In this paper, the financial engineering minimum risk-based portfolio hedging model is first analyzed. It is then followed by the investigation on various major estimation methods for the minimum risk hedge ratio. The results revealed in the current study show that the HR obtained by the ordinary least squares (OLS) model is maximal and the out-of-sample hedging performance is the best; however...

This paper investigates the effects of a low bound price. To do so, a popular and empirically proven model (Stahl (89’) [11]) is used. The model is extended to include an exogenously given bound on prices sellers can offer, excluding prices below such bound. The finding are rather surprising when the bound is set sufficiently high expected price offered (EPO) by sellers drops significantly. The...

class Entity3D int id; // Typweise eindeutige ID Vertex[] vert; // Liste adjazenter bzw. enthaltener Vertices Edge[] edge; // Liste adjazenter bzw. enthaltener Kanten Face[] face; // Liste adjazenter bzw. enthaltener Facetten Code-Beispiel 2.1 Die Klasse Object3D erweitert Entity3D lediglich um ein Feld box, das einen Verweis auf die Bounding-Box (B-Box) des Objekts enthält: class Object3D exte...

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Statistical shape models are used widely as a basis for segmenting and interpreting images. A major drawback of this approach is the need to identifying corresponding points across a training set of segmented shapes. By posing the problem as one of minimising the description length of the model, we describe an efficient method that automatically defines a correspondence across the set of shapes...

This article introduces a general framework of multi-granulation fuzzy probabilistic roughsets (MG-FPRSs) models in multi-granulation fuzzy probabilistic approximation space over twouniverses. Four types of MG-FPRSs are established, by the four different conditional probabilitiesof fuzzy event. For different constraints on parameters, we obtain four kinds of each type MG-FPRSs...

In this paper, an adaptive blind dereverberation method based on speech generative model is presented. Our ICA-based speech generative model can decompose speeches into independent sources. Experimental results show that the proposed blind dereverberation model successfully performs even in non-minimum phase channels.

BACKGROUND Determining prognosis for nursing home residents is important for care planning, but reliable prediction is difficult. We compared performance of four long-term mortality risk indices for nursing home residents-the Minimum Data Set Mortality Risk Index (MMRI), a recent revision to this index (MMRI-R), and the original and revised Flacker-Kiely models. METHODS We conducted a prospec...