نتایج جستجو برای: PVAR

تعداد نتایج: 154  

2000

he search for the ultimate market risk measurement tool has drawn market participants to the concept of Value-at-Risk (VaR). 2 VaR, endorsed by a var iety of regulatory groups, has gained popularity among traders and managers of trading books. Although large complex organizations have developed internal VaR models to integrate all the peculiarities of their trading books, less sophisticated ins...

Journal: :European Journal of Operational Research 2012
Joel Goh Kian Guan Lim Melvyn Sim Weina Zhang

We propose a new approach to portfolio optimization by separating asset return distributions into positive and negative half-spaces. The approach minimizes a so-called Partitioned Value-atRisk (PVaR) measure by using half-space statistical information. Using simulated and real data, the PVaR approach generates better risk-return tradeoffs in the optimal portfolios when compared to Markowitz mea...

Journal: :European heart journal cardiovascular Imaging 2016
Patrizio Lancellotti Nicolo Piazza Thomas Modine

Aortic stenosis (AS) is the most common valvular heart disease in western countries. Because of the ageing population, AS is being an increasing health problem with sizeable economic impact. AS is a gradually progressive disease, characterized by a long asymptomatic phase, lasting several decades, followed by a shorter symptomatic phase associated with severe narrowing of the orifice of the aor...

Journal: :JNW 2011
Xiangli Li Kaimin Wei Xiaolin Sun Yanhong Gao

The traditional route selection algorithm of the Ad Hoc network are mainly based on the shortest path and do not take into account any other routing factors. As a result, it increases the number of the unreliable route. It also forms a lot of “hot spot”, which affect the performance of the network. Thus this paper proposes a performance value adaptive routing for mobile ad hoc network (PVAR), w...

Journal: :JDCTA 2010
Taifei Zhao Xizheng Ke Peilin Yang

Routing protocol is a pivotal issue in Mobile Ad Hoc Networks (MANETs). Several routing protocols have been proposed to deal with the routing issue in MANETs. However, routing turns to be a tough and complex task if all nodes in the network are at a relatively high speed. In this paper, we propose Position and Velocity Aided Routing protocol (PVAR) to resolve the problem. PVAR is designed for M...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مازندران 1390

مدلهای سری زمانی اتورگرسیو متناوب چندمتغیره pvar کلاس مهمی از سری های زمانی جهت مدل بندی کردن داده های بدست آمده از هوا شناسی، آب شناسی، اقتصاد و مهندسی الکترونیک می باشد. در این رساله پس از معرفی مدل و برآورد کمترین مربعات پارامترهای مدل pvar، توزیع مجانبی این برآوردگرها بدست آورده شد. خودهمبستگی باقیمانده ها در مدلهای اتورگرسیو و میانگین متحرک کلاسیک برای بررسی کفایت یک مدل مفید هستند. با توج...

2011
L. Castañer S. Bermejo D. Guasch P. Ortega

The aim of this article is to provide an overview of current and future concepts in the field of retinal prostheses, and is focused on the power supply based on solar energy conversion; we introduce the possibility of using PV minimodules as power supply for a new concept of retinal prostheses: Photovoltaic Powered Artificial Retina (PVAR). Main characteristics of these PV modules are presented...

2012
Kaijian He Kin Keung Lai Guocheng Xiang

In the increasingly globalized economy these days, the major crude oil markets worldwide are seeing higher level of integration, which results in higher level of dependency and transmission of risks among different markets. Thus the risk of the typical multi-asset crude oil portfolio is influenced by dynamic correlation among different assets, which has both normal and transient behaviors. This...

2016
Rui Zha

In this paper we propose a vine copula based Monte Carlo simulation model for estimating Portfolio Value at Risk. The vine copula model is introduced to analyze the complex dependence structure of different regional markets in the typical financial markets. Then we construct the vine copula based Portfolio Value at Risk model, taking into account the identified high dimensional dependence struc...

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