Abstract Value-at-risk is one of the most popular risk management tools in financial industry. Over past 20 years, several attempts to include VaR portfolio selection process have been proposed. However, using as a measure optimization models leads problems that are computationally hard solve. In view this, few practical applications appeared literature up now. this paper, we propose add criter...

With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of proceeds of financial properties is not cu...

Vibration signals were measured in a lab-scale fluidized bed to investigate the changes in particle sizes. Experiments were carried out in the bed with a different mass fraction of coarser particles at different superficial gas velocities, and probe heights. The S-statistic test evaluates the dimensionless squared distance between two attractors reconstructed from time series of vibration signa...

response surface methodology (rsm) is a statistical method useful in the modeling and analysis of problems in which the response variable receives the influence of several independent variables, in order to determine which are the conditions under which should operate these variables to optimize a corrugated box production process. the purpose of this research is to create response surface mode...

the factors such as disease can disrupt homeostasis, resulting in perturbations of endogenous biochemicals that are involved in key metabolic profiles. metabonomics is useful technique to quantitative description of endogenous metabolites present in a biological sample such as urine, plasma and tissue. high resolution 1 h nuclear magnetic resonance (nmr)-based metabonomics is a technique used t...