When evaluating the capacity of a generation park to cover the load in transmission systems, traditional Loss of Load Expectation (LOLE) and Expected Energy not Served (EENS) indices can be used. If those indices allow computing the annual duration and severity of load non covering situations, they do not take into account the fact that the load excess is generally shifted from one penury state...

This research aims to test and empirically analyze industrial performance as reflected in the of stocks listed Jakarta Islamic Index using risk adjusted return ratio, Sharpe, Treynor Jensen alpha.Analysis for hypothesis testing purposive sampling method. The population this is all sharia indexes on (JII) Indonesia. period information that object weekly index from April 2019 December 2020, total...

The SharpeR package provides basic functionality for testing significance of the Sharpe ratio of a series of returns, and of the Markowitz portfolio on a number of possibly correlated assets.[15] The goal of the package is to make it simple to estimate profitability (in terms of riskadjusted returns) of strategies or asset streams. 1 The Sharpe ratio and Optimal Sharpe ratio Sharpe defined the ...

This thesis consists of three essays in capital markets. The first essay presents a dynamic asset pricing model with heterogeneously informed agents. Unlike previous research, the general case where differential information leads to the problem of "forecasting the forecasts of others" and to non-trivial dynamics of higher order expectations is studied. In particular, it is proved that the model...

Using a Genetic Algorithm (GA), an artificial intelligence technique, this study proposes an user-interactive dynamic portfolio selection strategy using a decision support system that will generate an optimal investment mix of assets based on user selection by maximizing the return of the Sharpe Ratio, a measure of the excess return received on a portfolio for the increase of volatility by acqu...

OBJECTIVES While researchers are increasingly recognizing the importance of adjusting waist circumference (WC) for height, no standard has yet been established. In this study we contrast three standard methods for indexing WC by height (using height, root-height and height-squared) via comparisons with age-specific optimal indices. STUDY DESIGN AND SETTING Measurements from 722 male and 746 f...

This article describes a risk-adjustment method for profiling hospitals and physicians on key measures of clinical quality using readily available administrative data. By comparing actual and expected rates of mortality, complications, readmissions, and patient safety events, this method enables providers to identify both favorable and adverse outcomes performance.

Interactions between taxa are essential drivers of ecological community structure and dynamics, but they are not taken into account by traditional indices of diversity. In this study, we propose a novel family of indices that quantify community similarity in the context of taxa interaction networks. Using publicly available datasets, we assess the performance of two specific indices which are T...