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Portfolio optimization under minimax risk measure with investment bounds.January 2007 (has links)
Wong, Chi Ying. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 71-74). / Abstracts in English and Chinese. / Abstract Page --- p.ii / Acknowledgment Page --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.5 / Chapter 3 --- Review of minimax portfolio selection model --- p.11 / Chapter 3.1 --- The I∞ model --- p.11 / Chapter 4 --- Portfolio optimization with group investment limits --- p.16 / Chapter 4.1 --- The model --- p.16 / Chapter 4.2 --- The optimal investment strategy --- p.17 / Chapter 4.2.1 --- All assets are risky --- p.18 / Chapter 4.2.2 --- Some riskfree assets are involved --- p.39 / Chapter 4.3 --- Chapter summary --- p.40 / Chapter 5 --- Tracing out the efficient frontier --- p.41 / Chapter 5.1 --- Properties of the efficient frontier --- p.42 / Chapter 5.2 --- The algorithm --- p.51 / Chapter 5.3 --- Time complexity of the algorithm --- p.56 / Chapter 5.4 --- Chapter summary --- p.57 / Chapter 6 --- Finding the investor's optimal portfolio --- p.58 / Chapter 6.1 --- Investor's portfolio with given A --- p.58 / Chapter 6.2 --- Chapter summary --- p.60 / Chapter 7 --- Numerical experiments --- p.61 / Chapter 7.1 --- Finding the efficient frontier numerically --- p.61 / Chapter 7.2 --- Performance between mean-variance model and I∞ model --- p.64 / Chapter 7.2.1 --- Data analysis --- p.64 / Chapter 7.2.2 --- Experiment description and discussion --- p.65 / Chapter 7.3 --- Chapter summary --- p.67 / Chapter 8 --- Conclusion --- p.68 / Bibliography --- p.71 / Appendix --- p.75 / Chapter A --- Stocks for finding the efficient frontiers with and without bound constraints --- p.75 / Chapter B --- List of companies --- p.77 / Chapter C --- Graphical Results --- p.81
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Optimality and approximability of the rectangle covering problemChung, Yau-lin., 鍾有蓮. January 2004 (has links)
published_or_final_version / abstract / toc / Mathematics / Master / Master of Philosophy
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O software MAXIMA aplicado ao cálculo diferencialMartini, Alexandre Henrique de [UNESP] 03 October 2011 (has links) (PDF)
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martini_ah_me_rcla.pdf: 2016802 bytes, checksum: 99b219ef9e4367f5e8268e22828e9b81 (MD5) / Neste trabalho estudamos tópicos de cálculo diferencial para funções de várias variáveis a valor real, utilizando como ferramenta o programa livre MAXIMA / We study some topics of the differential calculus using the software as a tool MAXIMA
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E-learningový kurz užití počítačového algebraického systému ve výuce matematiky / E-learning course of the use of computer algebra systems in mathematics educationKANDUS, Václav January 2014 (has links)
This thesis deals with the topic of Computer Algebraic Systems (i.e. CAS). Its first part analyses and compares the freely available CAS programs regarding both the propects of development and user suitability of this particular application for a secondary school or a university (i.e. bachelor) student. The second part of the thesis concerns with certain theoretical points that are subsequently followed by more practical ones where the main objective is to propose and to put into practice individual course components, including the preparation of a~specific working environment which the course would be implemented in. The third (i.e last) part describes and accounts for particular selections made during the outline and realization of the e-learning course.
