نتایج جستجو برای: cardinality constrained mean variance ccmv
تعداد نتایج: 747495 فیلتر نتایج به سال:
The structure of cucumber mosaic virus (CMV; strain Fny) has been determined to a 3.2-A resolution using X-ray crystallography. Despite the fact that CMV has only 19% capsid protein sequence identity (34% similarity) to cowpea chlorotic mottle virus (CCMV), the core structures of these two members of the Bromoviridae family are highly homologous. As suggested by a previous low-resolution struct...
Given a directed graph D = (N, A) and a sequence of positive integers 1 ≤ c1 < c2 < · · · < cm ≤ |N |, we consider those path and cycle polytopes that are defined as the convex hulls of simple paths and cycles of D of cardinality cp for some p ∈ {1, . . . , m}, respectively. We present integer characterizations of these polytopes by facet defining linear inequalities for which the separation pr...
Portfolio management based on mean-variance portfolio optimization is subject to different sources of uncertainty. In addition to those related to the quality of parameter estimates used in the optimization process, investors face a portfolio implementation risk. The potential temporary discrepancy between target and present portfolios, caused by trading strategies, may expose investors to unde...
This paper describes an algorithm for cardinality-constrained quadratic optimization problems, which are convex quadratic programming problems with a limit on the number of non-zeros in the optimal solution. In particular, we consider problems of subset selection in regression and portfolio selection in asset management and propose branch-and-bound based algorithms that take advantage of the sp...
the present study is an attempt toward evaluating the performance of portfolios and assets selecting using modified mean-variance models by utilizing a non-parametric efficiency analysis tool, namely data envelopment analysis (dea). huge amounts of money are being invested in financial market. as a result, portfolio performance evaluation has created a great deal of interest among people. we kn...
BACKGROUND Since there is no effective treatment or vaccine against the congenital cytomegalovirus (cCMV) infection, knowledge and awareness of medical doctor's (MDs) especially family doctors are essential for preventive strategies and it also seems to be usually ignored by healthcare providers. Aim of this study was to investigate awareness of MDs about cCMV infection in Iran. METHODS A sin...
Population diversity was examined in individual and natural mixed infections of Cowpea chlorotic mottle virus (CCMV) and Cucumber mosaic virus (CMV) isolates in two systemic hosts, cowpea and Nicotiana benthamiana. Isolates of CCMV and CMV obtained from a cowpea field in Arkansas were separated biologically in cowpea and tobacco plants, respectively. After separation, individual and mixed cultu...
Congenital cytomegalovirus (cCMV) infection can reside in many organ systems; however, the virus has a particular predilection towards inhabiting the reticuloendothelial system, especially the liver. Specific studies focusing only on hepatic involvement in infants with cCMV are lacking. We report our experience with a large cohort of infants treated in our hospital clinic due to cCMV and hepati...
short-selling prohibition has been one of the primary assumptions of markowitz mean-variance model. solving markowitz quadratic model creates investment efficient frontier by considering only two return and budget constraints. in order to develop a more realistic portfolio selection model, in this paper, a new mathematical model is developed to allow short-selling under some practical constrain...
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