Results 91 to 100 of about 233,915 (272)
On efficiency of mean-variance based portfolio selection in DC pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution (DC) pension scheme. We solve the mean-variance portfolio selection problem using the embedding technique pioneered by Zhou and Li (2000) and show that it is ...
Elena Vigna
core
Applied Computational Intelligence and Soft ComputingThis research tries to integrate fuzzy neural networks with penalty function to address the quadratic programming based on the mean‐variance Markowitz portfolio model. The fuzzy quadratic programming problem with penalty function consists of the lower, central, and upper models. The models utilize fuzzy neural networks to solve the models. The proposed
Izaz Ullah Khan +3 more
openaire +2 more sources
A Non‐Reciprocal Architected Porous Medium
Advanced Functional Materials, EarlyView.ABSTRACT In several fluid flow, energy‐dumping, and energy‐harvesting applications, a dominant flow direction or dominant resistance direction is desirable. In this study, we propose a simple modular geometry that doubles flow resistance in one direction relative to the opposite direction, while maintaining laminar viscous flow.
Clément Vezies +2 more
wiley +1 more source
A Monte Carlo investigation of experimental data requirements for fitting polynomial functions [PDF]
This report examines the extent to which sample size affects the accuracy of a low order polynomial approximation of an experimentally observed quantity and establishes a trend toward improvement in the accuracy of the approximation as a function of ...
Canavos, G. C.
core +1 more source
Chirality and Organization of Adsorbates Modify Surface Phonon Dynamics
Advanced Functional Materials, EarlyView.Chirality and molecular organization are shown to influence surface phonon dynamics in gold films. Time‐resolved Joule heating measurements reveal that ordered homochiral monolayers increase the Debye temperature and disordered layers reduce it, while ordered racemic controls have no effect.
Meital Ozeri +6 more
wiley +1 more source
Trabajos de Estadistica Y de Investigacion Operativa, 1982 Lehmann in [4] has generalised the notion of the unbiased estimator with respect to the assumed loss function. In [5] Singh considered admissible estimators of function λ-r of unknown parameter λ of gamma distribution with density $$f\left( {x|\lambda , b} \right) = \lambda ^{b -
openaire +3 more sources
Understanding the Effects of Conductive Polymer Electrode Coating on Recorded Neural Signals
Advanced Healthcare Materials, EarlyView.Conductive polymer coatings are widely explored to improve the quality of signals recorded with chronically implanted neural electrodes, offering enhanced biocompatibility along with reduced electrode impedance. Combining computational modelling and data from PEDOT:PTS coated and PtIr electrodes in rats, we show that improvements in signal quality with
Karthik Sridhar +4 more
wiley +1 more source
Enhancing Photovoltaic System Performance Prediction: A Synergistic Approach with Fuzzy Logic and Response Surface Methodology [PDF]
Journal of Renewable Energy and EnvironmentIn recent years, extensive and expensive research has been conducted on solar energy systems. Studying and investigating solar panel output requires considerable experimental work, increasing both time and costs.
Muataz Al Hazza +2 more
doaj +1 more source
The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments [PDF]
The authors extend the well-known Hansen and Jagannathan (HJ) volatility bound. HJ characterize the lower bound on the volatility of any admissible stochastic discount factor (SDF) that prices correctly a set of primitive asset returns.
Eric Renault +2 more
core
Advanced Healthcare Materials, EarlyView.A two‐phase workflow (OFAT screening followed by central composite design) maps how processing variables tune PFCE‐PLGA nanoparticle size, dispersity, surface charge, loading, and 19F‐MRI signal. In situ, time‐resolved synchrotron SAXS tracks albumin‐corona growth on intact dispersions and reveals PFCE‐dependent adsorption pathways.
Joice Maria Joseph +11 more
wiley +1 more source