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Portfolio Optimization with Interval Coefficients
2014In 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 +3 more
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Manifold optimization for nonnegative coefficient logistic regression
2016 International Joint Conference on Neural Networks (IJCNN), 2016A novel estimation algorithm is introduced for logistic regression model with nonnegative coefficients constraints. The basic idea is to decompose the model parameters as a vector of convex coefficients (the multinomial manifold) and a scaling parameter, which are then optimized alternatively based on the maximum likelihood cost function. The first and
Xia Hong 0001, Junbin Gao
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Randomized Polar Subcodes With Optimized Error Coefficient
IEEE Transactions on Communications, 2020A method for construction of polar subcodes with reduced error coefficient is presented. The proposed approach relies on explicit enumeration of low-weight non-zero codewords in a polar code, and construction of dynamic freezing constraints which define a subcode not containing most of these codewords.
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Optimal hydrothermal scheduling with variable production coefficient
Mathematical Methods of Operations Research (ZOR), 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huberto J. Bortolossi +2 more
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Subband filters optimized for lost coefficient reconstruction
IEEE Transactions on Signal Processing, 1997Packet-based transmission of subband coded images over lossy networks presents a reconstruction problem at the decoder. Accurate reconstruction of the high-energy low frequency subband coefficients is imperative in providing consumer-grade image quality.
Sheila S. Hemami, Robert M. Gray
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The magnitude if the Bohr coefficient: Optimal for oxygen delivery
Respiration Physiology, 1983This paper examines relationships between the magnitude of the blood Bohr coefficient and arterial-venous changes in blood pH, PCO2 and oxygen affinity during steady-state, aerobic gas exchange. The physical-chemical linkage of the Bohr and Haldane effects is taken into account.
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Handling the Significance of Regression Coefficients Via Optimization
Expert Systems with Applications, 2023Mohammad Nasir Yarahmadi +2 more
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Computation of the optimal coefficients
Mathematical Notes of the Academy of Sciences of the USSR, 1991L. P. Bocharova +2 more
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Time-optimal trajectory planning for a race car considering variable tyre-road friction coefficients
Vehicle System Dynamics, 2021Fabian Christ +2 more
exaly
Multiscale Finite Element Methods for an Elliptic Optimal Control Problem with Rough Coefficients
Journal of Scientific Computing, 2022Susanne C Brenner +2 more
exaly