Search results for: finite volume method
20280 A Completed Adaptive De-mixing Algorithm on Stiefel Manifold for ICA
Authors: Jianwei Wu
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Based on the one-bit-matching principle and by turning the de-mixing matrix into an orthogonal matrix via certain normalization, Ma et al proposed a one-bit-matching learning algorithm on the Stiefel manifold for independent component analysis [8]. But this algorithm is not adaptive. In this paper, an algorithm which can extract kurtosis and its sign of each independent source component directly from observation data is firstly introduced.With the algorithm , the one-bit-matching learning algorithm is revised, so that it can make the blind separation on the Stiefel manifold implemented completely in the adaptive mode in the framework of natural gradient.
Keywords: Independent component analysis, kurtosis, Stiefel manifold, super-gaussians or sub-gaussians.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 149620279 Cooperative CDD Scheme Based On Adaptive Modulation in Wireless Communication System
Authors: Seung-Jun Yu, Hwan-Jun Choi, Hyoung-Kyu Song
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Among spatial diversity scheme, orthogonal space-time block code (OSTBC) and cyclic delay diversity (CDD) have been widely studied for the cooperative wireless relaying system. However, conventional OSTBC and CDD cannot cope with change in the number of relays owing to low throughput or error performance. In this paper, we propose a cooperative cyclic delay diversity (CDD) scheme that use hierarchical modulation at the source and adaptive modulation based on cyclic redundancy check (CRC) code at the relays.
Keywords: Adaptive modulation, Cooperative communication, CDD, OSTBC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 175120278 Phenology of the Parah tree (Elateriospermumtapos) using a GAPS Model
Authors: S. Chumkiew, W. Srisang, K. Jaroensutasinee, M. Jaroensutasinee
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This work investigated the phenology of Parah tree (Elateriospermum tapos) using the General Purpose Atmosphere Plant Soil Simulator (GAPS model) to determine the amount of Plant Available Water (PAW) in the soil. We found the correlation between PAW and the timing of budburst and flower burst at Khao Nan National Park, Nakhon Si Thammarat, Thailand. PAW from the GAPS model can be used as an indicator of soil water stress. The low amount of PAW may lead to leaf shedding in Parah trees.Keywords: Basic GAPS, Parah (Elateriospermum tapos), Phenology, Climate, Nakhon Si Thammarat, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 171320277 Modal Analysis of Power System with a Microgrid
Authors: Burak Yildirim, Muhsin Tunay Gençoğlu
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A microgrid (MG) is a small power grid composed of localized medium or low level power generation, storage systems, and loads. In this paper, the effects of a MG on power systems voltage stability are shown. The MG model, designed to demonstrate the effects of the MG, was applied to the IEEE 14 bus power system which is widely used in power system stability studies. Eigenvalue and modal analysis methods were used in simulation studies. In the study results, it is seen that MGs affect system voltage stability positively by increasing system voltage instability limit value for buses of a power system in which MG are placed.
Keywords: Eigenvalue analysis, microgrid, modal analysis, voltage stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 160420276 LMI Approach to Regularization and Stabilization of Linear Singular Systems: The Discrete-time Case
Authors: Salim Ibrir
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Sufficient linear matrix inequalities (LMI) conditions for regularization of discrete-time singular systems are given. Then a new class of regularizing stabilizing controllers is discussed. The proposed controllers are the sum of predictive and memoryless state feedbacks. The predictive controller aims to regularizing the singular system while the memoryless state feedback is designed to stabilize the resulting regularized system. A systematic procedure is given to calculate the controller gains through linear matrix inequalities.
Keywords: Singular systems, Discrete-time systems, Regularization, LMIs
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 158920275 Stop Forced Child Marriage: A Comparative Global Law Analysis
Authors: Michelle J. Miller
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Millions of girls are forcibly married during the transitional period between puberty and adulthood. At a stage of vulnerability cultural practices, religious rights and social standards place her in a position where she is catapult into womanhood. An advocate against forced child marriage could argue that child rights, cultural rights, religious rights, right to marry, right to life, right to health, right to education, right to be free from slavery, right to be free from torture, right to consent to marriage are all violated by the practice of child marriage. The author is this advocate and this paper will present how some of these rights are violated and establish the need for change.
