Temat: semivariance - Prolib Integro

Skocz do pozycji: 1.

Tytuł:: Statistically (optimal) estimators of semivariance: A correction of Josephy-Aczel’s proof
Autorzy:: Fleischer, Karlheinz
Nietert, Bernhard
Tematy:: risk analysis
semivariance
statistical estimation; Pokaż więcej
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Powiązania:: https://bibliotekanauki.pl/articles/433944.pdf Link otwiera się w nowym oknie
Opis:: Semivariance is an intuitive risk measure because it concentrates on the shortfall below a target and not on total variation. To successfully use semivariance in practice, however, a statistical estimator of semivariance is needed; Josephy and Aczel provide such an estimator. Unfortunately, they have not correctly proven asymptotic unbiasedness and mean squared error consistency of their estimator since their proof contains a mistake. This paper corrects the computational mistake in Josephy-Aczel’s original proof and, that way, allows researchers and practitioners in the field of downside portfolio selection, hedging, downside asset pricing, risk measurement in a regulatory context, and performance measurement to work with a meaningfully specified downside measure.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 2.

Tytuł:: The size of the basic unit in geographical analysis
Autorzy:: Suchożebrski, Jarosław
Kwiatkowska, Joanna M.
Tematy:: quasi-homogenous units
semivariance
nearest-neighbor method; Pokaż więcej
Wydawca:: Uniwersytet Warszawski. Wydział Geografii i Studiów Regionalnych
Powiązania:: https://bibliotekanauki.pl/articles/2029388.pdf Link otwiera się w nowym oknie
Opis:: In geographical analysis such as mathematical classification and modeling, the study area is divided into a network of basic (quasi-homogenous) units. A technique often used in the delimitation of the basic unit to be analyzed is the division of the study area into a network of uniform geometrical figures (block-centered grid). This article presents two objective methods for dividing the surface area of the study region into a network of basic units. The geometric method makes it possible to determine the optimal size of the basic unit, relative to the surface area being analyzed. This method may be used in analysis conducted on a regional scale, in which case the analysis and the results are characterized by a greater degree of generalization. Geostatistical methods (semivariance analysis and nearest-neighbor analysis) make it possible to determine the size of the cell in the grid of quasi-homogenous units, based on the spatial variation of elements in the natural environment and on the placement of data points. These methods can be recommended for the analysis of small areas (e.g. small drainage areas), when highly detailed data and results are required.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 3.

Tytuł:: Wykorzystanie analizy semiwariancji w ocenie zanieczyszczenia wód rzecznych w krajobrazie rolniczym
The Use of Semivariance Analysis in the Assessment of Pollution of River Waters in the Agricultural Landscape
Autorzy:: Krasowska, M.
Banaszuk, P.
Tematy:: analiza semiwariancji
zanieczyszczenia wód
semivariance analysis
water pollution; Pokaż więcej
Wydawca:: Politechnika Koszalińska. Wydawnictwo Uczelniane
Powiązania:: https://bibliotekanauki.pl/articles/1819043.pdf Link otwiera się w nowym oknie
Opis:: Geostatistical analysis are used in the natural sciences to the study of spatial dependency. In this study, an analysis of semivariance was used to describe the spatial variability of stream power and movement of dissolved compounds from the catchment. This method allowed for the identification of pollution sources in the catchment, especially in drained agricultural catchments. Research carried out in the agricultural catchment near Bialystok. Hydrochemical profile was performed under different conditions of flow at low, medium and high water levels of the river. Although each period was characterized by different hydrological conditions, but a common characteristic was the fact that the study was conducted in the winter season, during the period of plant dormancy. Hydrochemical profile made by measuring the electrical conductivity values measured every 10 m along the river. That was used for the analysis of semivariance. On this basis, it was found that the spatial correlation between samples of water in the stream is readable over a distance of about 140 meters. Above the distance the signal created by the source of the dissolved chemical compounds disappears, and the water stops its composition refer to the chemistry of the source. In the case of the analyzed catchment potential sources of pollution, were drainage systems. Because, they are arranged exactly as 130–140 m. Therefore, the analysis of semivariance allowed the identification pollution sources in a catchment.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 4.

