subjectively or objectively by certain considerations extraneous to the dataset , X or alternatively they may endogenously be determined by the statistical information obtained from dataset X itself. Endogenous weights are frequently obtained by a statistical technique called the Principal Components Analysis (PCA), which maximizes the sum of squared coefficients of (the product moment) correla...

This paper discusses our work on information extraction (IE) from multi-lingual, multi-media, multi-genre Language Resources, in a domain where there are many different event types. This work is being carried out in the context of MUMIS, an EU-funded project that aims at the development of basic technology for the creation of a composite index from multiple and multi-lingual sources. Our approa...

A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of optimal-growth investment formulated by Kelly. In presence of transaction costs, the optimal composition changes and, more important, it turns out that the frequenc...

Dear Sir, Cancer patients are at an increased risk of the blood stream infections (BSI) due to their immune‐compromised status, repeated hospitalizations, and various procedures. Staphylococci, particularly coagulase negative Staphylococci (CoNS) are noteworthy pathogens in such cases, and the emergence of multi‐drug resistance in Staphylococci is a cause of concern. This study was prospectivel...

Abstract:Accommodating exchange rate factors as exogenous disturbance, this paper proposes a mixed GARCH-Jump model to compares in general the volatility properties of returns series of the Shanghai composite index with those of the Dow Jones index. It also incorporates the asymmetry, clustering and leptokurtosis and fat-tail properties of returns volatility into an integrated analytic frame of...

At present, the content of sustainability reports tends to appear in forms and units that are not easy to convert in comparable unitary terms. We have advanced the design of a composite index of sustainable development that would evaluate the performance of the companies as a time function and that would ensure the integration of sustainable development indicators in a relevant and useful manne...

In the first few months of the year, the NASDAQ composite equity index surged, and other equity indexes made gains as well. However, as the year progressed a number of factors began to weigh on the equity markets. Short-term interest rates rose in the first half of the year as the Federal Reserve continued a gradual tightening of monetary policy that began in 1999. In addition, the exchange val...