نتایج جستجو برای: treynor performance measure
تعداد نتایج: 1347565 فیلتر نتایج به سال:
A common form of competition is one where judges grade contestants’ performances which are then compiled to determine the final ranking of the contestants. Unlike in another common form of competition where two contestants play a head-to-head match to produce a winner as in football or basketball, the objectivity of judges are prone to be questioned, potentially undermining the public’s trust i...
Abstract This study forms an optimal portfolio using a single index model on LQ45 stocks and compares its performance before during the Covid-19 pandemic. Return, risk, Sharpe ratio, Treynor ratio are compared between period The calculation of excess return to beta results obtains three that make up (2016 2021), namely ANTM, BBCA, INCO, with sequential proportions 89.87%, 1.96%, 8.17%. differen...
************************************************************************ ATM Forum Document Number: ATM_Forum/99-0045 ************************************************************************ Title: Throughput Fairness Index: An Explanation ************************************************************************ Abstract: The performance testing document uses a particular function to quantify fa...
This paper intends to research on the link between musical similarity and style and sub-style (variant) classification in the context of flamenco a cappella singing styles. Given the limitation of standard computational models for melodic characterization and similarity computation in this particular context, we have proposed a specific set of melodic features adapted to flamenco singing styles...
Wireless access based on slotted Aloha with selfish users may result in very inefficient use of the system resources. To impose cooperation and fairness in such systems, we propose an optimal pricing strategy, based on which the service provider can regulate the overall network behavior. As the users’ utility incorporates the price paid for using the spectrum, by striving to improve their own p...
In this paper, we present a low latency media access control scheme which we call LLMAC (Low Latency MAC) for event-driven wireless sensor networks (WSN). In this kind of WSN, sensors do not regularly send data to the sink. They send a burst data only when there is an event in the monitoring area. It takes time for this burst data to arrive to the sink. Normally, these events are critical and w...
ATM Forum Document Number: ATM_Forum/99-0045 ************************************************************************ Title: Throughput Fairness Index: An Explanation ************************************************************************ Abstract: The performance testing document uses a particular function to quantify fairness. This contribution explains the reasons for the selection of the p...
Computational Grid allows customers to submit tasks to service providers. To maintain the availability, fairness and performance, it is critical to protect Computational Grid systems from malicious participants. Current solutions to this problem assume that the system would contain either malicious consumers only or malicious service provider only. However, in the real world, both consumers and...
In current wireless LANs multiple kinds of losses occur (i.e., channel errors, collisions, interference). In this paper we examine the extent to which loss differentiation based physical layer transmission bit–rate and contention window adaptation aids in improving network performance. We show that loss differentiation can have a positive impact on performance, especially in low contention scen...
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