Financial returns exhibit stylized facts such as leptokurtosis, skewness and heavy-tailness. Regarding this behavior, in this paper, we apply multivariate generalized hyperbolic (mGH) distribution for portfolio modeling and performance evaluation, using conditional value at risk (CVaR) as a risk measure and allocating best weights for portfolio selection. Moreover, a robust portfolio optimizati...

Real-time robust adaptive fuzzy fractional-order control of electrically driven flexible-joint robots has been addressed in this paper. Two important practical situations have been considered: the fact that robot actuators have limited voltage, and the fact that current signals are contaminated with noise. Through of a novel voltage-based fractional order control for an integer-order dynamical ...

in this paper an adaptive pid controller for wind energy conversion systems (wecs) has been developed. theadaptation technique applied to this controller is based on reinforcement learning (rl) theory. nonlinearcharacteristics of wind variations as plant input, wind turbine structure and generator operational behaviordemand for high quality adaptive controller to ensure both robust stability an...

The replica server placement problem determines the optimal location where replicated servers should be placed in content distribution networks, in order to optimize network performance. The estimated traffic demand is fundamental input to this problem and its accuracy is essential for the target performance to be achieved. However, deriving accurate traffic demands is far from trivial and unce...

A power efficient & secure ROHC scheme has been presented in this paper. This scheme is designed to work efficiently for IPV6 based low power wireless personal area networks. The proposed scheme first implements ROHC followed by a suitable encryption scheme. ROHC can greatly reduce the size without adding too much complexity to the system. This in result improves the data rate without costing t...

this paper presents a novel control approach used in shunt active power filter based on variable structure control combined with random pwm technique (rvsc) that provides robust, fast, and more favorable performance for active power filter. this control strategy is compared with two other strategies to show the effectiveness of the introduced methods; pulse width modulated proportional-integral...