Browsing by Keywords "Normal distribution"

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Evaluating predictive performance of judgemental extrapolations from simulated currency series

Pollock, A. C.; Macaulay, A.; Önkal-Atay, D.; Wilkie-Thomson, M. E. (Elsevier, 1999)

Judgemental forecasting of exchange rates is critical for financial decision-making. Detailed investigations of the potential effects of time-series characteristics on judgemental currency forecasts demand the use of ...
Numerical modeling of ultrasonic particle manipulation for microfluidic applications

Büyükkoçak S.; Özer, M. B.; Çetin B. (Springer Verlag, 2014)

A numerical simulation methodology for ultrasonic particle/cell separation and cell washing processes is introduced and validated by comparing with the results from the literature. In this study, a finite element approach ...
Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens

Pınar, M. Ç. (Taylor & Francis, 2014)

In an economy with a negative exponential utility investor facing a set of risky assets with normally distributed returns over multiple periods, we consider the problem of making an ambiguityrobust dynamic portfolio choice ...