Keywords: Child marriage, forced child marriage, child rights, protection, religious rights, cultural rights, right to life, human rights.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 324820274 Round Addition Differential Fault Analysis on Lightweight Block Ciphers with On-the-Fly Key Scheduling
Authors: Hideki Yoshikawa, Masahiro Kaminaga, Arimitsu Shikoda, Toshinori Suzuki
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Round addition differential fault analysis using operation skipping for lightweight block ciphers with on-the-fly key scheduling is presented. For 64-bit KLEIN, it is shown that only a pair of correct and faulty ciphertexts can be used to derive the secret master key. For PRESENT, one correct ciphertext and two faulty ciphertexts are required to reconstruct the secret key. Furthermore, secret key extraction is demonstrated for the LBlock Feistel-type lightweight block cipher.Keywords: Differential Fault Analysis (DFA), round addition, block cipher, on-the-fly key schedule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 201120273 A Simplified Higher-Order Markov Chain Model
Authors: Chao Wang, Ting-Zhu Huang, Chen Jia
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In this paper, we present a simplified higher-order Markov chain model for multiple categorical data sequences also called as simplified higher-order multivariate Markov chain model.
Keywords: Higher-order multivariate Markov chain model, Categorical data sequences, Multivariate Markov chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 327620272 Multi-Channel Information Fusion in C-OTDR Monitoring Systems: Various Approaches to Classify of Targeted Events
Authors: Andrey V. Timofeev
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The paper presents new results concerning selection of optimal information fusion formula for ensembles of C-OTDR channels. The goal of information fusion is to create an integral classificator designed for effective classification of seismoacoustic target events. The LPBoost (LP-β and LP-B variants), the Multiple Kernel Learning, and Weighing of Inversely as Lipschitz Constants (WILC) approaches were compared. The WILC is a brand new approach to optimal fusion of Lipschitz Classifiers Ensembles. Results of practical usage are presented.Keywords: Lipschitz Classifier, Classifiers Ensembles, LPBoost, C-OTDR systems, ν-OTDR systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 165920271 The Locker Problem with Empty Lockers
Authors: David Avis, Luc Devroye, Kazuo Iwama
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We consider a cooperative game played by n players against a referee. The players names are randomly distributed among n lockers, with one name per locker. Each player can open up to half the lockers and each player must find his name. Once the game starts the players may not communicate. It has been previously shown that, quite surprisingly, an optimal strategy exists for which the success probability is never worse than 1 − ln 2 ≈ 0.306. In this paper we consider an extension where the number of lockers is greater than the number of players, so that some lockers are empty. We show that the players may still win with positive probability even if there are a constant k number of empty lockers. We show that for each fixed probability p, there is a constant c so that the players can win with probability at least p if they are allowed to open cn lockers.
Keywords: Locker problem, pointer-following algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 128820270 An Extended Eclectic Paradigm of Dunning: Impact of New International Business Processes
Authors: D. de Matías Batalla
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This paper develops and extended eclectic paradigm to fit the firm internationalization process with the real international business world. The approach is based on Dunning´s, introducing new concepts like mode of entry, international joint venture o international mergers and acquisitions. At the same time is presented a model to describe the Spanish international mergers and acquisitions in order to determinate the most important factor that influence in this type of foreign direct investment.
Keywords: Dunning, eclectic paradigm, foreign direct investment, IJV, international business, international management, multinational firms, firm internationalization process, M&A.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 306020269 Industrial Waste Monitoring
Authors: Khairuddin Bin Osman, Ngo Boon Kiat, A. Hamid Bin hamidon, Khairul Azha Bin A. Aziz, Hazli Rafis Bin Abdul Rahman, Mazran Bin Esro
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Conventional industrial monitoring systems are tedious, inefficient and the at times integrity of the data is unreliable. The objective of this system is to monitor industrial processes specifically the fluid level which will measure the instantaneous fluid level parameter and respond by text messaging the exact value of the parameter to the user when being enquired by a privileged access user. The development of the embedded program code and the circuit for fluid level measuring are discussed as well. Suggestions for future implementations and efficient remote monitoring works are included.Keywords: Industrial monitoring system, text messaging, embedded programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 167220268 Investigation of the GFR2400 Reactivity Control System
Authors: Ján Haščík, Štefan Čerba, Jakub Lüley, Branislav Vrban
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The presented paper is related to the design methods and neutronic characterization of the reactivity control system in the large power unit of Generation IV Gas cooled Fast Reactor – GFR2400. The reactor core is based on carbide pin fuel type with the application of refractory metallic liners used to enhance the fission product retention of the SiCcladding. The heterogeneous design optimization of control rod is presented and the results of rods worth and their interferences in a core are evaluated. In addition, the idea of reflector removal as an additive reactivity management option is investigated and briefly described.
