where X and Y are random returns. The main innovation introduced by Markowitz is to measure the risk of a portfolio via the joint (multivariate) distribution of returns of all assets. Multivariate distributions are characterized by the statistical (marginal) properties of all component random variables and by their dependence structure. Markowitz described the former by the first two moments of...

In this study, we first build two empirical cross-correlationmatrices in the US stockmarket by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the twomatriceswith the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock m...

In order to undertake controlled investigations into perceptual effects that relate to the interaural cross-correlation coefficient, experiment stimuli that meet a tight set of criteria are required. The requirements of each stimulus are that it is narrow band, normally has a constant cross-correlation coefficient over time, and can be altered to cover the full range of values of cross-correlat...

Abstract A dataset of (E)-N’-benzylideneisonicotinohydrazide derivatives as a potent anti-mycobacterium tuberculosis has been investigated utilizing Quantitative Structure-Activity Relationship (QSAR) techniques. Genetic Function Algorithm (GFA) and Multiple Linear Regression Analysis (MLRA) were used to select the descriptors and to generate the correlation QSAR models that relate the Mi...

INTRODUCTION Anterior and posterior corneal elevations are measurements used to detect keratoconus suspects. PURPOSE To determine the efficacy of Orbscan II and Pentacam when assessing their elevation maps. MATERIALS AND METHODS The efficacy of the Orbscan II and Pentacam measuring the anterior and posterior corneal elevations were evaluated in a sample of 68 eyes. The concordance between t...

On the basis of 2200 small (10-100) samples obtained from four random number populations, it is shown that the rank correlation coefficient, p, is 88 adequate a measure of concordance 88 the Pearson product-moment correlation, T. The samples were obtained by using pseudo-random linear and normal number generators for bivariate populations with expected correlation cC'efficientB, r~, of 0.0 and ...

in this experiment six healthy adult dairy jersey cattles and eight calves (aged 4-6 months) were selected to measure temperature of different body skin sites, rectal temperature, respiration and heart rates during summer and winter. body sites maximum and minimum temperature in calves during summer belonged to the ear, forehead, right flank, abdomen (38.4-38.9 ˚c) and carpus (32 ˚c). this was ...