نتایج جستجو برای: conditional value
تعداد نتایج: 786755 فیلتر نتایج به سال:
F orecasting the volatility of a financial asset has wide implications in finance. Conditional variance extracted from the GARCH framework could be a suitable proxy of financial asset volatility. Option pricing, portfolio optimization, and risk management are examples of implications of conditional variance forecasting. One of the most recent methods of volatility forecasting is Real...
Abstract Introduction: The sense of smell gives unexplainable quality to human life. The impairment In this sense will create lot of problems. MRI and SPECT are two way of olfactory evaluation that none of the both is not Gold standard. Bayesian latent class model is the correct way to determine the diagnostic value of these tests. Methods: MRI and SPECT tests performed on 63 patients e...
Ambiguity in the inputs of the models is typical especially in portfolio selection problem where the true distribution of random variables is usually unknown. Here we use robust optimization approach to address the ambiguity in conditional-value-at-risk minimization model. We obtain explicit models of the robust conditional-value-at-risk minimization for polyhedral and correlated polyhedral am...
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