Dynamic risk-based optimization on cryptocurrencies [PDF]
Journal of Capital Markets Studies, 2021 Purpose – It is crucial to find a better portfolio optimization strategy, considering the cryptocurrencies' asymmetric volatilities. Hence, this research aimed to present dynamic optimization on minimum variance (MVP), equal risk contribution (ERC) and ...
Bayu Adi Nugroho
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Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization: (A Study of Tehran Stock Exchange) [PDF]
Iranian Journal of Finance, 2021 One of the most critical investment issues faced by different investors is choosing an optimal investment portfolio and balancing risk and return in a way that, maximizes investment returns and minimize the investment risk. So far, many methods have been
Marziyeh Nourahmadi, Hojjatollah Sadeqi
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Parametric Robust Generalized Minimum Variance Control
IEEE Access, 2022 This work presents a hybridization of the Generalized Minimum Variance Control (GMVC) with Parametric Robust Control (RPC) for Linear Time-Invariant (LTI) Uncertain Systems.
Leiliane Borges Cunha +2 more
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A New Discrimination Method of Imaging Regions for Improved Ultrafast Ultrasound Imaging Performance
Journal of Biomedical Photonics & Engineering, 2023 Up to date, adaptive beamforming technologies have been successfully introduced to medical ultrasound imaging, resulting in a considerable improvement in imaging quality versus non-adaptive delay-and-sum beamformers.
Shahad A. Thanoon +2 more
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Error Propagation of Capon’s Minimum Variance Estimator
Frontiers in Physics, 2021 The error propagation of Capon’s minimum variance estimator resulting from measurement errors and position errors is derived within a linear approximation.
S. Toepfer +5 more
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Adaptive Generalized-Minimum-Variance Attitude Control of a High Pointing-Accuracy Remote Sensing Satellite [PDF]
فصلنامه علوم و فناوری فضایی, 2023 Many studies have investigated the problem of external disturbance rejection and also increasing the attitude control system's robustness against the parametric uncertainties. Due to stochastic properties, noise effect minimization becomes an interesting
Ali Kasiri +2 more
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Uniform Minimum Variance Unbiased Estimator of Fractal Dimension
Recoletos Multidisciplinary Research Journal, 2021 The paper introduced the concept of a fractal distribution using a power-law distribution. It proceeds to determining the relationship between fractal and exponential distribution using a logarithmic transformation of a fractal random variable which ...
Zeny L. Maureal +2 more
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Direct and indirect self-tuning generalized minimum variance control [PDF]
Serbian Journal of Electrical Engineering, 2019 Theoretically, several self-tuning control (STC) algorithms have been developed and many simulation results have proved their feasibility in the past years, but applications of STC are hardly seen.
Kareem Hayder Jasim +3 more
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Dictionary Learning Guided by Minimum Class Variance Support Vector [PDF]
Jisuanji gongcheng, 2020 Existing Support Vector Guided Dictionary Learning(SVGDL) algorithm based on the principle of large-margin classification.When establishing decision-making hyperplanes,the algorithms consider only the boundary conditions of each class of encoding vectors,
WANG Xiaoming, XU Tao, RAN Biao
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A generalization of the minimum variance analysis method [PDF]
Annales Geophysicae, 1996 In order to determine the normal direction of the magnetopause, the minimum variance analysis technique is frequently used: it is applied to the magnetic field data of a magnetopause crossing observed by a satellite, and provides the direction along ...
H. Kawano, T. Higuchi
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