نتایج جستجو برای: keywords fama decomposition model
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We present a hybrid clustering algorithm of multiple information sources via tensor decomposition, which can be regarded an extension of the spectral clustering based on modularity maximization. This hybrid clustering can be solved by the truncated higher-order singular value decomposition (HOSVD). Experimental results conducted on the synthetic data have demonstrated the effectiveness. keyword...
One of the characteristics of solid organic compounds and especially organic explosives is thermal behavior and kinetic of thermal decomposition. The activation energy, Arrhenius constant and model of solid state reaction as kinetic triplet can be obtained by study thermal decomposition kinetic in a solid state reaction. In the present work, the non-isothermal differential thermal analysis (DTA...
Fama (1970) defined an efficient market as one in which prices always ’fully reflect’ available information. This paper formalizes this definition and provides various characterizations relating to equilibrium models, profitable trading strategies, and equivalent martingale measures. These various characterizations facilitate new insights and theorems relating to efficient markets. In particula...
A decomposition of a graph G is a collection ψ of graphs H1, H2, . . . , Hr of G such that every edge of G belongs to exactly one Hi. If each Hi is either an induced path in G, then ψ is called an induced acyclic path decomposition of G and if each Hi is a (induced) cycle in G then ψ is called a (induced) cycle decomposition of G. The minimum cardinality of an induced acyclic path decomposition...
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