Identification of Cluster with Composite Mean and Variance

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis

With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of proceeds of financial properties is not cu...

متن کامل

Mixture of Normal Mean-Variance of Lindley Distributions

‎Abstract: In this paper, a new mixture modelling using the normal mean-variance mixture of Lindley (NMVL) distribution has been considered. The proposed model is heavy-tailed and multimodal and can be used in dealing with asymmetric data in various theoretic and applied problems. We present a feasible computationally analytical EM algorithm for computing the maximum likelihood estimates. T...

متن کامل

Mean - Variance

We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure P ⋆ which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to P ⋆ coincides with the variance-optimal martin-gale measure relative to the original probability measure P .

متن کامل

The Tail Mean-Variance Model and Extended Efficient Frontier

In portfolio theory, it is well-known that the distributions of stock returns often have non-Gaussian characteristics. Therefore, we need non-symmetric distributions for modeling and accurate analysis of actuarial data. For this purpose and optimal portfolio selection, we use the Tail Mean-Variance (TMV) model, which focuses on the rare risks but high losses and usually happens in the tail of r...

متن کامل

Fractal image compression with variance and mean

Although Fractal image compression has high quality at high compression ratio, it needs a lot of encoding time so that it has not been widely applied as other coding schemes in the field of image compression. In this paper, an algorithm is devised to improve this drawback. We utilize mean and variance to classify image blocks and combine the transformation reduction techniques to decrease the e...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications for Statistical Applications and Methods

سال: 2011

ISSN: 2287-7843

DOI: 10.5351/ckss.2011.18.3.391