The appropriate choice of a threshold level, which separates the tails probability distribution random variable from its middle part, is considered to be very complex and challenging task. This paper provides an empirical study on various methods optimal tail selection in risk measurement. results indicate method may useful practice for investors financial regulatory institutions. Some that per...

Investors use different approaches to select optimal portfolio. so, Optimal investment choices according to return can be interpreted in different models. The traditional approach to allocate portfolio selection called a mean - variance explains. Another approach is Markov chain. Markov chain is a random process without memory. This means that the conditional probability distribution of the nex...

This study aims to investigate the impact of deviation from optimal level of cash holdings on adverse selection and moral hazard problems. The data set includes 106 listed firms of Tehran Stock Exchange during the period of 2005-2016 and both panel data and cross-sectional data multivariate regressions were utilized in different stage of analysis to test the hypotheses. According to the optimal...

Given n points in the plane and an integer k, the slope selection problem is to nd the pair of points whose connecting line has the k-th smallest slope. (In dual setting, given n lines in the plane, we want to nd the vertex of their arrangement with the k-th smallest x-coordinate.) Cole et al. 6] have given an O(n log n) solution (which is optimal), using the parametric searching technique of M...

Given string S[1..N ] and integer k, the suffix selection problem is to determine the kth lexicographically smallest amongst the suffixes S[i . . . N ], 1 ≤ i ≤ N . We study the suffix selection problem in the cache-aware model that captures two-level memory inherent in computing systems, for a cache of limited size M and block size B. The complexity of interest is the number of block transfers...

We study a novel location optimization problem, the Collective-k Optimal Location Selection (CkOLS) problem. This problem finds k regions such that setting up k service sites, one in each region, collectively attracts the maximum number of customers by proximity. The problem generalizes the traditional influence maximizing location selection problem from searching for one optimal region to k re...

o t t n f w s ( T t bstract. The color characterization of digital cameras often reuires the use of standard charts containing a fixed number of color amples. The exact choice of such characterization charts—how any (and which) known samples to include—is known to affect haracterization performance. This study describes methods to seect optimum color samples from a set of 1269 Munsell surface c...

Refinement systems currently select the best rule refinements from a set of conflicting and alternative refinements by using heuristics. This paper presents a new operations research approach for the selection of optimal rule refinements. The problem analysis and the description of the optimization are performed using two well-defined examples. The analysis of the refinement selection problem l...