نتایج جستجو برای: adjusted evaluation indices using semivariance modified sharpe

تعداد نتایج: 4254827  

2000
Xiu Gao Laiwan Chan

A trading and portfolio management system called QSR is proposed. It uses Q-learning and Sharpe ratio maximization algorithm. We use absolute proot and relative risk-adjusted proot as performance function to train the system respectively, and employ a committee of two networks to do the testing. The new proposed algorithm makes use of the advantages of both parts and can be used in a more gener...

2016
Mayra Elizabeth Parra-Amaya María Eugenia Puerta-Yepes Diana Paola Lizarralde-Bejarano Sair Arboleda-Sánchez

Dengue is a viral disease caused by a flavivirus that is transmitted by mosquitoes of the genus Aedes. There is currently no specific treatment or commercial vaccine for its control and prevention; therefore, mosquito population control is the only alternative for preventing the occurrence of dengue. For this reason, entomological surveillance is recommended by World Health Organization (WHO) t...

Journal: :Journal of Probability and Statistics 2012

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده ادبیات و علوم انسانی دکتر علی شریعتی 1392

like any other learning activity, translation is a problem solving activity which involves executing parallel cognitive processes. the ability to think about these higher processes, plan, organize, monitor and evaluate the most influential executive cognitive processes is what flavell (1975) called “metacognition” which encompasses raising awareness of mental processes as well as using effectiv...

Journal: :Remote Sensing 2021

Capturing the spatial heterogeneity and characteristic scale is key to determining patterns of land surfaces. In this research, core observation area middle reaches Heihe River Basin was selected as study area, identification several typical objects carried out by implementing experiments on moderate- high-resolution remotely sensed ASTER CASI NDVI images. The aim evaluate potential local varia...

Journal: :iranian red crescent medical journal 0
anvar esmaili department of health management and economics, school of public health, tehran university of medical sciences, tehran, ir iran hesam seyedin health management and economics research centre, school of health management and information sciences, iran university of medical sciences, tehran, ir iran; health management and economics research centre, school of health management and information sciences, iran university of medical sciences, tehran, ir iran. tel: +98-214422236591, fax: +98-2188883334 obeidollah faraji department of health management and economics, school of public health, tehran university of medical sciences, tehran, ir iran jalal arabloo department of health management and economics, school of public health, tehran university of medical sciences, tehran, ir iran yaghoub qahraman bamdady mahabad imam khomeini hospital, urmia university of medical sciences, urmia, ir iran shahin shojaee mahabad imam khomeini hospital, urmia university of medical sciences, urmia, ir iran

results with respect to the inter-reliability testing, there was a high level of agreement between reviewers applying the instrument in the admissions criteria and days of stay. overall agreement was > 77%; also specific inappropriate agreement and specific appropriate agreement were > 61%, and > 72%, respectively. regarding the validity of the testing, the instrument had a sensitivity of > 0.7...

Journal: :Biometrics 2006
Anne Chao Robin L Chazdon Robert K Colwell Tsung-Jen Shen

A wide variety of similarity indices for comparing two assemblages based on species incidence (i.e., presence/absence) data have been proposed in the literature. These indices are generally based on three simple incidence counts: the number of species shared by two assemblages and the number of species unique to each of them. We provide a new probabilistic derivation for any incidence-based ind...

Journal: :Bioscience trends 2015
Jufeng Xia Peipei Song Lingzhong Xu Wei Tang

Over the past few years, genetically modified organisms (GMO) have gradually become more familiar after numerous reports of problems with GMO safety, such as genetically modified (GM) potatoes disrupting immunity, GM corn inducing tumors, and GM rice being fed to unwitting Chinese children. Every time, these reports cause panic among the population and lead to objections to GMO in various fora....

2008
Ian Martin

The fundamental equation of asset pricing states that the expected timeand risk-adjusted cumulative return on any asset equals one at all horizons. This paper shows that for a typical asset, the realized timeand risk-adjusted cumulative return tends to zero with probability one. Just two assumptions are required: limited liability and no arbitrage. This apparent paradox is resolved by a further...

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