Deriving Network Management Methods

A new methodology for deriving the efficient frontier of stocks portfolios: An advanced risk-return model

In this paper after a general literature review on the concept of Efficient Frontier (EF), an important inadequacy of the Variance based models for deriving EFs and the high necessity for applying another risk measure is exemplified. In this regard for this study the risk measure of Lower Partial Moment of the first order is decided to replace Variance. Because of the particular shape of the pr...

Diagrammatic Methods for Deriving and Relating Temporal Neural Network Algorithms

SVEN F. CRONE DEPARTMENT OF MANAGEMENT SCIENCE LANCASTER UNIVERSITY MANAGEMENT SCHOOL LANCASTER LA1 4YX, UNITED KINGDOM [email protected] Stepwise Selection of Artificial Neural Networks Models for Time Series Prediction

Various heuristic approaches have been proposed to limit design complexity and computing time in artificial neural network modelling, parameterisation and selection for time series prediction. However, no single approach demonstrates robust superiority on arbitrary datasets, causing additional decision problems and a trial-and-error approach to network modelling. To reflect this, we propose an ...

On Deriving Indicators from Texts

This paper presents and explores the idea of deriving numerical indicators from texts, that is, converting text data to numerical data that has predictive or diagnostic value. One application of such a general capability is to the provisional identification of networks, or rather, of associations within networks. Conversely, given a network structure among entities that are associated with vari...

Methods of Summing Crosstalk From Mixed Sources—Part I: Theoretical Analysis

Digital subscriber lines (DSLs) are fundamentally limited by crosstalk. The case where all crosstalk is from the same type of DSL has been studied over the years and accurate models have been standardized. However, crosstalk from multiple different types of DSLs is a relatively new area of study and models of summing mixed crosstalk have only recently been postulated. As more and more types of ...