Search results for " Error."

The Role of Covariance Matrix Forecasting Method in the Performance of Minimum-Variance Portfolios

2014

Providing a more accurate covariance matrix forecast can substantially improve the performance of optimized portfolios. Using out-of-sample tests, in this paper, we evaluate alternative covariance matrix forecasting methods by looking at (1) their forecast accuracy, (2) their ability to track the volatility of the minimum-variance portfolio, and (3) their ability to keep the volatility of the minimum-variance portfolio at a target level. We find large differences between the methods. Our results suggest that shrinkage of the sample covariance matrix improves neither the forecast accuracy nor the performance of minimum-variance portfolios. In contrast, switching from the sample covariance ma…

2004

This paper presents the use of Support Vector Machines (SVMs) for prediction and analysis of antisense oligonucleotide (AO) efficacy. The collected database comprises 315 AO molecules including 68 features each, inducing a problem well-suited to SVMs. The task of feature selection is crucial given the presence of noisy or redundant features, and the well-known problem of the curse of dimensionality. We propose a two-stage strategy to develop an optimal model: (1) feature selection using correlation analysis, mutual information, and SVM-based recursive feature elimination (SVM-RFE), and (2) AO prediction using standard and profiled SVM formulations. A profiled SVM gives different weights to …

Intelligent Sampling for Vegetation Nitrogen Mapping Based on Hybrid Machine Learning Algorithms

2021

Upcoming satellite imaging spectroscopy missions will deliver spatiotemporal explicit data streams to be exploited for mapping vegetation properties, such as nitrogen (N) content. Within retrieval workflows for real-time mapping over agricultural regions, such crop-specific information products need to be derived precisely and rapidly. To allow fast processing, intelligent sampling schemes for training databases should be incorporated to establish efficient machine learning (ML) models. In this study, we implemented active learning (AL) heuristics using kernel ridge regression (KRR) to minimize and optimize a training database for variational heteroscedastic Gaussian processes regression (V…

Optimal Index Tracking Under Transaction Costs and Impulse Control

1998

We apply impulse control techniques to a cash management problem within a mean-variance framework. We consider the strategy of an investor who is trying to minimise both fixed and proportional transaction costs, whilst minimising the tracking error with respect to an index portfolio. The cash weight is constantly fluctuating due to the stochastic inflow and outflow of dividends and liabilities. We show the existence of an optimal strategy and compute it numerically.

Performance evaluation of the MPE-iFEC Sliding RS Encoding for DVB-H streaming services

2008

This article studies the performance of the Sliding RS Encoding (SRSE) in the transmission of streaming services in DVB-H (Digital Video Broadcasting - Transmission System for Handheld Terminals) networks. The SRSE forms part of a set of specifications called MPE-iFEC which has been recently defined in the DVB-SH (Digital Video Broadcasting - Satellite Services to Handheld Devices) standard and is fully compatible with the link layer of DVB-H. MPE-iFEC is capable of encoding information related to different datagram bursts in a jointly manner in order to counteract the long signal blockages expected in satellite reception. This is what is usually referred to as Multi-Burst Encoding (MBE) an…

High-accuracy approximation of piecewise smooth functions using the Truncation and Encode approach

2017

Abstract In the present work, we analyze a technique designed by Geraci et al. in [1,11] named the Truncate and Encode (TE) strategy. It was presented as a non-intrusive method for steady and non-steady Partial Differential Equations (PDEs) in Uncertainty Quantification (UQ), and as a weakly intrusive method in the unsteady case. We analyze the TE algorithm applied to the approximation of functions, and in particular its performance for piecewise smooth functions. We carry out some numerical experiments, comparing the performance of the algorithm when using different linear and non-linear interpolation techniques and provide some recommendations that we find useful in order to achieve a hig…

Turbidez y profundidad de disco de Secchi con Sentinel-2 en embalses con diferente estado trófico en la Comunidad Valenciana

2019

[ES] En los estudios de calidad de aguas por teledetección, uno de los principales indicadores es la transparencia o turbidez del agua. La transparencia puede ser medida in situ mediante la profundidad del disco de Secchi (SD), y la turbidez con un turbidímetro. En las últimas décadas se han utilizado diferentes relaciones entre bandas de diferentes sensores obtenidas por teledetección para la estimación de estos parámetros. En este trabajo, a partir de datos de campo obtenidos a lo largo de 2017 y 2018 en embalses de la cuenca del Júcar con gran variedad de estados tróficos, se han calibrado diferentes índices y bandas para poder estimar la transparencia a partir de imágenes Sentinel-2 (S2…

Tipología de los errores en el cálculo mental : un estudio en el contexto educativo

1995

Resumen basado en el de la publicación Resumen en inglés Se aborda una tipología de errores y dificultades de los estudiantes españoles de un Colegio de Formación de Profesores cuando aplican métodos históricos de cálculo mental (métodos tomados de la tradición escrita que se encuentra en la aritmética) de los libros de texto para resolver problemas con números naturales y con números decimales. ESP

Genetic Variants Associated With Human Eye Size Are Distinct From Those Conferring Susceptibility to Myopia

2021

Purpose: Emmetropization requires coordinated scaling of the major ocular components, corneal curvature and axial length. This coordination is achieved in part through a shared set of genetic variants that regulate eye size. Poorly coordinated scaling of corneal curvature and axial length results in refractive error. We tested the hypothesis that genetic variants regulating eye size in emmetropic eyes are distinct from those conferring susceptibility to refractive error. Methods: A genome-wide association study (GWAS) for corneal curvature in 22,180 adult emmetropic individuals was performed as a proxy for a GWAS for eye size. A polygenic score created using lead GWAS variants was tested fo…

The language-(in)dependence of writing skills: translation as a tool in writing process research and writing instruction

2014

A pilot study was conducted in which 6 students with L1 German had to produce a German version of a text they had composed in their L2 English. The goals were to explore (a) in what respects the ability of advanced university English students to express themselves in their L2 English differs from their ability to do so in their L1 German, and (b) for which aspects of writing the implementation of translation exercises is useful as a tool to improve writing skills. The methods of data collection used were think-aloud and keystroke logging. In the analysis, special emphasis was placed on text-level errors as opposed to formal, lexical and grammatical errors. In their L1 versions, students wer…