Results 221 to 230 of about 314,969 (268)

Portfolio Optimization with Interval Coefficients

2014
In this chapter, we discuss portfolio optimization models with interval coefficients, where the expected return, risk and liquidity of assets are treated as interval numbers. In addition, some realistic constraints such as number of assets held in the portfolio and the maximal and minimal fractions of the capital allocated to the various assets are ...
Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra   +3 more
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-optimal designs in random coefficient regression models

Statistics & Probability Letters, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Xin, Yue, Rong-Xian, Chatterjee, Kashinath   +2 more
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Integer FFT with Optimized Coefficient Sets

2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07, 2007
In this paper, the principle of finding the optimized coefficient set of integer fast Fourier transform (IntFFT) is introduced. IntFFT has been regarded as an approximation of original FFT since it utilizes lifting scheme (LS) and decomposes the complex multiplication of twiddle factor into three lifting steps.
Wei-Hsin Chang, Truong Nguyen
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The Coefficients of Optimal Quadrature Formulas

2006
2 (R) are studied by means of a variational method. Here w(x) is a weight function, χΩ(x) is the characteristic function of the interval Ω, and c(β) are the coefficients of the quadrature formula. The results generalize some results by A. Sard, L. F. Meyers, I. J. Schoenberg, S. D. Silliman (1-4), and others derived by the method of splines.
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Portfolio optimization under transfer coefficient constraint

Journal of Asset Management, 2011
This article is concerned with a portfolio optimization problem subject to a transfer coefficient constraint, which is intended to generate an enhanced index portfolio with a good ex-post performance. We will show that a standard mean-tracking error model with transfer coefficient constraint can be formulated as a convex minimization problem, which can
Rei Yamamoto, Takuya Ishibashi, Hiroshi Konno   +2 more
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Steganography using Cuckoo Optimized Wavelet Coefficients

Proceedings of the Third International Symposium on Women in Computing and Informatics, 2015
Secret data hiding has become center of information security research with the enormous growth of the internet. Many researchers are actively working towards increasing the capacity of hidden content, i.e., hiding bigger data/message in a cover without being perceivable.
Anuradha Singhal, Punam Bedi
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Optimal Coefficient Quantization in Optimal-NTF ΔΣ Modulators

2018
Strategies for the adaptation of Delta Sigma modulators (Delta Sigma Ms) to the embedding environment with respect to the ability of the latter to remove quantization noise have recently been introduced. They rely on formal optimization techniques to deliver finely tuned values for the coefficients of the Delta Sigma M internal filters.
Callegari S., Bizzarri F., Brambilla A.
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Improvement of MEI coefficients by optimization

Proceedings of 1997 Asia-Pacific Microwave Conference, 2002
In the measured equation of invariance (MEI) method, the accuracy of the MEI coefficients directly affects the solution. Most of the effort is focused on finding the more accurate MEI coefficients. The accuracy of the MEI coefficients is improved by optimization in this paper.
Y.M. Song, Y.W. Liu, K.K. Mei
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The optimal coefficients in Daubechies wavelets

Physica D: Nonlinear Phenomena, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Reliability optimization with integer constraint coefficients

Microelectronics Reliability, 1973
This paper describes a method of reliability optimization of a system subject to multiple constraints with integer coefficients. The coefficients are generally integers; in case they are not, they can be converted into integer form by simple manipulation.
K.B. Misra, J. Sharma
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