Results 101 to 110 of about 53,682 (307)
Capacitive, charge‐domain compute‐in‐memory (CIM) stores weights as capacitance,eliminating DC sneak paths and IR‐drop, yielding near‐zero standbypower. In this perspective, we present a device to systems level performance analysis of most promising architectures and predict apathway for upscaling capacitive CIM for sustainable edge computing ...
Kapil Bhardwaj +2 more
wiley +1 more source
Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova +4 more
wiley +1 more source
International Portfolio Diversification: Short-Term Financial Assets and Gold [PDF]
Using a continuous-time finance-theoretic framework, this paper presents the optimal portfolio rule of an international investor who consumes N national composite goods and who holds N domestic-currency-denominated assets with known nominal interest ...
Jeffrey A. Goldstein +2 more
core
Ising Solver Using Vertical NAND Flash Memory
Commercial V‐NAND flash memory is repurposed as a discrete‐time Ising solver by exploiting in‐memory current summation and read‐voltage‐controlled intrinsic noise. The system implements Hopfield neural‐network updates with simulated‐annealing‐like behavior, solving max‐cut problems with high accuracy and energy efficiency while using mass‐produced ...
Sung‐Ho Park +7 more
wiley +1 more source
ANALYSIS OF THE MARKOWITZ’S AND TOBIN’S MODELS FOR SECURITIES PORTFOLIO CONSTRUCTION
The conclusions about the strata of society, various parties are supported by, have been made. The question arises of revising and improving the ways of forming the investment portfolio, since the degree of influence of macroeconomic indicators on the ...
Halyna Viktorivna Vietrova +1 more
doaj +1 more source
Essays on dynamic portfolio management [PDF]
Over the last three decades, there has been an increasing interest in the problem of the investor's optimal consumption and portfolio rules. Despite the substantial amount of related literature, there remain many areas for further investigation.
Liao, Chien-Hui
core
Portfolio delegation under short-selling constraints [PDF]
In this paper we study delegated portfolio management when the manager's ability to short-sell is restricted. Contrary to previous results, we show that under moral hazard, linear performance-adjusted contracts do provide portfolio managers with ...
Juan-Pedro Gómez, Tridib Sharma
core
Analysis of determining optimal portfolio in BPKH's portfolios using the Tangency Portfolio model
Purpose – This study aims to analyze the actual portfolio of BPKH from the hajj fund investment and examine the optimization investment portfolio for BPKH based on PP No.5 Tahun 2018. Methodology – The data used in this study was quarterly in the form
Agam Maulana Ardi, Darwanto
doaj
Hedging crash risk in optimal portfolio selection. [PDF]
Zhu S, Zhu W, Pei X, Cui X.
europepmc +1 more source
Portfolio Choice when Managers Control Returns [PDF]
This paper investigates the allocation decision of an investor with two projects. Separate managers control the mean return from each project, and the investor may or may not observe the managers’ actions.
Egil Matsen
core

