نتایج جستجو برای: adjusted evaluation indices using semivariance modified sharpe

تعداد نتایج: 4254827  

2014
Hongrui Ren Guangsheng Zhou

Accurate estimation of green aboveground biomass in arid and semiarid grassland is essential for a variety of studies, such as sustainable grassland management, fire risk assessment, climate change, and environmental degradation. A great need exists for the establishment of robust method for estimating green aboveground biomass in arid and semiarid grassland due to the influences of soil backgr...

Journal: :Statistics in Transition New Series 2023

A wide variety of retailers (supermarkets, home electronics, Internet shops, etc.) provide scanner data containing information at the level barcode, e.g. Global Trade Item Number (GTIN). As complete transaction information, we may use expenditure shares items as weightsfor calculating price indices lowest (elementary) aggregation. The challenge here is choice index formula which should be able ...

Journal: :desert 2005
gh. r. zehtabian h. ahmadi h. khosravi a. rafiei emam

desertification process as a great problem affects most of the countries in the world specially developing countries. this process has a high rate in arid and semi-arid countries such as iran. the main objective of this research was to investigate land degradation status and desertification mapping of kashan area. different studies have been carried out in the world in order to assess desertifi...

2005
Luigi Guiso Tullio Jappelli

Rational investors perceive correctly the value of financial information. Investment in information is therefore rewarded with a higher Sharpe ratio. Overconfident investors overstate the quality of their own information, and thus attain a lower Sharpe ratio. We contrast the implications of the two models using a survey of customers of an Italian leading bank with portfolio data and measures of...

2010
Adenike A. O. Ogunshe

Background and Aim: The aim of this study was to conduct in vitro and in vivo studies for the evaluation of antimicrobial potential of four Nigerian indigenous chewing sticks and to compare the oral effects of the popular Nigerian chewing sticks with toothpastes and other teeth-cleansing agents on a total of 21 and 17 oral bacterial strains isolated from children and adult dental caries respect...

Journal: :iranian journal of fuzzy systems 0
sheng-chih yang department of computer science and information engineering, national chin-yi university of technology, taichung city 411, taiwan, roc cheng-jian lin department of computer science and information engineering, national chin-yi university of technology, taichung city 411, taiwan, roc hsueh-yi lin department of computer science and information engineering, national chin-yi university of technology, taichung city 411, taiwan, roc jyun-guo wang department of computer science and information engineering, national chin-yi university of technology, taichung city 411, taiwan, roc cheng-yi yu department of computer science and information engineering, national chin-yi university of technology, taichung city 411, taiwan, roc

in this study, an image backlight compensation method using adaptive luminance modification is proposed for efficiently obtaining clear images.the proposed method combines the fuzzy c-means clustering method, a recurrent functional neural fuzzy network (rfnfn), and a modified differential evolution.the proposed rfnfn is based on the two backlight factors that can accurately detect the compensat...

Journal: :International journal of engineering and geosciences 2023

Yield prediction before harvest is one of the important issues in terms managing agricultural policies and making right decisions for future. Using remote sensing techniques yield estimation studies steps many countries to reach their 21st-century targets. The aim this study develop a wheat model using Landsat-8 Sentinel-2 satellite data. In study, development stages winter were examined with h...

2009
Y. Qiu B. Fu J. Wang L. Chen Q. Meng Y. Zhang

Spatial predictions of soil moisture content in arid lands are necessary for soil survey, land evaluation, hydrological modeling, land use planning and sustainable land use. Multiple-linear regression models with land use and terrain indices were developed to spatially predict soil moisture using six methods. The performance of six models was evaluated using 13 indices based on biweekly-measure...

2003
Mila Getmansky Andrew W. Lo Igor Makarov

The returns to hedge funds and other alternative investments are often highly serially correlated. In this paper, we explore several sources of such serial correlation and show that the most likely explanation is illiquidity exposure and smoothed returns. We propose an econometric model of return smoothing and develop estimators for the smoothing profile as well as a smoothing-adjusted Sharpe r...

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