In this paper, we consider portfolio selection problem in which security returns are regarded as fuzzy variables rather than random variables. We first introduce a concept of absolute deviation for fuzzy variables and prove some useful properties, which imply that absolute deviation may be used to measure risk well. Then we propose two mean-absolute deviation models by defining risk as abs...

Four algorithms for simulating flicker FM phase noise (f−3 spectrum) are given, two old and two new. Their Allan deviation and mean square time interval error (MSTIE) are examined. The MSTIE shows that one of the old algorithms has deficient long-term phase deviations on average. The Allan deviation does not reveal this deficiency.

By monitoring the thermally driven displacements of imbedded polystyrene microspheres via video fluorescence microscopy, we quantified the microstructural and micromechanical heterogeneities of wheat gliadin suspensions. We found that the degree of heterogeneity of the suspensions, as measured by the width and skewness of the microspheres' mean squared displacement (MSD) distribution, increased...

Standard least mean square/fourth (LMS/F) is a classical adaptive algorithm that combined the advantages of both least mean square (LMS) and least mean fourth (LMF). The advantage of LMS is fast convergence speed while its shortcoming is suboptimal solution in low signal-to-noise ratio (SNR) environment. On the contrary, the advantage of LMF algorithm is robust in low SNR while its drawback is ...

BACKGROUND A sympathetic shift in heart rate variability (HRV) from high to lower frequencies may be an early signal of deterioration in a monitored patient. Most chronic heart failure (CHF) patients receive β-blockers. This tends to obscure HRV observation by increasing the fast variations. We tested which HRV parameters would still detect the change into a sympathetic state. METHODS AND RES...

Structural and computational biologists often need to measure the similarity of ligand binding conformations. The commonly used root-mean-square deviation (RMSD) is not only ligand-size dependent, but also may fail to capture biologically meaningful binding features. To address these issues, we developed the Contact Mode Score (CMS), a new metric to assess the conformational similarity based on...

We study the dynamics of an inertial active Ornstein-Uhnlenbeck particle self-propelling in a confined harmonic well. The transport behaviour is investigated by analyzing trajectories, steady state correlations, and mean square displacement (MSD). correlation functions for position as well velocity are exactly calculated using different methods. explore how inertia affects dynamical behaviour, ...

Molecular dynamics simulation has been employed to calculate the amounts of adsorption and diffusion CO2 in a type MOF named UTSA-16. The UTSA-16 chosen this work due high active water molecules coordinated its structure which strengthen interaction enhances sorption capacity. Effects temperatures 298, 313 338 K pressures up 40 bar on simulated properties also coefficients have elucidated. To s...