Keywords: Control rods design, GFR2400, hot spot, movable reflector, reactivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 179520267 Distributed e-Learning System with Client-Server and P2P Hybrid Architecture
Authors: Kazunari Meguro, Shinichi Motomura, Takao Kawamura, Kazunori Sugahara
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We have developed a distributed asynchronous Web based training system. In order to improve the scalability and robustness of this system, all contents and a function are realized on mobile agents. These agents are distributed to computers, and they can use a Peer to Peer network that modified Content-Addressable Network. In this system, all computers offer the function and exercise by themselves. However, the system that all computers do the same behavior is not realistic. In this paper, as a solution of this issue, we present an e-Learning system that is composed of computers of different participation types. Enabling the computer of different participation types will improve the convenience of the system.Keywords: Distributed Multimedia Systems, e-Learning, P2P, Mobile Agen
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 232920266 Distributed Load Flow Analysis using Graph Theory
Authors: D. P. Sharma, A. Chaturvedi, G.Purohit , R.Shivarudraswamy
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In today scenario, to meet enhanced demand imposed by domestic, commercial and industrial consumers, various operational & control activities of Radial Distribution Network (RDN) requires a focused attention. Irrespective of sub-domains research aspects of RDN like network reconfiguration, reactive power compensation and economic load scheduling etc, network performance parameters are usually estimated by an iterative process and is commonly known as load (power) flow algorithm. In this paper, a simple mechanism is presented to implement the load flow analysis (LFA) algorithm. The reported algorithm utilizes graph theory principles and is tested on a 69- bus RDN.Keywords: Radial Distribution network, Graph, Load-flow, Array.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 313820265 An Android Geofencing App for Autonomous Remote Switch Control
Authors: Jamie Wong, Daisy Sang, Chang-Shyh Peng
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Geofence is a virtual fence defined by a preset physical radius around a target location. Geofencing App provides location-based services which define the actionable operations upon the crossing of a geofence. Geofencing requires continual location tracking, which can consume noticeable amount of battery power. Additionally, location updates need to be frequent and accurate or order so that actions can be triggered within an expected time window after the mobile user navigate through the geofence. In this paper, we build an Android mobile geofencing Application to remotely and autonomously control a power switch.Keywords: Location based service, geofence, autonomous, remote switch.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 143020264 Computational Investigation of the Combined Effects of Yaw, Rotation and Ground Proximity on the Aerodynamics of an Isolated Wheel
Authors: T. D. Kothalawala, A. Gatto, L. Wrobel
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An exploratory computational investigation using RANS & URANS was carried out to understand the aerodynamics around an isolatedsingle rotating wheel with decreasing ground proximity. The wheel was initially modeled in free air conditions, then with decreasing ground proximity and increased yaw angle with rotational speeds. Three speeds of rotation were applied to the wheel so that the effect of different angular velocities can be investigated. In addition to rotation, three different yaw angles were applied to the rotating wheel in order to understand how these two variables combined affect the aerodynamic flow field around the wheel.
