نتایج جستجو برای: sharpe
تعداد نتایج: 1434 فیلتر نتایج به سال:
The Kilobot is a widely used platform for investigation of swarm robotics. Physical Kilobots are slow moving and require frequent recalibration and charging, which significantly slows down the development cycle. Simulators can speed up the process of testing, exploring and hypothesis generation, but usually require time consuming and error-prone translation of code between simulator and robot. ...
We have carried out a detailed comparison of the statistical properties and the relationships between a set of five performance measures using 14 UK based Investment Trusts over a sample period ranging from 1980 to 2001. Our results suggest very clearly that there is almost no difference between Jensen’s Alpha, the Treynor-Mazuy (TM) measure and the Positive Period Weighting(PPW) measure over o...
Ron Donagi, Sheldon Katz, and Eric Sharpe 1 Department of Mathematics David Rittenhouse Laboratory University of Pennsylvania 209 South 33rd Street Philadelphia, PA 19104 2 Department of Mathematics 1409 W. Green St., MC-382 University of Illinois Urbana, IL 61801 2 Department of Physics University of Illinois at Urbana-Champaign Urbana, IL 61801 [email protected], [email protected], ersha...
Phase I/II study of Resiquimod as an immunologic adjuvant for NY-ESO-1 protein vaccination in patients with melanoma Rachel L Sabado, Anna Pavlick, Sacha Gnjatic, Crystal Cruz, Isabelita Vengco, Farah Hasan, Farbod Darvishian, Luis Chiriboga, Rose Marie Holman, Juliet Escalon, Caroline Muren, Crystal Escano, Ethel Yepes, Dunbar Sharpe, Sylvia Adams, Patrick Ott, Achim Jungbluth, Linda Pan, Ralp...
To circumvent the limitations of the tests for coefficients of variation and Sharpe ratios, we develop the mean-variance-ratio statistic to test the equality of the meanvariance ratios and prove that our proposed statistic is uniformly most powerful unbiased. In addition, we illustrate the applicability of our proposed test to compare the performances of stock indices.
Tanmoy Bhattacharya, a Shailesh Chandrasekharan, Rajan Gupta, Weonjong Lee, and Stephen Sharpe c,d MS B-285, Los Alamos National Lab, Los Alamos, New Mexico 87545, USA Department of Physics, Duke University, Durham, North Carolina 27705, USA Physics Department, University of Washington, Seattle, Washington 98195, USA Center for Computational Physics, University of Tsukuba, Tsukuba, Ibaraki, 305...
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