Context-aware power management (CAPM) uses context (e.g., user location) likely to be available in future ubiquitous computing environments, to e ectively power manage a building's energy consuming devices. The objective of CAPM is to minimise overall energy consumption while maintaining user-perceived device performance. The principal context required by CAPM is when the user is not using and ...

We examine how the empirical implications of the Capital Asset Pricing Model (CAPM) are affected by the length of the period over which returns are measured. We show that the continuous-time CAPM becomes a multifactor model when the asset pricing relation is aggregated temporally. We use Hansen's Generalized Method of Moments (GMM) approach to test the continuous-time CAPM at an unconditional l...

We tested the germicide activity of 1% Chloramin BM, 1% Incidin Plus, 1% Lysoformin 3000, 0.2% Mikasept KP, and 2% Sekusept Forte against viruses in suspension (suspension test) and dried onto a surface (carrier test). The agents of the porcine encephalomyelitis (Porcine teschovirus, strains CAPM V-86, CAPM V-37), Aujeszky’s disease (strains CAPM V-166, CAPM V-327) and vesicular stomatitis (str...

Is Beta Dead?” (Wallace [1980]) and other recent articles have asked whether broad consequences, disastrous to modern investment technology, would result from misspecification of the Capital Asset Pricing Model (CAPM), or worse yet, from falsehood of the model. The criticisms have cited imprecise specification of the market portfolio as a misapplication of the CAPM, and have emphasized the diff...

We argue that the empirical evidence against the capital asset pricing model (CAPM) based on stock returns does not invalidate its use for estimating the cost of capital for projects in making capital budgeting decisions. Because stocks are backed not only by projects in place, but also by the options to modify current projects and undertake new ones, the expected returns on stocks need not sat...

This paper explores the ability of theoretically-based asset pricing models such as the CAPM and the consumption CAPM referred to jointly as the (C)CAPM to explain the cross-section of average stock returns. Unlike many previous empirical tests of the (C)CAPM, we specify the pricing kernel as a conditional linear factor model, as would be expected if risk premia vary over time. Central to our a...

Power management for nodes in a sensor network is a topic of great interest due to the limited resources available on sensor devices and the need to maximize the network lifetime and delivery ratios. This problem is further compounded in Disruption Tolerant Networks (DTNs) since they are characterized with frequent partitions and intermittent connectivity, which may further suffer if the case o...

This paper addresses about an approach that suggests for stock portfolio optimization using the combination of Adaptive Neuro-Fuzzy Inference System (ANFIS) and Capital Asset Pricing Model (CAPM). Stock portfolio optimization aims to determine which of the stocks to be added to a portfolio based on the investor’s needs, changing economic and market conditions. In order to construct an efficient...