Browsing by Keywords "Normal distribution"
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Evaluating predictive performance of judgemental extrapolations from simulated currency series
(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
(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
(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 ...