The new portfolio optimization engine, OptFolioTM, simultaneously addresses financial return goals, catastrophic loss avoidance, and performance probability. The innovations embedded in OptFolio enable users to confidently design effective plans for achieving financial goals, employing accurate analysis based on real data. Traditional analysis and prediction methods are based on mean variance a...

in this parer the iteration method (kani's method) is developed for the analysis of arch - frames. the method takes the effect of linear displacements of joints automatically into account. therefore, it is more efficient than moment distribution method. the iteration procedure can be applied to any kind of framed structure. a hand calculator or a computer may be used in the analysis of fra...

In order to overcome the disadvantages of time consuming and high computational cost in spatial moment, an improved sub-pixel edge detection algorithm based on spatial moment is proposed. Firstly, region of interest and Canny operator is used to reduce the number of edge points in the moment template operation. Then a constraint is set up by using the space moment characteristic of the edge to ...

The purpose of this paper is twofold. First to present a brief survey of some of the basic results related to the univariate moment problem, including Prékopa's dual approach for solving the discrete moment problem. Second we propose a new method for solving the continuous power moment problem when some higher order divided differences of the objective function are nonnegative. The proposed met...

Classically, formal orthogonal polynomials are studied with respect to a linear functional, which gives rise to a moment matrix with a Hankel structure. Moreover, in most situations, the moment matrix is supposed to be strongly regular. This implies a number of algebraic properties which are well known, like for example the existence of a three-term recurrence relation (characterised by a tridi...

We prove that the norm-square of a moment map associated to a linear action of a compact group on an affine variety satisfies a certain gradient inequality. This allows us to bound the gradient flow, even if we do not assume that the moment map is proper. We describe how this inequality can be extended to hyperkähler moment maps in some cases, and use Morse theory with the norm-squares of hyper...

In this paper we propose a unified methodology for computing the set VK(I) of complex (K = C) or real (K = R) roots of an ideal I ⊆ R[x], assuming VK(I) is finite. We show how moment matrices, defined in terms of a given set of generators of the ideal I, can be used to (numerically) find not only the real variety VR(I), as shown in the authors’ previous work, but also the complex variety VC(I),...

Assuming that daily spot exchange rates follow a martingale process. we derive the implied time series process for the vector of 30-day forward rate forecast errors from using weekly data. The conditional second moment matrix of this vector is modeled as a multivariate generalized ARCH process. The estimated model is used to test the hypothesis that the risk premium is a linear function of the ...

In this paper we propose a unified methodology for computing the set VK(I) of complex (K = C) or real (K = R) roots of an ideal I ⊆ R[x], assuming VK(I) is finite. We show how moment matrices, defined in terms of a given set of generators of the ideal I, can be used to (numerically) find not only the real variety VR(I), as shown in the authors’ previous work, but also the complex variety VC(I),...

In this paper, we use image moments to solve the problem of estimating deformation fields given a pair of images as input. We use a single family of polynomials to parameterize the deformation field and to define image moments. In this way, variations in image moments can be represented by a set of linear equations. We solve these equations iteratively for the deformation parameters between two...