In this paper, we establish a new coherent risk measure on Lp, which refer to as the monotone mean Lp-deviation measure. Then, related properties are discussed. Furthermore, from perspective of acceptance set, discuss relationship between and Sharpe ratio Finally, extend multivariate setting.

background: the primary objective of this study was to determine the association between risk factors and the prevalence of musculoskeletal disorder (msd) among auto repair mechanics in klang valley, malaysia. methods: overall, 191 mechanics from eight auto repair centers in klang valley, malaysia were stratified sampling as participants of this study. a modified version of the general standard...

The problem of parameter estimation in linear model is pervasive in signal processing and communication applications. It is often common to restrict attention to linear estimators, which simplifies the implementation as well as the mathematical derivations. The simplest design scenario is when the second order statistics of the parameters to be estimated are known and it is desirable to minimiz...

The Least Mean Square (LMS) algorithm, introduced by Widrow and Hoff in 1959 [12] is an adaptive algorithm, which uses a gradient-based method of steepest decent [10]. LMS algorithm uses the estimates of the gradient vector from the available data. LMS incorporates an iterative procedure that makes successive corrections to the weight vector in the direction of the negative of the gradient vect...

– Collective behavior is studied in globally coupled maps with distributed nonlinearity. It is shown that the heterogeneity enhances regularity in the collective dynamics. Low-dimensional quasi-periodic motion is often found for the mean field, even if each element shows chaotic dynamics. The mechanism of this order is due to the formation of an internal bifurcation structure, and the self-cons...

Models with mixed origins of anomalous subdiffusion have been considered important for understanding transport in biological systems. Here one such mixed model, the quenched-trap model (QTM) on fractal lattices, is investigated. It is shown that both ensemble- and time-averaged mean-square displacements (MSDs) show subdiffusion with different scaling exponents, i.e., this system shows weak ergo...