This study contributes to passive portfolio management by comparing four ways for asset allocation. Index investing, mean-variance optimization, equal-weighting and semi-variance optimization are compared as part of the investment strategy aimed at outperforming Dow Jones Industrial Average (DJIA). The best way allocate assets was portfolios looking minimum semi-variance. Yield spreads below pe...

The effect of different combinations of response feedback on the performance of active control system on nonlinear frames has been studied in this paper. To this end different feedback combinations including displacement, velocity, acceleration and full response feedback have been utilized in controlling the response of an eight story bilinear hysteretic frame which has been subjected to a whit...

Many case-based reasoning algorithms employ derivatives of the k-nearest neighbor (k-NN) classiier for case retrieval. Several studies have shown that its similarity function is sensitive to imperfect feature sets (i.e., containing irrelevant, redundant, interacting, or noisy features). Many proposed methods attempt to reduce this sensitivity by parameterizing k-NN's similarity function with fe...

Stock Exchange Investors have paid more attention to the banking group in recent years so that in many cases, the direction of the banking index has changed the general direction of the market. Therefore, exploring the banking index fluctuation is important from the point of view of investors as well as the direction of the market. The purpose is to examine the effectiveness and direction of ne...

background: in the past few decades, indoor air pollution (iap) has become a primary concern to the point. it is increasingly believed to be of equal or greater importance to human health compared to ambient air. however, due to the lack of comprehensive indices for the integrated assessment of indoor air quality (iaq), we aimed to develop a novel, fuzzy-based indoor air quality index (fiaqi) t...

An interesting scheme for estimating and adapting distributions in real-time for non-stationary data has recently been the focus of study for several different tasks relating to time series and data mining, namely change point detection, outlier detection and online compression/ sequence prediction. An appealing feature is that unlike more sophisticated procedures, it is as fast as the related ...

We present a way to make environmental recordings controllable again by the use of continuous annotations of the high-level semantic parameter one wishes to control, e.g. wind strength or crowd excitation level. A partial annotation can be propagated to cover the entire recording via cross-modal analysis between gesture and sound by canonical time warping (CTW). The annotations serve as a descr...

First we modify the basic (binary) context-tree weighting method such that the past symbols x1 D; x2 D; ; x0 are not needed by the encoder and the decoder. Then we describe how to make the context-tree depth D infinite, which results in optimal redundancy behavior for all tree sources, while the number of records in the context tree is not larger than 2T 1: Here T is the length of the source se...

I am grateful to Scott Soames, Jason Turner, and Mark Wilson for their comments on Constructing the World. Soames andWilson are two of the primary opponents I had in mind in writing the book, and it is useful to see just where our disagreements lie. Both of them raise central issues about the semantic applications of the epistemological framework in the book, especially the use of the scrutabil...

We demonstrate – using linear scattering theory and an idealized, stratified, rotating ocean domain, with a flat bottom deep ocean and a straight continental slope and shelf – that a high-mode (mode 3) Poincare wave incident on the coastal margin can excite large amplitude leaky coastal trapped waves (CTWs) or leaky edge waves along the coastal margin dependent on the frequency and alongshore w...