Edition 3(1) of the International Journal of Virtual and Personal Learning Environments (IJVPLE) contains four research articles and one book review. In the first paper, " Click If You Want to Speak: Reframing CA for Research into Multimodal Conversations in Online Learning , " Professor Marie-Noëlle Lamy from the UK Open University focuses on the neglected area of data collection visa -vis aud...

When companies move from an e-commerce to an e-business enterprise, the technology–driven transformation generates new demand of IT workers. This paper examines several factors pertinent to e-business transformation, in terms of changes in architecture, enterprise applications, application development environment, organization change process, and tools and techniques. A framework is proposed to...

In this paper, the conventional mean–variance method is revised to determine the optimal portfolio selection under the uncertain situation. The possibilistic area of the return rate is first derived using the possibisitic regression model. Then, the Mellin transformation is employed to obtain the mean and the risk by considering the uncertainty. Next, the revised mean–variance model is proposed...

In this paper, the dynamic portfolio selection problem is considered. The Elman network is first designed to simulate the dynamic security behavior. Then, the dynamic covariance matrix is estimated by the cross-covariance matrices. Finally, the dynamic portfolio selection model is formulated. In addition, a numerical example is used to demonstrate the proposedmethod and compare with the vector ...

Recent work in portfolios of problem solvers has shown their ability to outperform single-algorithm approaches in some tasks (e. g. SAT or Automated Planning). However, not much work has been devoted to a better understanding of the relationship between the order of the component solvers and the performance of the resulting portfolio over time. We propose to sort the component solvers in a sequ...

E the sensitivities of portfolio credit risk with respect to the underlying model parameters is an important problem for credit risk management. In this paper, we consider performance measures that may be expressed as an expectation of a performance function of the portfolio credit loss and derive closed-form expressions of its sensitivities to the underlying parameters. Our results are applica...

The determination of security returns will be associated with the validity of the corresponding portfolio selection models. The complexity of real financial market inevitably leads to diversity of types of security returns. For example, they are considered as random variables when available data are enough, or they are considered as uncertain variables when lack of data. This paper is devoted t...

In recent ...nancial literature the Incremental Value-at-Risk (IVaR), i.e., the incremental e¤ect on VaR of adding a new instrument to the existing portfolio, has become a standard tool for making portfolio-hedging decisions. Since, calculating the exact IVaR value could be computationally very costly, approximate formulas have been developed. According to the most commonly used formula, IVaR i...

This study presents the results of the examination of the use of technology to enhance the capstone portfolio process for teacher candidates completing a master’s degree at a small regional campus in Northwest Ohio, United States. Students at this institution complete a fifth year program that results in a master’s degree and a recommendation for an Early or Middle Childhood license. The study ...