Abstract Subject and purpose of work: Cryptocurrencies are a phenomenon that has been strengthening its place in the world finance for over ten years which is becoming frequent investment tool. The aim this study to compare level risk measures investments cryptocurrency market with global capital markets 2011-2020. Materials methods: used quotations analysed instruments. was estimated using sta...

independence of observations is a fundamental assumption in designing an x chart for individual observations. but unfortunately, the assumption of existence of independent data is not even approximately satisfied. in fact, there is one kind of autocorrelation in the data. this paper demonstrates, through simulating an ar(1) process, that the autocorrelation in the data has deep effect on x char...

This paper presents an approach for portfolio selection using evolutionary programming as a tool for optimization. The goal is to find the mix of stocks that minimize risk expressed as standard deviation for a certain expected return. Two alternatives approaches are developed (Hillclimbing and Random) to measure the performance of the modified genetic algorithm. Key-Words: Evolutionary Computin...

This paper uses the concept of possibilistic risk aversion to propose a new approach for portfolio selection in fuzzy environment. Using possibility theory, the possibilistic mean, variance, standard deviation and risk premium of a fuzzy number are established. Possibilistic Sharpe ratio is defined as the ratio of possibilistic risk premium and possibilistic standard deviation of a portfolio. T...

From the relations between critical illumination in a flash (I(m)) and the flash frequency (F) for response of the sunfish to visual flicker when the proportion of light time to dark time (t(L)/t(D)) in a flicker cycle is varied at one temperature (21.5 degrees ) the following results are obtained: At values of t(L)/t(D) between 1/9 and 9/1 the F - log I(m) curves are progressively shifted towa...