The mutual fund industry has experienced huge growth internationally, becoming one of the primary vehicles through which individuals and most institutions invest in capital markets. Thus, the evaluation of the performance of mutual funds has become a very interesting research topic both for academic researchers for managers of financial, banking and investment institutions. This paper proposes ...

This article considers linear regression models with long memory errors. These models have been proven useful for application in many areas, such as medical imaging, signal processing, and econometrics. Wavelets, being self-similar, have a strong connection to long memory data. Here we employ discrete wavelet transforms as whitening filters to simplify the dense variance-covariance matrix of th...

In most ICA algorithms, the separation performances are estimated through the evaluation of a contrast function Φ, used in the update rule of elements of the unmixing matrix. In particular situations, optimizing Φ does not lead to optimize the extraction of each source, one by one. However, in some applications, one can be interested in quantifying the extraction performances of a specific sign...

This research is concerned with the performance behavior of conjoined supply chains, which typically arise in web-based retail. In particular, five performance measures, belonging to three performance measure classes, are used to study the performance effects of various operational factors on conjoined supply chains. The study is accomplished via experimental design and simulation analysis, and...

this research develops a two-level model based on hypotheses, which concern relationships among role ambiguity, role conflict, job involvement and salesperson performance at individual level and collective sale self efficacy, customer orientation and competitive climate at sale unit level in iranian food industry. data was drawn from 482 sales people in 30 companies , using a 51-item self-repor...

Stockwell transform(ST) time-frequency representation(ST-TFR) is a time frequency analysis method which combines short time Fourier transform with wavelet transform, and ST time frequency filtering(ST-TFF) method which takes advantage of time-frequency localized spectra can separate the signals from Gaussian noise. The ST-TFR and ST-TFF methods are used to analyze the fault signals, which is re...

This paper describes the development of a four-point fully implicit block method for solving first order ordinary differential equations (ODEs) using variable step size. This method will estimate the solutions of initial value problems (IVPs) at four points simultaneously. The method developed is suitable for the numerical integration of non-stiff and mildly stiff differential systems. The perf...

Comparative studies on pen-and-paper and computer-based test principally focus on statistical analysis of students’ performances. In educational assessment, comparing students’ performance (in terms of right or wrong results) does not imply a comparison between the solving processes followed by students. In this paper we present an example of task analysis that allows to highlight how students’...