Covariance matrix

The objective of this dissertation is to investigate that whether the investors can improve the performance of minimum – variance optimized portfolios by altering the estimators of covariance matrix input. Besides, based on the results of out – of – sample portfolio performance metrics, the dissertation is going to select the suitable estimators of covariance matrix for portfolio optimization on Vietnam stock market.

129p mmlemmlem_124 22-12-2020 11 2   Download

The research objective of the thesis is to consider how the change of covariance matrix factor will affect the results of portfolio selection and through that to find out whether investors have Is it possible to improve portfolio performance by adjusting the covariance matrix in the optimized model with the smallest variance.

55p mmlemmlem_124 22-12-2020 11 3   Download

The intent of this paper is to describe the procedures used in the evaluation of the RP and RPC, the use of the RPC in benchmark calculations and to assess the impact of the 16O nuclear data uncertainties in the calculate dkeff for critical benchmark experiments.

13p christabelhuynh 30-05-2020 15 2   Download

Sensitivity and uncertainty analysis in error propagation studies are carried out based on nuclear data uncertainty information available in the basic nuclear data libraries such as ENDF, JEFF, JENDL and others.

5p christabelhuynh 29-05-2020 12 2   Download

Both the availability and the quality of covariance data improved over the last years and many recent cross-section evaluations, such as JENDL-4.0, ENDF/B-VII.1, JEFF-3.3, etc. include new covariance data compilations.

8p christabelhuynh 29-05-2020 6 1   Download

This work presents an analytic methodology to produce such a covariance matrix-associated to the water model developed at the Atomic Center of Bariloche (Centro Atomico Bariloche, CAB, Argentina).

13p christabelhuynh 29-05-2020 4 1   Download

The prior PDF of generalized data is defined by prior expectation values and a prior covariance matrix of generalized data that naturally includes covariance between any two components of generalized data.

6p christabelhuynh 29-05-2020 11 0   Download

Tuyển tập các báo cáo nghiên cứu về sinh học được đăng trên tạp chí sinh học thế giới đề tài: A rapid method for computing the inverse of the gametic covariance matrix between relatives for a marked

0p toshiba19 15-11-2011 61 2   Download