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8 results for “mean-variance efficiency”
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Research ArticleOpen accessIn the keywordsA Mean-Variance Portfolio Optimal Under Utility PricingHürlimann WernerAn expected utility model of asset choice, which takes into account asset pricing, is considered. The obtained portfolio selection problem under utility pricing is solved under several assumptions including quadratic utility, exponential utility and multivariate symmetric elliptical returns. The obtained unique solution, called optimal utility portfolio, is shown mean-variance efficient in the classical sense. Various questions, including conditions for complete … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2006 · 6,172 accessesView PDFCite
Research ArticleOpen accessIn the abstractEffects of Palm Kernel Cake Based Biosupplement Biscuits on Nutrient Utilization, Growth Performance, and Metabolic Responses in Male Ettawah GoatsTintin Rostini, Suharlina, Achmad Jaelani et al.Palm Kernel Cake (PKC), a major by-product of the palm oil industry, has considerable potential as an alternative feed ingredient for ruminants because of its wide availability, moderate protein content, and economic value. However, its utilization is often constrained by high fiber and lignocellulosic components that may limit nutrient digestibility. This study evaluated the effects of PKC-based biosupplement biscuits as … …American Journal of Animal and Veterinary Sciences, Vol. 21, Issue 3 · 22 Oct 2026 · 312 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimisation of Plant Mineral Nutrition, Growth Stimulation and Yield Enhancement Through the Use of a Bio Formulation Based on Phosphate Solubilising BacteriaZhanar Zhumadilova, Laura Tokhetova, Gulsim Baimbetova et al.The aim of this study was to evaluate the agronomic and fodder efficiency of various fertilisation treatments in relation to their effects on plant growth, chemical composition, and soil properties. The study evaluated the effectiveness of a bio-formulation based on Phosphate-Solubilising Bacteria (PSB) in combination with mineral fertiliser (N60P90 + N30) in enhancing the productivity of forage crops and improving … …OnLine Journal of Biological Sciences, Vol. 26, Issue 3 · 23 Sep 2026 · 385 accessesView PDFCite
Research ArticleOpen accessIn the abstractPredictive Analytics and Procurement Visibility: A Big-Data-Driven Approach to Customer Satisfaction in Supply Chain ManagementDevendra Nath Pathak, Rakesh Kumar Yadav, Hitendra SinghIn the current dynamic and consumer driven market environment, supply chains need to move out of reactive to the proactive ecosystems. One of the most urgent requirements is increasing procurement visibility and the development of better order planning for the inventory to meet the products’ demand with continued high customer satisfaction. This paper is an agenda of big-data-driven predictive analytics … …Journal of Computer Science, Vol. 22, Issue 1 · 3 Feb 2026 · 2,442 accessesView PDFCite
Research ArticleOpen accessIn the abstractBuilding Energy Modeling Using Artificial Neural NetworksMaya Arida, Nabil Nassif, Rand Talib, Taher Abu-LebdehAccurate modeling of total building energy is now vital to reduce energy consumption. This is especially true for buildings since they are considered as the largest energy consumer in the United States. This paper investigates modeling methods for building energy-systems using non-linear auto-regression artificial neural networks. The proposed model can forecast the whole building energy consumptions given the four input … …Energy Research Journal, Vol. 7, Issue 2 · 6 Jun 2017 · 7,125 accessesView PDFCite
Research ArticleOpen accessIn the abstractFactor Affecting Technical Efficiency of Smallholder Rubber Farming in Northeast ThailandS. Poungchompu, S. ChantanopWith the increase of rubber production, Para rubber farmers in Northeastern Thailand have faced the limited physical and socio-economic conditions that have given rise to the improvement of technical efficiency. This study investigated the technical efficiency of Para rubber farmers. A multi-stage random sampling technique was used to collect cross sectional data on 300 farmers. The data was analyzed using … …American Journal of Agricultural and Biological Sciences, Vol. 10, Issue 2 · 24 Jun 2015 · 8,651 accessesView PDFCite
Research ArticleOpen accessIn the abstractMISSING DATA IMPUTATION USING WEIGHTED OF REGIME SWITCHING MEAN AND REGRESSIONJumlong Vongprasert, Bhusana PremanodeMissing data imputation is an important task in cases where it is crucial to use all available data and not discard records with missing values. The purpose of this work were first to develop the Weighted of Regime Switching Mean and Regression (WRSMRI) for missing data estimation and secondly to compare its efficiency of estimation and statistical power of a … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 3 May 2014 · 6,704 accessesView PDFCite
Research ArticleOpen accessIn the abstractA NOVEL ROBUST AND EFFICIENT TOOL FOR DETECTING HETEROSCEDASTICITYWei Xiong, Maozai TianOne of the greatest values of Quantile Regression (QR) is that it provides a good procedure in the sense that QR could be much more efficient and sometimes arbitrarily more efficient in recovering the mean function than the Least Squares (LS) even when without moment conditions. However, heteroscedasticity definitely causes conditional variances of parametric or nonparametric estimates of mean functions … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 21 Mar 2014 · 6,657 accessesView PDFCite