نتایج جستجو برای: variance propagation
تعداد نتایج: 212400 فیلتر نتایج به سال:
Abstract In this paper we introduce a new criterion in order to measure the variance and covariance risks in financial markets. In an asset allocation framework with stochastic (co)variances, we consider the possibility to invest also in variance swaps, that are assets which span the volatility as well as the co-volatility risks. We provide explicit solutions for the portfolio optimization prob...
Wavelets have recently been a subject of great interest in geophysics, mathematics and signal processing. The discrete wavelet transform can be used to decompose a time series with respect to a set of basis functions, each one of which is associated with a particular scale. The properties of a time series at different scales can then be summarized by the wavelet variance, which decomposes the v...
The heritability response for growth of rainbow trout during early developmental stages was detected on the basis of full-sib and half-sib cross between the selected lines. The experiment was done in Shahid Bahonar Salmon Propagation Center, Kelardasht, Iran. Breeders were taken from the stocks maintained in this station. A bifactorial cross was done between two line using four randomly sire an...
In this paper, propagation of flattend Gaussian beam in optical media is simulated by split step fourier method, ABCD matrix method, and paraxial group method, and results are compared. For this purpose, at first, flattend Gaussian beam, strongly nonlocal nonlinear media and investigation methods of propagation of optical beams are introduced. Then, propagation of flattend Gaussian beam in free...
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