashari +2 more
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Jurnal Matematika Statistika dan Komputasi, 2023 The tendency of investors to choose investments with maximum return and minimal risk causes the need for diversification in a portfolio to form an optimal portfolio.
Mella Anugrahayu, Ulil Azmi
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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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Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric
Journal of Global Optimization, 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.
Dali Chen +4 more
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Stock Portfolio Optimization on JII Index using Multi-Objective Mean-Absolute Deviation-Entropy
International Journal on Information and Communication Technology (IJoICT), 2022 Stock portfolio optimization is allocating stock assets from investors to manage return and risk. Investors need a high return portfolio with a given level of risk, and portfolio optimization can help to find the feasible one.
D. Saepudin, Dimas Rizqi Guintana
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Jurnal Gaussian, 2022 In 2017 to 2020 the Jakarta Islamic Index (JII) showed a positive trend and was quite stable compared to the LQ45 index. The selection of the JII stock index in this study is intended to obtain maximum profits.
Alifia Hana Linda Rachmawati +2 more
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