This study aims at getting a better performance for optimal stock portfolios by modeling stocks prices dynamics through a continuous paths Levy process. To this end, the share prices are simulated using a multi-dimensional geometric Brownian motion model. Then, we use the results to form the optimal portfolio by maximizing the Sharpe ratio and comparing the findings with the outputs of the conv...

INTRODUCTION The purpose of this in vitro study was to compare the accuracy of working length determination using the apex locator versus conventional radiography in C-shaped canals. METHODS AND MATERIALS After confirming the actual C-shaped anatomy using cone-beam computed tomography (CBCT), 22 extracted C-shaped mandibular second molars were selected and decoronated at the cemento-enamel ju...

a simple mechanistic model was constructed to evaluate potential dry matter of pearl millet. all needed parameters were calculated based on many field and laboratory experiments and actual data obtained from 86 fields of millet located at different regions of khorasan's provinces. the major simulated processes were crop phenology (as a function of temperature and photoperiod function curve...

aim and background: poor nutritional behaviors currently are a widespread issue. poor nutritional behaviors include inability to maintain control over eating, food restriction with the purpose of influencing on weight and shape, and tendency toward overeating in response to the negative emotions. this study was conducted to review the relationship between the perceived body satisfaction, perfec...

background: educational clinical environment has an important role in nursing students' learning. any difference between actual and expected clinical environment will decrease nursing students’ interest in clinical environments and has a negative correlation with their clinical performance.   methods : this descriptive cross-sectional study is an attempt to compare nursing students'perception o...

This is a philosophical ‘position paper’, starting from the observation that we have an intuitive grasp of a family of related concepts of “possibility”, “causation” and “constraint” which we often use in thinking about complex mechanisms, and perhaps also in perceptual processes, which according to Gibson are primarily concerned with detecting positive and negative affordances, such as support...

The performance of channel-estimation-based maximum likelihood sequence estimator (MLSE) depends on the accuracy of the channel estimate. Conventional least-squares channel estimators preset a fixed length for the channel. For wireless communications, however, the actual length of the channel is environment-dependent and in general unknown. It is therefore desirable to modify conventional chann...

This paper reports the relationship between formal description of semantics (i.e., interpreter) of a programming language and an actual compiler. The paper also describes a method to automatically generate an actual compiler from a formal description which is, in some sense, the partial evaluation of a computation process. The compiler-compiler inspired by this method differs from conventional ...

This article proposes the estimation of marginal cost of individual firms using semiparametric and nonparametric methods. These methods have a number of appealing features when applied to cost functions. The empirical analysis uses data from a unique sample of the California electricity industry for which we observe the actual marginal cost and estimate the marginal cost from these data. We com...