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Title
A Comparison among Portfolio Selection Strategies with Subordinated L?vy Processes
Author
Alessandro Staino, Sergio Ortobelli, Ivar Massab?
Vol. 7 No. 7 pp. 224-233
Keywords
Portfolio theory, L?vy processes, Variance-Gamma distribution, Normal Inverse Gaussian distribution
Estimation of the run length for simulation of an ATM Switch
P.K.Suri, K.D.Sharma, Brijesh Kumar
Vol. 7 No. 12 pp. 247-250
Performance, Confidence Interval, Transient, Queue, Mean, Variance
Comparative evaluation of Particle Swarm Optimization Algorithms for Data Clustering using real world data sets
R.Karthi, S.Arumugam, K. Rameshkumar
Vol. 8 No. 1 pp. 203-212
Data clustering, Particle Swarm Optimization, Genetic Algorithm, Differential Evolution Algorithm, Trace Within criteria, Variance Ratio Criteria, Marriott Criteria.
Fast Bidimensional Empirical Mode Decomposition Based on an Adaptive Block Partitioning
A. Sabri, M. Karoud, H. Tairi, A. Aarab
Vol. 8 No. 11 pp. 357-363
BEMD, fast adaptive lapped block, edge variance information, block-based BEMD method, blocking artefact, lapped block-based BEMD method