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O software MAXIMA aplicado ao cálculo diferencial /Martini, Alexandre Henrique de. January 2011 (has links)
Orientador: Eliris Cristina Rizziolli / Banca: Henrique Lazari / Banca: Aldício José Miranda / Resumo: Neste trabalho estudamos tópicos de cálculo diferencial para funções de várias variáveis a valor real, utilizando como ferramenta o programa livre MAXIMA / Abstract: We study some topics of the differential calculus using the software as a tool MAXIMA / Mestre
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Infecção experimental com oocistos esporulados de eimeria maxima (apicomplexa: eimeriidae) em frangos de corteBrito, Luciana da Silva, 92-99264-7862 30 August 2013 (has links)
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Previous issue date: 2013-08-30 / The poultry industry is an important economic activity in many countries. In large-scale installations of creation, which birds are exposed to stressors, problems related to diseases and deteriorating environmental conditions often occur and result in serious economic losses. Despite being a relatively old disease, coccidiosis is still one of the main diseases causing economic losses in broilers and breeders. This study aims to evaluate the metabolic and pathological changes in broilers experimentally infected with oocysts of Eimeria maxima. The research was conducted at the School of Veterinary Medicine and Animal Science of the Federal University of Tocantins (UFT), located in the municipality of Araguaína - TO, being performed the experimental protocol and analysis husbandry, in the Histology Laboratory of the Federal University of Amazonas (UFAM ) in Manaus-AM, where I made the preparation and analysis of histological slides, and the Laboratory of Clinical Analysis of the Regional Hospital of Coari, from Coari - AM, where biochemical analyzes were performed. To perform the experiment, we used 150 broiler strain cooB males, with ten days of age were randomized according to weight and randomly assigned to two experimental groups: control group was inoculated with 0.5 ml of distilled water; infected group inoculated with 0.5 ml of solution containing 5x104 sporulated oocysts of Eimeria maxima. The live performance was evaluated at 0 (day of inoculation), 5 °, 10 °, 15 °, 25 ° and 35 ° dpi, being slaughtered by cervical dislocation, fifteen birds / group. The first clinical signs were noticeable on the 5th dpi, where the birds showed apathy followed by fetid diarrhea, mucoid, ruffled feathers and lower weight gain compared with the control group of birds. At the end of the experiment the control group produced 28.839 kg of meat infected group and 28.053 kg of meat of chickens used in the study. Although the sum in beef production was higher in the control group The weight of the heart and gizzard of the experimental animals showed no significant difference, because the liver had difference on day 5 °, 15 ° and 35 ° dpi. As for hematócrit experimental chickens showed no significant difference (p> 0.05) from baseline to the end of the experiment, 5 ° - 35 ° dpi. Protein levels remained significant (p <0.05) on all days of collection. The pathologic evaluation showed congested mucosa and presence of large amounts of mucus at 6 dpi. Therefore, it is concluded that the dose of 5x103 E. Maximum inoculated in the experimental group was enough to cause harm to the animal organism. / A avicultura é considerada uma importante atividade econômica em diversos países. Em instalações de grande escala de criação, onde aves são expostas a fatores estressantes, problemas relacionados a doenças e deterioração das condições ambientais ocorrem freqüentemente e resultam em graves perdas econômicas. Apesar de ser uma doença relativamente antiga, a coccidiose ainda é uma das principais enfermidades causadoras de perdas econômicas em frangos de corte e reprodutoras. O presente trabalho visa avaliar as alterações patológicas e metabólicas em frangos de corte infectados experimentalmente com oocistos esporulados de Eimeria maxima. A pesquisa foi desenvolvida na Escola de Medicina Veterinária e Zootecnia da Universidade Federal do Tocantins (UFT), localizada no município de Araguaína – TO, onde foram realizados o protocolo experimental e as análises zootécnicas; no Laboratório de Histologia da Universidade Federal do Amazonas (UFAM), em Manaus-AM, onde foram realizadas a confecção e análise das lâminas histológicas; e no Laboratório de Análises Clinicas do Hospital Regional de Coari, município de Coari – AM, onde foram feitas as análises bioquímicas. Para realização do experimento, foram utilizados 150 frangos de corte da linhagem Coob, machos, com dez dias de idade, randomizados de acordo com o peso e distribuídos em dois grupos experimentais: grupo controle, sendo inoculado com 0,5 ml de água destilada; grupo infectado, inoculado com 0,5ml de solução contendo 5x104 oocistos esporulados de Eimeria maxima. O desempenho zootécnico foi avaliado no 0 (dia da inoculação), 5°, 10°, 15°, 25° e 35° dpi, sendo abatidas, por deslocamento cervical, quinze aves/grupo. Os primeiros sinais clínicos foram perceptíveis no 5º dpi, onde as aves apresentaram apatia seguida de diarreia fétida, mucóide, penas eriçadas e ganho de peso inferior quando comparado com as aves do grupo controle. Ao final do experimento o grupo controle produziu 28,839 kg de carne e o grupo infectado 28,053kg de carne dos frangos utilizados no trabalho. Apesar da somatória na produção da carne ter sido maior no grupo controle O peso do coração e da moela dos animais experimentais não apresentou diferença significativa, já o fígado teve diferença no dia 5°, 15° e 35° dpi. Quanto ao hematócrito os frangos experimentais não apresentaram diferença significativa (p>0,05) desde o início do experimento até o final, 5° - 35°dpi. Os níveis de proteínas mantiveram- se significantes (p<0,05) em todos os dias de coleta. A avaliação patológica evidenciou mucosa congesta e presença de grande quantidade de muco no 6º dpi. Diante disso, conclui- se que a dose de 5x103 de E. maxima inoculada no grupo experimental foi suficiente para ocasionar danos ao organismo animal.
