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35 results for “Stochastic Analysis”
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Research ArticleOpen accessIn the abstractShould Individual Investors Use Technical Trading Rules to Attempt to Beat the Market?Thomas S. Coe, Kittipong LaosethakulProblem statement: Despite widespread academic acceptance of the Efficient Markets Hypothesis, some stock traders still use technical trading rules in an attempt to beat the market. Approach: This study looked at four trading rules, namely, the arithmetic moving average, the relative strength index, a stochastic oscillator and its moving average. These trading rules compare the relationship of current prices to … …American Journal of Economics and Business Administration, Vol. 2, Issue 3 · 30 Sep 2010 · 9,435 accessesView PDFCite
Research ArticleOpen accessIn the abstractStochastic Optimization for Portfolio Selection Problem with Mean Absolute Negative Deviation MeasureAnton Abdulbasah Kamil, Adli Mustafa, Khlipah IbrahimProblem statement: The most important character within optimization problem is the uncertainty of the future returns. Approach: To handle such problems, we utilized probabilistic methods alongside with optimization techniques. We developed single stage and two stage stochastic programming with recourse. The models were developed for risk adverse investors and the objective of the stochastic programming models is to minimize the … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 6,947 accessesView PDFCite
Research ArticleOpen accessIn the abstractTHE ADVERSE EFFECT OF STEEL PARTICLE CONTAMINANTS ON FATIGUE LIFE OF GREASE LUBRICATED BALL BEARINGSA. Stathis, Th. Costopoulos, D. Koulocheris, K. RaptisThe rating life of ball bearings is reduced when hard particle contaminants are present in the lubricant. Usually, this life reduction is taken into account in the calculation of modified rating life by using the contamination factor through a general characterization of the lubrication conditions. However, the impact of contaminant’s variables such as size, hardness and concentration level has to … …American Journal of Applied Sciences, Vol. 11, Issue 9 · 14 Jul 2014 · 6,991 accessesView PDFCite
Research ArticleOpen accessIn the abstractSeasonal Autoregressive Integrated Moving Average Model for Precipitation Time SeriesYan Wang, Xinghua Chang, Meng Gao, Xiyong HouPredicting the trend of precipitation is a difficult task in meteorology and environmental sciences. Statistical approaches from time series analysis provide an alternative way for precipitation prediction. The ARIMA model incorporating seasonal characteristics, which is referred to as seasonal ARIMA model was presented. The time series data is the monthly precipitation data in Yantai, China and the period is from … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 20 Feb 2013 · 12,655 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplications of Conditional Value at Risk to Full Truckload Pricing Under Demand and Service Time UncertaintiesThitima Wonginta, Sompong SirisoponsilpProblem statement: Pricing is one of the fundamental management decisions required by a truckload carrier. Traditional pricing based on an average all relevant costs including fixed and variable costs is not capable of providing adequate margins that prevent losses during operation uncertainties inherent in truckload operation including demand variability and variation in service times. Approach: This study utilizes Conditional Value … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 1 · 28 Jan 2011 · 8,333 accessesView PDFCite
Research ArticleOpen accessIn the abstractVisual Curvatures of H1N1 Incidences in African, Asian, European, American and Oceanic NationsRamalingam ShanmugamThe World Health Organization (WHO) was worried about the outbreak of H1N1 epidemic worldwide as it consumed several human lives. In a novel manner, this article defines, computes and illustrates the effectiveness of health administrators’ efforts to extinguish pandemic H1N1 using curvature concept. Data on weekly incidences of H1N1 in year 2009 among the nations in Africa, Asia, Europe, Americas … …Current Research in Medicine, Vol. 6, Issue 2 · 29 Oct 2015 · 6,942 accessesView PDFCite
Research ArticleOpen accessIn the abstractTHE EFFECT OF AGRICULTURAL EXTENSION SERVICE ON THE TECHNICAL EFFICIENCY OF TEFF (ERAGROSTISTEF) PRODUCERS IN ETHIOPIAAsres Elias, Makoto Nohmi, Kumi Yasunobu et al.Teff (Eragrostistef) is a major staple food crop in Ethiopia, but smallholder teff production is characterized by persistently low average yield. A major government effort aimed at raising the productivity and competitiveness of smallholder agriculture in Ethiopia involved reforming and implementing agricultural extension service known as Participatory Demonstration and Training Extension System (PADETES). Therefore, this study investigates the effect of … …American Journal of Applied Sciences, Vol. 11, Issue 2 · 21 Dec 2013 · 9,522 accessesView PDFCite
Research ArticleOpen accessIn the abstractImpact of Human Immune Deficiency Virus and Acquired Immune Deficiency Syndrome on Farm HouseholdsOkezie Chukwukere Austin, Athenesius Onyekanma, Amir Hussin BaharuddinProblem statement: The impact of HIV/AIDS in Africa cut across all sectors of human development and it poses serious challenge to the survival of several vulnerable poor, whose livelihood depends solely on agriculture. This study is an attempt to contribute to the understanding of HIV/AIDS by investigating household vulnerablity and its impact on production variability in farm households. Approach: A … …American Journal of Infectious Diseases, Vol. 7, Issue 2 · 17 Sep 2011 · 8,001 accessesView PDFCite
Research ArticleOpen accessIn the abstractTechnical Efficiency of Chili ProductionA. S.M. Anwarul Huq, Fatimah Mohamed ArshadProblem statement: Scarcity of resources has led to production economists to think about the reallocation of existing resources to produce a prescribed level of output with the minimum cost without changing the production technology. But there is a lack of information about the efficient use of inputs in chili production. Except for a few descriptive studies, econometric analysis has yet … …American Journal of Applied Sciences, Vol. 7, Issue 2 · 28 Feb 2010 · 8,596 accessesView PDFCite
Research ArticleOpen accessIn the abstractKernel Density Estimation for Interdeparture Time of GI/G/1 QueuesHsing Luh, Berlin WuThe departure process of a single queue has been studied since the 1960s. Due to its inherent complexity, closed form solutions for the distribution of the departure process are nearly intractable. In this study, kernel type estimators of the density of interdeparture time in a GI/G/1 queue are studied. Uniform strong consistency of the estimators in a GI/G/1 queue and … …Journal of Mathematics and Statistics, Vol. 1, Issue 1 · 31 Mar 2005 · 6,585 accessesView PDFCite