The amount of fill-in occurring in the factorization can vary from zero to complete fill, and can be controlled by specifying either the maximum level of fill LFILL, or the drop tolerance DTOL. The factorization may be modified in order to preserve row sums, and the diagonal elements may be perturbed to ensure that the preconditioner is positive-definite. Diagonal pivoting may optionally be emp...

Soccer spread betting is analysed using standard probabilistic methods assuming that goals are scored in a match according to Poisson distributions with constant means. A number of different possible forms of ‘edge’ (betting advantage) is identified. It is shown how the centre spreads of the more common bets in the ‘bet universe’ may be calculated. A more general question is then addressed, nam...

We consider the LU factorization of unsymmetric sparse matrices using a threephase approach (analysis, factorization and triangular solution). Usually the analysis phase first determines a set of potentially good pivot and then orders this set of pivots to decrease the fill-in in the factors. In this paper, we present a preprocessing algorithm that simultaneously achieves the objectives of sele...

Investment Portfolio Management equities is based on the investor reasoning behavior minimizing risks and maximizing profits, benefits offered by Markowitz Portfolios Theory (TPM onwards). The goal to manage investment applying TPM determine from this one if a financial assets negotiated in Standard y Poor's 500 (SyP 500) deals with profits considering minimal variance. population was made 505 ...

Penelitian ini bertujuan untuk mengetahui model Markowitz pada saham Indeks LQ45, sehingga diperoleh komposisi yang dapat dijadikan pilihan investasi atau membentuk portofolio. Populasi penelitian adalah seluruh saham-saham emiten perusahaan go public pernah masuk dalam LQ45 di Bursa Efek Indonesia periode Februari 2017-Januari 2021 sebanyak 66 dan sampel 65 dipilih berdasarkan teknik nonprobab...

In this paper, we show that, similarly to the fact that distributing the investment between several independent financial instruments decreases the investment risk, using a combination of several medicines can decrease the medicines’ side effects. Moreover, the formulas for optimal combinations of medicine are the same as the formulas for the optimal portfolio, formulas first derived by the Nob...