Keywords: Aerodynamics, CFD, Ground Proximity, Landing Gear, Wheel, Rotation, Yaw.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 235720263 Design of Smith-like Predictive Controller with Communication Delay Adaptation
Authors: Jasmin Velagic
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This paper addresses the design of predictive networked controller with adaptation of a communication delay. The networked control system contains random delays from sensor to controller and from controller to actuator. The proposed predictive controller includes an adaptation loop which decreases the influence of communication delay on the control performance. Also, the predictive controller contains a filter which improves the robustness of the control system. The performance of the proposed adaptive predictive controller is demonstrated by simulation results in comparison with PI controller and predictive controller with constant delay.Keywords: Predictive control, adaptation, communication delay, communication network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 184620262 Preventing and Coping Strategies for Cyber Bullying and Cyber Victimization
Authors: Erdinc Ozturk, Gizem Akcan
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Although there are several advantages of information and communication technologies, they cause some problems like cyber bullying and cyber victimization. Cyber bullying and cyber victimization have lots of negative effects on people. There are lots of different strategies to prevent cyber bullying and victimization. This study was conducted to provide information about the strategies that are used to prevent cyber bullying and cyber victimization. 120 (60 women, 60 men) university students whose ages are between 18 and 35 participated this study. According to findings of this study, men are more prone to cyber bullying than women. Moreover, men are also more prone to cyber victimization than women.Keywords: Cyber bullying, cyber victimization, coping strategies.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 157320261 Mechanical Properties and Microstructural Properties of CrSiN Coating
Authors: Dhiflaoui Hafedh, Khlifi Kaouthar, Ben Cheikh Larbi Ahmed
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The present study deals with the characterization of CrSiN coatings obtained by PVD magnetron sputtering systems. CrSiN films were deposited with different Si contents, in order to check the effect of at.% variation on the different properties of the Cr–N system. Coatings were characterized by scanning electron microscopy (SEM) for thickness measurements, X-ray diffraction. Surface morphology and the roughness characteristics were explored using AFM, Mechanicals properties, elastic and plastic deformation resistance of thin films were investigated using nanoindentation test. We observed that the Si addition improved the hardness and the Young’s modulus of the Cr–N system. Indeed, the hardness value is 18,56 GPa for CrSiN coatings. Besides, the Young’s modulus value is 224,22 GPa for CrSiN coatings for Si content of 1.2 at.%.Keywords: Thin film, mechanicals properties, PVD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 192320260 Hydrothermal Fabrication of Iodine Doped Titanium Oxide Films on Ti Substrate
Authors: M. P. Neupane, T. S. N. Sankara Narayanan, J. E. Park, Y. K. Kim, I. S. Park, K. Y. Song, T. S. Bae, M. H. Lee
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Titanium oxide films with different morphologies have for the first time been fabricated through hydrothermal reactions between a titanium substrate and iodine powder in water or ethanol. SEM revealed that iodine supported titanium (Ti-I2) surface shows different morphologies with variable treatment conditions. The mean surface roughness (Ra) was increased in the different groups. Use of surfactant has a role to increase the roughness of the film. The surface roughness was in the range of 0.15 μm-0.42 μm. Furthermore, the electrochemical examinations showed that the Ti-I2 surface fabricated in alcoholic medium has high corrosion resistance than in aqueous medium.
Keywords: Corrosion, Hydrothermal, Surface roughness, Titanium oxide.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 192120259 Sustainable Development: The Human Rights Approach to Environmental Protection in South Africa
Authors: C. M. van der Bank, Marjoné van der Bank
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International and domestic environmental law has evolved quite rapidly in the last few decades. At the international level the Stockholm and Rio Declarations paved the way for a broad based consensus of the international community on environmental issues and principles. At the Domestic level also many states have incorporated environmental protection in their constitutions and even more states are doing the same at least in their domestic legislations. In this process of evolution environmental law has unleashed a number of novel principles such as; the participatory principle, the polluter pays principle, the precautionary principle, the intergenerational and intra-generational principles, the prevention principle, the sustainable development principle and so on.