Tytuł:: VOLATILITY - GOOD OR BAD? ANALYSIS OF THE POLISH STOCK MARKET (Zmiennosc - dobra czy zla? Analiza polskiego rynku kapitalowego)
Autorzy:: Cwynar, Wiktor
Tematy:: BETA COEFFICIENT
CAPM
COST OF CAPITAL
DOWNSIDE BETA
SEMIVARIANCE
VARIANCE; Pokaż więcej
Wydawca:: Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
Powiązania:: https://bibliotekanauki.pl/articles/599556.pdf Link otwiera się w nowym oknie
Opis:: The application of the Capital Asset Pricing Model, which is a mean-variance technique, requires the distribution of stock returns to be symmetric. Securities traded on many emerging capital markets, including the Warsaw Stock Exchange (WSE), usually do not have such a feature. In these cases, methods of risk evaluation based on semivariance seem to be superior to those based on total variance. Since the ratio of companies having asymmetric stock return distributions is still high (although it is declining each year, proving that the Polish market is becoming increasingly mature year after year), methods based on semivariance (three versions of downside Capital Asset Pricing Model) are used to assess investment risk. The outcomes obtained conclude that the best results for assessing the risk of negative deviations in rate of returns on the Polish capital market is provided by the Bawa and Lindenberg model.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 5.

Tytuł:: Comparison of selected portfolio strategies based on the example of cryptocurrency portfolios
Porównanie wybranych strategii portfelowych na przykładzie portfeli kryptowalut
Autorzy:: Kądziołka, K.
Tematy:: cryptocurrency portfolios
hierarchical clustering
Markowitz portfolio
semivariance
conditional value at risk; Pokaż więcej
Wydawca:: Akademia Bialska Nauk Stosowanych im. Jana Pawła II w Białej Podlaskiej
Powiązania:: https://bibliotekanauki.pl/articles/2048990.pdf Link otwiera się w nowym oknie
Opis:: Subject and purpose of work: The purpose of this work was to compare selected portfolio strategies in terms of return rates in order to answer the question whether the method of determining the weights of the portfolio and reduction of the number of portfolio elements characterized by strong positive correlation of rates of return have an impact on its profitability. Materials and methods: The analysis used publicly available data, selected portfolio methods and hierarchical clustering. Both short- and long-term investment strategies were examined. Results: None of analyzed strategies allows to achieve higher rates of return in any given (arbitrarily selected) period than other analyzed strategies. Portfolios with a reduced number of elements in most cases did make it possible to achieve a higher rate of return than the benchmark portfolios consisting of 15 cyptocurrencies. Conclusions: While making investment decisions, one should bear in mind that the realized rate of return may significantly differ from the expected rate of return of the portfolio, which is only a forecast.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 6.

Tytuł:: Construction of asymmetric confidence/uncertainty intervals using semivariance on the example of traffic noise indicators
Autorzy:: Przysucha, Bartosz
Tematy:: metrology
asymmetry confidence intervals
uncertainty evaluation
semivariance
3σ rule generalization; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Czasopisma i Monografie PAN
Powiązania:: https://bibliotekanauki.pl/articles/58973785.pdf Link otwiera się w nowym oknie
Opis:: The occurrence of asymmetric probability distributions is quite common. Phenomena such as salary, number of failures, sound level values, etc. have skewed distributions. In such cases, estimating the mean using the interval method can be inaccurate as it ignores the distribution’s asymmetry. Another method of constructing confidence intervals, which does not require symmetry of distributions, is the method based on Chebyshev’s theorem. However, the intervals thus obtained are symmetrical. The approach proposed in this article uses the concept of Chebyshev’s theorem and semivariances to construct new confidence and uncertainty intervals. The article examines the properties of semivariance-based confidence intervals for long-term noise indicators from acoustic monitoring of the city of Gdansk and compares them with classical confidence intervals. The new uncertainty assessment tool proposed in this article in the form of a semivariance-based uncertainty interval can therefore be the basis for new uncertainty assessment methodology and more effective uncertainty.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 7.

