Results 241 to 250 of about 4,948,826 (293)

Uncertain Mean-Semiabsolute Deviation Model

2016
In the case with lack of historical data, another feasible way is to estimate returns by experts based on their subjective evaluations in the framework of uncertainty theory (Liu 2007). In particular, several researchers have studied portfolio optimization in which security returns are assumed to be uncertain variables. The first attempt is Qin et al. (
openaire   +1 more source

Interval Mean-Semiabsolute Deviation Model

2016
Most existing researches deal with the expected returns of securities as crisp values, which may be estimated by the experts based on their experience and the historical data. However, since the improper estimations may bring on an unsuccessful investment decision, portfolio experts generally prefer to offer interval estimations instead of crisp point ...
openaire   +1 more source

Mean, Variance and Standard Deviation

1998
Frequency distributions that describe an approximately symmetrical bell-shaped curve (Fig. 9) with a single peak can be described by two parameters: the mean, or more precisely the arithmetic mean, which is the point on the x-axis intersected by the axis of symmetry of the “bell curve”; and the so-called standard deviation, which is a measure for the ...
openaire   +1 more source

Appendix E: Mean Direction and Mean Absolute Deviation

2009
The mean directional and mean absolute deviations are statistics that can be used to summarize and check the balance of JAR data. The JAR data are analyzed separately for each product and each attribute. The mean directional deviation is the average signed difference of the ratings from the “Just About Right” value.
openaire   +1 more source

Mean-absolute deviation model

IIE Transactions, 2005
Hiroshi Konno, Tomoyuki Koshizuka
openaire   +1 more source

Mean Absolute Deviation

2011
openaire   +2 more sources

Mean Absolute Deviation (About Mean) Metric for Kurtosis

Advance Research in Sciences (ARS)
In this paper, we introduce a MAD (about mean) alternative metric to classical kurtosis. Using the formula for mean absolute deviation, we identify two special points and construct the corresponding distributions with these reference points as their means. The proposed alternative is computed from mean absolute deviations for these distributions. These
openaire   +1 more source

mean deviation

2004
openaire   +1 more source

3354. Calculating mean deviations

The Mathematical Gazette, 1974
openaire   +1 more source

mean deviation

2014
openaire   +1 more source