combining model and measurements
Asset Allocation in Active Portfolio Management using Treynor-Black Model and Technical Trends
... Portfolio Theory and use Fundamental Analysis to evaluate stock and use it in the allocation The software package uses candlestick charts and simple moving averages to value the stock and use it for ... project and the software development lifecycle It outlines the background and context of the project It spans into the scope and objectives continuing into the achievements 1.1 Background and Context ... Treynor-Black model was designed in 1973, with an effort to understand the relationship of risk and return while constructing a portfolio of assets "According to Miller [1], this model is being...
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Exergoeconomic performance optimization of an endoreversible intercooled regenerated Brayton cogeneration plant Part 1: Thermodynamic model and parameter analyses
... intercooling pressure ratio and the total pressure ratio are optimized, and the corresponding exergetic efficiency is obtained Cycle model The T-s diagram of the heat and power cogeneration plant ... temperatures are TH , TL and TK respectively, and the intercooling fluid temperature is TI The heat exchangers between the working fluid and the heat reservoirs, the regenerator and the intercooler ... decreases, and π Π max increases first, and then decreases, but the value of π Π max changes slightly Figure Characteristics of Π max and (ηex )Π versus τ max Figure 10 Characteristics of π Π max and...
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Automation of Call Setup in IP Telephony for Tests and Measurements
... rate interface links NTS stands for network time server; it provides timing information (clock) to the IP domain network elements such as IP-PSTN GWs, GK, and NIST-Net, and if needed, it can derive ... phone Figure B-1 also shows where and how (i.e., using what types of links) various kinds of test equipment are connected to support di¤erent types of tests and measurements A detailed description ... hardware and software configuration and capacity of the GW A set of HVB [1] language-based scripts that can perform both of the above functions is presented in this appendix The proposed technique and...
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Chapter 6 The Single Index Model and Bivariate Regression
... portfolio The random error ed term εit has a similar interpretation as the error term in the CER model In the single index model, εit represents random news that arrives between time t − and t that ... displayed in & gure The mean monthly returns on IBM and the market index are 0.9617% and 1.3992% per month and the sample standard deviations are 5.9024% and 6.8353% per month, respectively Hence the ... i0 s loading on the j th factor and εit denotes the random component independent of all of the systematic factors The single index model results when F1t = RMt and β i,2 = · · · = β i,k = In the...
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taylor model and floating point arithmetic proof
... the multiplication of a Taylor model by a scalar in Section 4, the addition in Section and the product in Section of two Taylor models Section defines Taylor models and Section recalls useful facts ... hand the truncation error and on the other hand the rounding errors made in the construction of this Taylor model, both in the approximation of exact coefficients by floating-point arithmetic and ... References [1] American National Standards Institute and Institute of Electrical and Electronic Engineers, IEEE standard for binary floating-point arithmetic, ANSI/IEEE Standard, Std 754-1985, New York,...
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Tài liệu Báo cáo khoa học: "The Effect of Corpus Size in Combining Supervised and Unsupervised Training for Disambiguation" pdf
... D Manning, and Andrew Y Ng 2004 Learning random walk models for inducing word dependency distributions In ICML Eugene Charniak 1997 Statistical parsing with a context-free grammar and word statistics ... In ACL Alexander S Yeh and Marc B Vilain 1998 Some properties of preposition and subordinate conjunction attachments In Coling Donald Hindle and Mats Rooth 1993 Structural ambiguity and lexical ... (nounA) according to the gold standard All instances of RC and PP attachments were extracted from development and test sets, yielding about 250 RC ambiguities and 12,000 PP ambiguities per set...
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Tài liệu Báo cáo khoa học: "Combining Functionality and Object Orientedness for Natural Language Processing" ppt
... is relative to the underlying model and how it is interpreted A good choice of a semantic representation - interpretation pair leads to a less complicated system and makes it easier to realize ... Schank, R C and Birnbaum Memory, Meaning, and Syntax Technical Report 189, Yale University, Department of Computer Science, 1980 Sehank, R C Dynamic Memory: A Theory o f Reminding and Learning ... set theoretical model For example, a noun is interpreted as a set of entities; the noun "penguin", for instance, is interpreted as a set of all penguins An adjective, on the other hand, is interpreted...
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Combining Fundamental And Technical Analysis potx
... Hypothesis (EMH) and Random Walk Hypothesis The most popular method used in this analysis is volume, support and resistance, bollinger band, moving average, momentum, stochastic oscillator and indicator ... become highly illiquid and prices become discontinuous This will drive prices lower and also leads to margin calls, and thus more selling This happened when technology and dot-com bubbles burst ... price, and lower volume on the downward price A healthy downtrend usually has higher volume on the downward price and lower volume on the upward price Volume is closely monitored by technicians and...
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Báo cáo khoa học: "Combining Statistical and Knowledge-based Spoken Language Understanding in Conditional Models" pptx
... two top-level commands At the bottom is a zoomed-in view for the “Flight” sub-network State and state are called precommands State and state are called postcommands States 2, 5, and represent slots ... by a state It uses state-dependent ngrams to model the precommands, postcommands, preambles and postambles, and uses knowledge-based CFG rules to model the slot fillers These rules help compensate ... probabilistic models for segmenting and labeling sequence data ICML Nocedal, J and S J Wright 1999 Numerical optimization, Springer-Verlag Povey, D and P C Woodland 2002 Minimum phone error and I-smoothing...