Tytuł:: Wykorzystanie metod geostatystycznych do klasyfikacji ekosystemów leśnych przy użyciu technik satelitarnych
Use of geostatistical methods for classification of forest ecosystems using satellite imagery
Autorzy:: Zawadzki, J.
Ciszewski, C.J.
Zasada, M.
Tematy:: zdjecia satelitarne
klasyfikacja
interpretacja
lasy
teledetekcja satelitarna
semiwariancja
lesnictwo
metody geostatystyczne
remote sensing
textural classification
geostatistics
spatial information
semivariance
semivariogram; Pokaż więcej
Wydawca:: Polskie Towarzystwo Leśne
Powiązania:: https://bibliotekanauki.pl/articles/1023493.pdf Link otwiera się w nowym oknie
Opis:: The role of textural information can be essential when analyzing remote images of forest ecosystems. Geostatistically based methods that use textural information are widely used in image processing. The role of geostatistical methods in analyzing remote sensing images of forest areas increased rapidly during the last several years following advancements in high−resolution remote−sensor technology. The results of numerous applications of geostatistical methods for processing remotely sensed forest images are very encouraging. This paper summarizes the geostatistical methods for remote sensing classification of forest ecosystems.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 8.

Tytuł:: Semiwariancje tekstury obrazów satelitarnych Landsat TM obszarów leśnych
Semivariances of Landsat TM satellite imagery texture of forested areas
Autorzy:: Zawadzki, J.
Cieszewski, C.J.
Zasada, M.
Tematy:: zdjecia satelitarne
tereny lesne
interpretacja
teledetekcja satelitarna
semiwariancja
Landsat TM
lesnictwo
semivariance
semivariogram
geostatistics
textural classification
remote sensing
Landstat TM; Pokaż więcej
Wydawca:: Polskie Towarzystwo Leśne
Powiązania:: https://bibliotekanauki.pl/articles/972817.pdf Link otwiera się w nowym oknie
Opis:: The paper presents selected applications of the geostatistical methods for remote sensing studies of forest ecosystems. The texture of the remote sensing images of the forests can be highly complex, but at the same time it is very useful for interpretation of these images. We explored differences on semivariances calculated from transects of the Landsat TM images associated with images of young, middle−aged, old, and natural versus planted stands, as well as compared semivariances for loblolly pine (Pinus taeda L.) and longleaf pine (Pinus palustris Mill.) in Georgia, USA. We analyzed the imagery data in conjunction with ground measurements. The results showed that in spite of the relatively low Landsat TM resolution (30m), the semivariances might give useful additional information about the above−mentioned classes. The semivariances for loblolly pine depend on the age as well as on the origin of the forest stand (natural vs. planted). On the other hand, because of the low−resolution, the classical parameters of a range of semi−variances are rather difficult for classification. However, we found important differences for sill values as well as for semivariance values for the distances of a few lags. These parameters seem to be useful for forest stand discrimination. Significant differences were also found between semivariances calculated from loblolly pine and longleaf pine stands.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 9.

Tytuł:: Zastosowanie metod geostatystycznych do wyznaczania cech taksacyjnych i parametrów biofizycznych lasów technikami teledetekcyjnymi
The use of geostatistical methods for remote?sensing based determination of inventory measures and biophysical parameters of forests
Autorzy:: Zawadzki, J.
Cieszewski, C.J.
Zasada, M.
Tematy:: zdjecia satelitarne
cechy taksacyjne
wlasciwosci biofizyczne
metody badan
interpretacja
lasy
teledetekcja satelitarna
semiwariogram
semiwariancja
lesnictwo
zdjecia lotnicze
metody geostatystyczne
semivariance
semivariogram
textural classification
remote sensing
landsat tm; Pokaż więcej
Wydawca:: Polskie Towarzystwo Leśne
Powiązania:: https://bibliotekanauki.pl/articles/1023830.pdf Link otwiera się w nowym oknie
Opis:: Despite constant advances in geostatistics and its many succesful applications in remote sensing and forestry, it remains a relatively unknown field in Poland. The main aim of this paper is to show applicability of various geostatistical techniques in estimation of inventory measures and biophysical parameters of forests. We show examples of practical applications without going into the complex theoretical bases of the described methods. We also present a wide selection of the most important papers in the subject.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Informacja

Wyszukujesz frazę "semivariance" wg kryterium: Temat