Results 11 to 20 of about 605,028 (307)
The Limits to Minimum‐Variance Hedging [PDF]
Journal of Business Finance & Accounting, 2007 Abstract: In this paper, we compare the estimated minimum‐variance hedge ratios from a range of conditional hedging models with the ‘realized’ minimum variance hedge ratio constructed using intraday data. We show that the reduction in conditionally hedged portfolio variance falls far short of the ex post maximal reduction in variance obtained using ...
Harris, Richard DF +2 more
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On linearly constrained minimum variance beamforming [PDF]
J. Mach. Learn. Res., 2015 Summary: Beamforming is a widely used technique for source localization in signal processing and neuroimaging. A number of vector-beamformers have been introduced to localize neuronal activity by using magnetoencephalography (MEG) data in the literature.
Jian Zhang 0063, Chao Liu
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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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Robust minimum variance beamforming [PDF]
IEEE Transactions on Signal Processing, 2004 This paper introduces an extension of minimum variance beamforming that explicitly uses the a-priori uncertainty in the array response. Sources of this uncertainty include imprecise knowledge of the angle of arrival and uncertainty in the array manifold; this uncertainty is modeled via an ellipsoid.
Robert G. Lorenz, Stephen P. Boyd
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Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [PDF]
مدلسازی اقتصادسنجی, 2020 Futures are used as the most important risk hedge tools to reduce the risk of the crude oil market. The optimal hedging risk strategy is determined by calculating the optimal hedging risk ratio.
Simin Aleali +3 more
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Novel Unbiased Optimal Receding-Horizon Fixed-Lag Smoothers for Linear Discrete Time-Varying Systems
Applied Sciences, 2022 This paper proposes novel unbiased minimum-variance receding-horizon fixed-lag (UMVRHF) smoothers in batch and recursive forms for linear discrete time-varying state space models in order to improve the computational efficiency and the estimation ...
Bokyu Kwon, Pyung Soo Kim
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