This research is an event study that evaluates the performance of large market capitalization shares using a model adjusted to risks due COVID-19 outbreak. The measured stocks which represented each tick size on Indonesian Stock Exchange during pandemic Sharpe Index, Treynor Ratio, and Jensen’s Alpha. sample selection used purposive sampling technique 24 were selected as samples in study. We da...

This study attempts to evaluate Malaysia’s stock performance before and during COVID-19 across all sectors by using the Sharpe ratio Sortino with risk measured standard deviation. We develop an algorithm for selection construct portfolio investment. In our study, we apply ratio, Treynor Jensen’s alpha identify optimal portfolio. The result shows that based on Top 20 from stocks is superior 3 ea...

Introduction: The recent availability of multisensor systems in key image application areas, such as remote and airborne sensing, motivated researchers to work on image fusion in general and pixel level image fusion in particular. Thus a plethora of pixel level fusion algorithms have been developed [1,2,3] with different performance and complexity characteristics. Fusion performance is mainly a...

Index tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this study, quadratic as well as linear models are presented for minimizing the tracking error. The unc...

Résumé Description. La mesure des résultats de la technologie d’assistance est complexe car de nombreux facteurs (p. ex., environnement et modèle de prestation des services) influent sur l’utilisation de la technologie. But. Se basant sur l’exemple de la mesure des résultats d’un logiciel de prédiction de mots, cet article présente une méthode pour mesurer les résultats de la technologie d’assi...

More years ago than I care to admit, I spent many not-so-unpleasant hours standing on a street corner with one eye on the controller settings and the other on traffic, trying to optimize the controller settings by making minute adjustments to initial, extension, and maximum intervals. Even when I thought the settings could be no further improved, I worried that my “fine tuning” might not yield ...

We focus on the equity mutual funds offered by three Malaysian banks, namely Public Bank Berhad, CIMB, and Malayan Banking Berhad. The equity mutual funds or equity trust is grouped into four clusters based on their characteristics and categorized as inferior, stable, good performing, and aggressive funds based on their return rates, variance and treynor index. Based on the cluster analysis, th...

Palmer [1] has the advantage of being simple to implement and have good performances compared to the other similarity measures [2]. Nevertheless, the Wu and Palmer measure present the following disadvantage: in some situations, the similarity of two elements of an IS-A ontology contained in the neighborhood exceeds the similarity value of two elements contained in the same hierarchy. This situa...