We show that Black Capital Asset Pricing Model (Black CAPM) is extremely sensitive to the choice of the market portfolio and becomes unstable as market portfolios approach the Global Minimum-Variance portfolio. When market portfolios approach the minimum-variance portfolio, the expected return on the zero beta asset approaches negative infinity and its variance increases rapidly. Moreover, expe...

The principle of parsimony also known as “Ockham’s razor” has inspired many theories of model selection. Yet such theories, all making arguments in favor of parsimony, are based on very different premises and have developed distinct methodologies to derive algorithms. We have organized challenges and edited a special issue of JMLR and several conference proceedings around the theme of model sel...

in this paper, we present a binary-linear optimization model to prevent the spread of an infectious disease in a community. the model is based on the remotion of some connections in a contact network in order to separate infected nodes from the others. by using this model we nd an exact optimal solution and determine not only the minimum number of deleted links but also their exact positions. ...

background glucocorticoids taken orally increase the risk of fractures. it has been noted that a dose as low as 2.5 mg/day increases the risk of vertebral fracture. what is less clear is the possible influence of other risk factors for osteoporosis on the presence of non-vertebral fractures in patients taking glucocorticoids. objectives a cross-sectional study, performed on 513 men and women fr...

background: knowledge of the magnitude of avoidable burden by risk factors is needed for health policy, priority setting, and preventing stroke. the aim of this study was to estimate the contribution of selected risk factors including hypertension, overweight, obesity, tobacco use, and physical inactivity to the attributable burden of stroke in iran. methods: the world health organization compa...

the isolated fungi species of different kinds from chromium contaminated soil sites located in nagalkeni, chennai were used for reducing chromium(vi) in a tannery industry wastewater of nagalkeni, chennai.  the experiments were conducted to know biosorption potential of isolated fungi species for removing chromium(vi) in a tannery industry wastewater against the different ph, fungi biomass and ...