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8 results for “Index Tracking”
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Research ArticleOpen accessPhrase in the titleA ROBUST OPTIMIZATION APPROACH FOR INDEX TRACKING PROBLEMMohsen Gharakhani, Forough Zarea Fazlelahi, S. J. SadjadiIndex tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this study, quadratic as well as linear models are presented for minimizing … …Journal of Computer Science, Vol. 10, Issue 12 · 26 Dec 2014 · 8,872 accessesView PDFCite
Research ArticleOpen accessIn the abstractMeasurements of Mitral Annular Displacement in 2D Echocardiography ImagesFaten A. Dawood, Rahmita W. Rahmat, Suhaini B. Kadiman et al.Mitral Annular Displacement (MAD) in echocardiography has been described as a variation in mitral annulus position between the end-diastolic and the end-systolic in a complete cardiac cycle. It could be used as a rapid and reproducible method of determining the LV global systolic function and could be an easily detectable index for wall motion abnormalities. In this study, a computational … …American Journal of Applied Sciences, Vol. 12, Issue 5 · 4 Jul 2015 · 6,850 accessesView PDFCite
Research ArticleOpen accessIn the abstractCOMPARATIVE STUDY OF DIFFERENT KALMAN FILTER IMPLEMENTATIONS IN POWER SYSTEM STABILITYH. H. Goh, C. W. Tai, Q. S. Chua et al.Voltage stability and voltage collapse issues have in recent years begun to constitute an unpleasant warning to the operational security of power systems. Many techniques have been investigated in order to predict the point of voltage collapse. However, there are still several restrictions due to the insufficiency of current system state information. Accompanied by the commencement of the Phasor Measurement … …American Journal of Applied Sciences, Vol. 11, Issue 8 · 29 May 2014 · 7,190 accessesView PDFCite
Research ArticleOpen accessIn the abstractSEASONAL DROUGHT DYNAMICS IN EL-BEHEIRA GOVERNORATE, EGYPTAmr Mossad, Hazem S. Mehawed, Ahmed El-ArabyDrought is the most damaging climate-related hazards due to the prolonged absence of precipitation. Therefore, understanding the drought dynamics is important for irrigation water management to mitigate the negative impacts on agriculture. In this study, Standardized Precipitation Index (SPI) and Standardized Precipitation Evapotranspiration Index (SPEI) were used as effective tools for tracking the changes of water status occurred at five … …American Journal of Environmental Sciences, Vol. 10, Issue 2 · 4 Apr 2014 · 7,621 accessesView PDFCite
Research ArticleOpen accessIn the abstractArm Movement RecorderJakkrapun Chuanasa, Szathys SongschonProblem statement: Human arm movement is widely studied nowadays. Some movements of arm are performed frequently in everyday life. Devices that can record the path of movement are important in studying human arm gesture. Approach: This project was performed the five degree-of-freedom exoskeleton that was designed and constructed to observe position and orientation values of various movement in x-y-z coordinates … …Energy Research Journal, Vol. 1, Issue 2 · 31 Oct 2010 · 7,762 accessesView PDFCite
Research ArticleOpen accessIn the abstractModel Predictive Approach to Precision Contouring Control for Feed Drive SystemsM.A. El Khalick, N. UchyiamaProblem statement: High precision machining requires high capability of multi-axis feed drive systems to follow specified contour accurately. Although each feed drive axis is controlled independently in many industrial applications such as X-Y tables and Computer Numerical Control (CNC) machines, machining precision is evaluated by error components orthogonal to desired contour curve. Contouring controller design is required for precision machining, … …Journal of Computer Science, Vol. 6, Issue 8 · 31 Aug 2010 · 7,309 accessesView PDFCite
Research ArticleOpen accessIn the abstractCost-Effective Fabrication of Self-Made 1×12 Polymer Optical Fiber-Based Optical Splitters for Automotive ApplicationMohammad Syuhaimi Ab-Rahman, Hadi Guna, Mohd Hazwan Harun et al.Problem statement: Multimode fiber cables can conduct many light rays and can operate free of disruption and with a greater bandwidth than a wireless connection. However, due to a slight variation in the speed of the light rays through the multimode fiber, a signal transmitted by all of these rays becomes spread out. Consequently, the signals become broader and therefore … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 2 · 30 Jun 2009 · 7,925 accessesView PDFCite
Research ArticleOpen accessIn the abstractDirect Model Reference Adaptive Controller Based-On Neural-Fuzzy Techniques for Nonlinear Dynamical SystemsHafizah Husain, Marzuki Khalid, Rubiyah YusofThis paper presents a direct neural-fuzzy-based Model Reference Adaptive Controller (MRAC) for nonlinear dynamical systems with unknown parameters. The two-phase learning is implemented to perform structure identification and parameter estimation for the controller. In the first phase, similarity index-based fuzzy c-means clustering technique extracts the fuzzy rules in the premise part for the neural-fuzzy controller. This technique enables the recruitment … …American Journal of Applied Sciences, Vol. 5, Issue 7 · 31 Jul 2008 · 6,939 accessesView PDFCite