نتایج جستجو برای: sharpe performance measure

تعداد نتایج: 1348509  

Journal: :International Journal of Enviornment and Climate Change 2022

Aims: Based on the different temperature model, analysis cotton mealy bug growth, developmental, survival, mortality, and reproduction rate.
 Place Duration of Study: This secondary data were collected from Central Institute Cotton Research, Coimbatore.
 Methodology: In this study, we used models like Sharpe DeMichele Wang Polynomial Stinner Gaussian model. To measure goodness-of-fit ...

2008
Roland Burton Shandor Dektor Dawn Wheeler

In this project machine learning techniques were used to generate technical trading strategies in the US interest rate swap markets. Leela, a correlation algorithm that is closely related to autoregression, was developed to detect short term repeating patterns to predict future market moves. This algorithm exhibited a Sharpe Ratio of 1 when applied to a single swap. When additional swaps were u...

Journal: :Journal of Futures Markets 2021

In this paper we show that a Kelly trader is indifferent to trade derivative if and only the no-arbitrage price uniquely given by minimal martingale measure price, thus providing natural selection mechanism for option pricing in incomplete markets. We also unique indifference results market equilibrium sense no can improve magnitude of his instantaneous Sharpe ratio, trading derivative, actions...

Journal: :Journal of Economics <html_ent glyph="@amp;" ascii="&amp;"/> Management Strategy 2006

2010
HSIANG-CHUAN LIU TUNG-SHENG LIU

When there are interactions among the independent variables, the performances of the most often used multiple regression models and ridge regression model are not well enough. In contrast, the Choquet integral takes into account the interactions among independent variables, the discrete Choquet integral regression models based on some non-negative valued fuzzy measures or monotonic measure can ...

Journal: :iranian rehabilitation journal 0
neda atashi pediatric neurorehabilitation research center, uuniversity of social welfare and rehabilitation sciences, tehran, iran. shahram aboutalebi pediatric neurorehabilitation research center, uuniversity of social welfare and rehabilitation sciences, tehran, iran. mohammad heidari department of occupational therapy, uuniversity of social welfare and rehabilitation sciences, tehran, iran. seyyed ali hosseini department of occupational theraphy, university of social welfare and rehabilitation sciences, tehran, iran.

objectives: the value of the client-centered approach for treating patients with various disabilities has been increasingly acknowledged. the aim of this study was to determine the test-retest reliability of the persian version of the canadian occupational performance measure (copm) as an individual outcome measure among iranian elderly population. methods: in this cross-sectional study, 60 old...

Journal: :وقایع علوم کاربردی ورزش 0
dibyojyoti bhattacharjee department of statistics, assam university, silchar, assam, india manish pandey department of statistics, faculty of guest, cachar college, silchar, assam, indiacs hemanta saikia department of social science, college of sericulture, assam agricultural university, jorhat, assam, india unni krishnan radhakrishnan texas cricket academy, texas, usa

this study attempts to find if better performance in power play leads a team to victory in a twenty20 match. based on the methodology devised to do so, the study tries to measure the performance of both the teams during power play overs in terms of batting and bowling. the developed measure is called ‘prod’ which is a product of the difference of batting and bowling performance of the teams dur...

2009
Jin Zhang Dietmar Maringer

This paper proposes a method which combines a clustering technique with asset allocation methods, to improve portfolio Sharpe ratios and weights stability. The portfolio weights are computed based on cluster members and cluster portfolios, which are decided by an optimal cluster pattern. The optimized cluster pattern tells the belonging of assets to particular clusters, which is identified by u...

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