We examine the benefits of fundamental indexation using European data. Our findings suggest that by re-weighting a capitalisation-weighted market index by certain fundamental values, it is possible to produce consistently higher returns and higher riskadjusted returns. Some of these fundamental portfolios produce consistent and significant benefits compared to the capitalisation-weighted portfo...

Consumer Price Index (CPI) of a particular region is primarily calculated through aggregation of individual household observations. This aggregation is done following two schemes, plutocratic and democratic. While both of them are useful for certain purposes, none of them actually give proper attention to poor households. In this study, we have shown that weighting scheme with certain mathemati...

Weighted Hosoya polynomials have been developed by Diudea, in ref. Studia Univ. "Babes-Bolyai", 2002, 47, 131-139. Among various weighting schemes, those polynomials obtained by using Diudea's Shell matrix operator are far more interesting. We present here the Shell-Distance and Shell-Degree-Distance polynomials and close formulas to calculate them and derived Cluj-Tehran CT index in the family...

In this paper, we investigate the estimation of the tail index and extreme quantiles of a heavy-tailed distribution when some covariate information is available and the data are randomly right-censored. We construct several estimators by combining a moving-window technique (for tackling the covariate information) and the inverse probability-of-censoring weighting method, and we establish their ...

This paper presents the development of weighted least squares (WLS) method in regression modeling when data are characterized by a high degree of heteroscedasticity in the response variable. An algorithm is developed to obtain the weighting parameter in the WLS model. Tests for coincidence and parallelism in the WLS model are studied. Finally results are demonstrated empirically by modeling the...

Random Indexing is a vector space technique that provides an efficient and scalable approximation to distributional similarity problems. We present experiments showing Random Indexing to be poor at handling large volumes of data and evaluate the use of weighting functions for improving the performance of Random Indexing. We find that Random Index is robust for small data sets, but performance d...

The design of MIMO PI controller is formulated as an LQR problem. The weighting matrices of the quadratic performance index are chosen so that tuning can be done for each inputoutput channel and for tradeoff between transient response and robustness with respect to modeling error. The number of tuning parameters is the same as that of a decentralized PI controller. A d&ign example is given to d...

The multidimensional view of well-being is receiving growing attention, both in academic research and policy-oriented analysis. This paper examines empirical strategies to measure poverty and inequality in multiple domains, concentrating on two problems in the use of synthetic multidimensional indices: the weighting structure of different functionings and the functional form of the index. These...

Terrier is a modular platform for the rapid development of large-scale Information Retrieval (IR) applications. It can index various document collections, including TREC and Web collections. Terrier also offers a range of document weighting and query expansion models, based on the Divergence From Randomness framework. It has been successfully used for ad-hoc retrieval, cross-language retrieval,...

A discrete-time mixing architecture for software defined radio receivers is proposed. It exploits 8x RF voltage oversampling followed by charge domain weighting to achieve 40dB 3rd and 5th harmonic rejection without channel bandwidth limitations. Also noise folding is reduced by 3dB. A zero-IF downconverter chip in 65nm CMOS can receive RF signals up to 900MHz, with NFmin=12dB, IIP3=11dBm at <2...