نتایج جستجو برای: cardinality constrained mean variance ccmv

تعداد نتایج: 747495  

Journal: :EMJ 2023

Human cytomegalovirus (CMV) is a member of the family Herpesviridae. This virus can remain dormant in body over long period after initial infection. Transmission CMV occurs through direct contact with bodily fluids, such as saliva, urine, blood, semen, and breast milk, from individuals who are actively shedding these fluids. extremely common found throughout all geographical locations socioecon...

Journal: :Expert Syst. Appl. 2015
Enriqueta Vercher José D. Bermúdez

We introduce a cardinality constrained multi-objective optimization problem for generating efficient portfolios within a fuzzy mean-absolute deviation framework. We assume that the return on a given portfolio is modeled by means of LR-type fuzzy variables, whose credibility distributions collect the contemporary relationships among the returns on individual assets. To consider credibility measu...

Sanei M., Sh. Banihashemi,

The present study is an attempt toward evaluating the performance of portfolios and assets selecting using modified mean-variance models by utilizing a non-parametric efficiency analysis tool, namely Data Envelopment Analysis (DEA). Huge amounts of money are being invested in financial market. As a result, portfolio performance evaluation has created a great deal of interest among people. We kn...

2014
Jasna S Manu J Pillai J. L. Bentley H. T. Kung M. Schkolnick C. D. Thompson J. R. Smith

Given a multidimensional data set, a skyline query returns the interesting points that are not dominated by other points. The actual cardinality (s) of a skyline query result may vary substantially from the desired result cardinality (k). An approach called skyline ordering is used that forms a skyline based partitioning of a given data set, it provides an ordering among the partitions. The con...

2016
Khalid Mahmood

This paper presents a performance comparison between a constrained least mean squared algorithm for MIMO CDMA decision feedback equalizer and linear equalizer. Both algorithms are constrained on the length of spreading sequence, number of users, variance of multiple access interference as well as additive white Gaussian noise (new constraint). An important feature of both algorithms is that mul...

Journal: :Studies in Informatics and Control 2013

Journal: :IEEE Transactions on Automatic Control 2017

Journal: :SIAM Journal on Control and Optimization 2008

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