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Báo cáo khoa học: "Combining Acoustic and Pragmatic Features to Predict Recognition Performance in Spoken Dialogue Systems" pdf
... individual systems and application scenarios Acknowledgments We thank Nuance Communications Inc for the use of their speech recognition and synthesis software and Alexander Koller and Dan Shapiro ... (IS) and the update procedures for processing user input and generating system responses Here, we briefly introduce parts of the IS which are needed to understand the system’s basic workings, and ... the GUI The DMT and AT are the core components of Information States The SL and MB are subsidiary data-structures needed for interpreting and generating anaphoric expressions and definite NPs...
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Strategic Environmental Assessment In Policy And Sector Reform Conceptual Model And Operational Guidance pdf
... Plans, and Projects: Findings and Recommendations Environmental Health and Child Survival: Epidemiology, Economics, and Experiences International Trade and Climate Change: Economic, Legal, and Institutional ... Environmental Assessment in Policy and Sector Reform: Conceptual Model and Operational Guidance Strategic Environmental Assessment in Policy and Sector Reform Conceptual Model and Operational Guidance ... David Annandale, Anna Axelsson, Matthew Cashmore, Anders Ekbom, Daniel Slunge, and evaluators Juan Albarracin-Jordan, Jiri Dusik, Paul Guthiga, Yin Jian, Wilfred Nyangena, and Ulf Sandstrom The...
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Báo cáo khoa học: "Combining data and mathematical models of language change" ppt
... mistransmitted (Models 1, 3, 5), and how the N and V probabil- ities acquired by a given learner are coupled In ˆ Model there is no coupling (ˆ t and βt learned α independently), in Models 2–3 coupling takes ... modeling Language Learning and Development, 3(1):43–72 B.S Phillips 1984 Word frequency and the actuation of sound change Language, 60(2):320–342 J.R Ross 1973 Leftward, ho! In S.R Anderson and ... −k2 k2 t t PB (k1 , k2 ) ≡ (2) αt and βt , the probability that a random member of Gt produces N and V examples as σ´ , are the σ ˆ ensemble averages of αt and βt over all members ˆ of Gt Because...
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Báo cáo khoa học: "Combining Deep and Shallow Approaches in Parsing German" pptx
... Xu, Adam Krzyzak, and Ching Y Suen 1992 Several Methods for Combining Multiple Classiers and Their Applications in Handwritten Character Recognition IEEE Trans on System, Man and Cybernetics, ... Engineering, 7(2):117142 Haim Gaifman 1965 Dependency Systems and Phrase-Structure Systems Information and Control, 8(3):304337 Sandra Kỹbler and Heike Telljohann 2002 Towards a Dependency-Oriented ... 1995), others the NP (Kỹbler and Telljohann, 2002) Still other approaches (Tesniốre, 1959; Carroll et al., 1998) conate verb, preposition and head noun into a triple, and thus only count content...
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Báo cáo khoa học: "Combining Linguistic and Gaze Features to Resolve Second-Person References in Dialogue" docx
... data in Section 3, and explain how we extract visual and linguistic features in Sections and respectively Section then presents our experiments with manual transcriptions and annotations, while ... utterances between you- and BL/FL utt (15) # of speakers between you- and BL/FL utt (16) overlap between you- and BL/FL utt (binary) (17) duration of overlap between you- and BL/FL utt (18) time ... by a user Bakx et al (2003) and Turnhout et al (2005) studied this issue in the context of mixed human-human and human-computer interaction using facial orientation and utterance length as clues...
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Báo cáo khoa học: "Generating Templates of Entity Summaries with an Entity-Aspect Model and Pattern Mining" potx
... entity-aspect model and standard LDA model as well as a K-means sentence clustering method In Table 6, we show the top frequent words of three sample aspects as found by our method, standard LDA, and K-means ... numbers and general nouns are treated as template slots In our method, we apply the entity-aspect model to automatically iden647 References Conclusions and Future Work David Blei, Andrew Y Ng, and ... summary collection We simultaneously cluster sentences and words into aspects, using an entity-aspect model extended from the standard LDA model that is widely used in text mining (Blei et al.,...
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Báo cáo khoa học: "Low-cost Enrichment of Spanish WordNet with Automatically Translated Glosses: Combining General and Specialized Models" pdf
... language and translation models and on their combination with general models in order to achieve a proper balance between precision (specialized in-domain models) and recall (general out-of-domain models) ... translation model (TM), only for the language model (LM), and simultaneously in both models (TM+LM) In order We used values ωtmEU = 0.1, ωtmW NG = 0.9, θtmEU = 0.1, and θtmW NG = 0.01 291 Translation Model ... translation model Interestingly, as suggested by Table 2, the weight of language models is concentrated on the ‘WNG’ language model (λlmW N G = 0.95) 4.4 Combining Sources: Translation Models In...
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Báo cáo khoa học: "Combining Trigram and Winnow in Thai OCR Error Correction" potx
... trigram model can correct non-word and realword, but introduced some new errors By the trigram model, real-word errors are more difficult to correct than non-word Combining Winnow to the trigram model, ... trigram model as follows arg mwaxP(WIS ) = argmwaxP(W)P(SlW)/P(S ) (1) = argmwaxP(W)P(S[W ) (2) The probability P(W) is given by the language model and can be estimated by the trigram model as: ... ones The candidate generation routine uses a modification of the standard edit distance and employs the error-tolerant finite-state recognition algorithm (Oflazer, 1996) to generate candidate...
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