Search Results - (( developing small volatility algorithm ) OR ( java implication based algorithm ))
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LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
Published 2020“…Our simulation studies show that the ensemble wBCD-wBEA algorithm estimates the correct number of thresholds at a high percentage, and the biases in the empirical standard deviations for the estimated thresholds are small.…”
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UMK Etheses -
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Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost
Published 2023“…In this paper, we propose a sparse equity portfolio optimization model that aims at minimizing transaction cost by avoiding small investments while promoting diversification to help mitigate the volatility in the portfolio. …”
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Article -
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Classification for Quran authentication using characters and diacritics hashed values
Published 2024journal::journal article -
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Digital Quran With Storage Optimization Through Duplication Handling And Compressed Sparse Matrix Method
Published 2024thesis::doctoral thesis
