of the Correlation Matrix Memory (CMM), which is useful to work with binary memories. A novel Boolean Orthonormalization Process (BOP) is presented to convert a non-orthonormal Boolean basis, i.e., a set of non-orthonormal binary vectors (in a Boolean sense) to an orthonormal Boolean basis, i.e., a set of orthonormal binary vectors (in a Boolean sense). This work shows that it is possible to im...

in the research we try to introduce “network matrix” in selecting optimizing portfolio for active management in investment companies, to evaluating obtained portfolio of this, with this aim that have high efficiency in relation to market portfolio efficiency. first matrix (portfolio) is value-growth stocks that are classified by standards p/e and p/b and second matrix (portfolio) are an aggress...

It is well-known that for each prime power q and for each d ∈ 2N, there exists a circulant weighing matrix of order q d+1−1 q−1 and weight q . We extend this result to show that there exist φ(d+1) 2 inequivalent circulant weighing matrices of order q d+1−1 q−1 and weight q , where φ is the Euler totient function. Further, we obtain a bound on the magnitude of the values taken by the cross-corre...

in this paper we compared multivariate garch models toestimate value-at-risk. we used a portfolio of weekly indexesincluding tedpix, klse, xu100 during ten years. to estimatevalue-at-risk, first we estimated ccc, dcc of engle, dcc of tseand tsui, dynamic equi correlation models by oxmetrics. then,optimum lags were estimated by minimizing the information criteria.to estimate var, the models accu...