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Spectrofluorometric studies on the role of tryptophan in the catalytic mechanism of NADPH-elaterinide... - oxidoreductase from Cucurbita MaximaDirr, Heinrich Wilfred 10 June 2014 (has links)
M.Sc. (Biochemistry) / Please refer to full text to view abstract
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Strengthening the Precalculus Bridge: Enhancing the Precalculus Student's Understanding of Tangents to Conics, Biquadratic Equations, and Maxima and MinimaDeFord, Dinah Lynn 01 May 2007 (has links)
Many students face tremendous difficulty in high school and/or college level calculus courses. The author hopes that by introducing students to the following nontraditional three topics prior to calculus, students' understanding of calculus will be enhanced. This thesis focuses on the following topics: Tangent Lines to Conics Maxima and Minima Biquadratic Equations
Because these topics are not generally covered in precalculus courses, there are several possible uses for them. An instructor could use the material as: An added classroom resource Project assignments for outside classroom study A student resource for precalculus advanced studies, or An independent study
This thesis assumes that the student is well prepared for the precalculus course by having a good understanding of foundational algebra skills.
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[pt] DESEMPENHO DE MODELOS RACIONAIS NA IDENTIFICAÇÃO DE ESPECTROS DE POTÊNCIA DE GRANDE RESOLUÇÃO / [en] PERFORMANCE OF RATIONAL MODELS IN THE IDENTIFICATION OF HIGH RESOLUTION POWER SPECTRAHELIO MARCOS MACHADO GRACIOSA 02 October 2009 (has links)
[pt] Em muitos problemas de engenharia, a densidade espectral de potência de sinais aleatórias, com componentes altamente periódicas, tem que ser medida. Freqüentemente este problema é reduzido ao de se identificar o espectro de potência desconhecida a uma função racional. As técnicas de identificação diferem entre si apenas quanto ao critério de estimação dos parâmetros do modelo proposto. Neste trabalho são examinados três métodos de análise espectral: Máxima Entropia, Resíduo Mínimo e o proposto por Hsia e Landgrebe. O primeiro tem como modelo de espectro de potência uma função racional só com pólos, enquanto que, para os dois últimos métodos, esta função possui tanto pólos como zeros. O método do Resíduo Mínimo utiliza, quando o processo em estudo é Gaussiano, o princípio de estimação de máxima verossimilhança. Já o método sugerido por Hsia e Landgrebe tem um procedimento de estimação mais simples, sendo, no entanto, estatisticamente menos significante. Este trabalho investiga a possibilidade de se substituir o modelo da Máxima Entropia por outro, com pólos e zero, mas com menos parâmetros a se estimar e com melhor eficiência na estimação de espectros que contenham picos. Esta investigação é feita através da simulação em computador, e a eficiência dos métodos é comparada em termos de localização e resolução dos picos contidos no espectro de potência. / [en] In many engineering problems, the power density spectra of random signals, with highly periodic components, have to be measured, very often this problem is reduced to the one of identifying the unknown power spectrum with a rational function. The identification techniques differ from each other only by the statistical criteria of the procedures used to estimate the assumed model parameters. In this work three spectral analysis methods are examined: Maximum Entropy, Minumum Residual, and that proposed by Hsia and Landgrebe. The power spectrum model assumed by the first method is a rational function , for the other two methods, has poles and zeroes. The Minimum Residual method uses, when the process under study is Gaussian, the maximum likelihood estimation principle. The method developed by Hsia and Landgrebe has a estimation procedure simpler, but is statistically less significant. This work investigates the possibility of substituing the Maximum Entropy model by another one, with poles and zeroes, but with less parameters to be estimated and better performace in the estimation of power spectra that contain peaks. This investigation is made by computer simulation and the efficiency of the methods is compared in terms of localization and resolution of the peaks contained in the power spectra.
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Uma abordagem de sistemas lineares usando o Maxima e o Scilab / An approach of linear systems using Maxima and ScilabSilva, Messias Henrique Vieira 04 July 2017 (has links)
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Previous issue date: 2017-07-04 / This dissertation address the use of mathematical software Scilab and Maxima as instruments of study and teaching of linear systems. Initially, it is presented an introductory study on: Linear Algebra, linear systems and some method applied to solve linear systems. Following, it is used Scilab to solve possible and determined systems and it is applied Maxima to calculate determinants of matrices of order higher than three to solve possible and indeterminate systems. In the end,it is presented a approach on the solution of linear systems through of the graphical representation of their equations, starting in systems of two equations with graphs in the xOy plane and ending with systems of three equations with graphics on three-dimensional space, all of this assited by Scilab and Maxima. / Esta dissertação trata da utilização dos softwares matemáticos Scilab e Maxima como instrumentos de estudo e ensino de sistemas lineares. Inicialmente, é apresentado um estudo introdutório a respeito da Álgebra Linear, dos tipos de sistemas lineares e de formas manuais de resolução. Em seguida, aborda-se a utilização do Scilab para resolver sistemas possíveis e determinados e do Maxima para calcular determinantes de matrizes de ordem superior a três e ainda resolver sistemas possíveis e indeterminados. Por fim, apresenta-se uma abordagem acerca da solução de sistemas lineares através da representação grá#ca de suas equações, começando em sistemas de duas equações com gráficos no plano xOy e encerrando com sistemas de três equações com gráficos no espaço tridimensional, tudo isso com a utilização do Scilab e do Maxima.
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