Keywords: Environment, human rights, international, protection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 244720258 Segmentation of Noisy Digital Images with Stochastic Gradient Kernel
Authors: Abhishek Neogi, Jayesh Verma, Pinaki Pratim Acharjya
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Image segmentation and edge detection is a fundamental section in image processing. In case of noisy images Edge Detection is very less effective if we use conventional Spatial Filters like Sobel, Prewitt, LOG, Laplacian etc. To overcome this problem we have proposed the use of Stochastic Gradient Mask instead of Spatial Filters for generating gradient images. The present study has shown that the resultant images obtained by applying Stochastic Gradient Masks appear to be much clearer and sharper as per Edge detection is considered.Keywords: Image segmentation, edge Detection, noisy images, spatialfilters, stochastic gradient kernel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 151420257 Recursive Algorithms for Image Segmentation Based on a Discriminant Criterion
Authors: Bing-Fei Wu, Yen-Lin Chen, Chung-Cheng Chiu
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In this study, a new criterion for determining the number of classes an image should be segmented is proposed. This criterion is based on discriminant analysis for measuring the separability among the segmented classes of pixels. Based on the new discriminant criterion, two algorithms for recursively segmenting the image into determined number of classes are proposed. The proposed methods can automatically and correctly segment objects with various illuminations into separated images for further processing. Experiments on the extraction of text strings from complex document images demonstrate the effectiveness of the proposed methods.1
Keywords: image segmentation, multilevel thresholding, clustering, discriminant analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 202920256 A Java Based Discrete Event Simulation Library
Authors: Brahim Belattar, Abdelhabib Bourouis
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This paper describes important features of JAPROSIM, a free and open source simulation library implemented in Java programming language. It provides a framework for building discrete event simulation models. The process interaction world view adopted by JAPROSIM is discussed. We present the architecture and major components of the simulation library. A pedagogical example is given in order to illustrate how to use JAPROSIM for building discrete event simulation models. Further motivations are discussed and suggestions for improving our work are given.
Keywords: Discrete Event Simulation, Object-Oriented Simulation, JAPROSIM, Process Interaction Worldview, Java-based modeling and simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 379620255 Complementary Energy Path Adiabatic Logic based Full Adder Circuit
Authors: Shipra Upadhyay , R. K. Nagaria, R. A. Mishra
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In this paper, we present the design and experimental evaluation of complementary energy path adiabatic logic (CEPAL) based 1 bit full adder circuit. A simulative investigation on the proposed full adder has been done using VIRTUOSO SPECTRE simulator of cadence in 0.18μm UMC technology and its performance has been compared with the conventional CMOS full adder circuit. The CEPAL based full adder circuit exhibits the energy saving of 70% to the conventional CMOS full adder circuit, at 100 MHz frequency and 1.8V operating voltage.Keywords: Adiabatic, CEPAL, full adder, power clock
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 243320254 Optimal Controller Design for Linear Magnetic Levitation Rail System
Authors: Tooraj Hakim Elahi, Abdolamir Nekoubin
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In many applications, magnetic suspension systems are required to operate over large variations in air gap. As a result, the nonlinearities inherent in most types of suspensions have a significant impact on performance. Specifically, it may be difficult to design a linear controller which gives satisfactory performance, stability, and disturbance rejection over a wide range of operating points. in this paper an optimal controller based on discontinuous mathematical model of the system for an electromagnetic suspension system which is applied in magnetic trains has been designed . Simulations show that the new controller can adapt well to the variance of suspension mass and gap, and keep its dynamic performance, thus it is superior to the classic controller.Keywords: Magnetic Levitation, optimal controller, mass and gap
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 319920253 Phytochemical Profile of Ripe Juniperus excelsa M. Bieb. Galbuli from Bulgaria
Authors: S. Stankov, H. Fidan, N. Petkova, M. Stoyanova, Tz. Radoukova, A. Stoyanova
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The aim of this study was to evaluate the chemical composition of ripe Juniperus excelsa M. Bieb. galbuli (female cones) collected from "Izgoraloto Gyune" Reserve in Krichim, Bulgaria. The moisture (36.88%), abs. weight 693.96 g/1000 pcs., and the ash content (10.57%) of ripe galbuli were determined. Lipid fraction (9.12%), cellulose (13.54%), protein (13.64%), and total carbohydrates (31.20%) were evaluated in the ripe galbuli. It was found that the ripe galbuli contained glucose (4.00%) and fructose (4.25%), but disaccharide sucrose was not identified. The main macro elements presented in the sample were K (8390.00 mg/kg), Ca (4596.00 g/kg), Mg (837.72 mg/kg), followed by Na (7.69 mg/kg); while the detected microelements consisted of Zn (8.51 mg/kg), Cu (4.66 mg/kg), Mn (3.65 mg/kg), Fe (3.26 mg/kg), Cr (3.00 mg/kg), Cd (< 0.1 mg/kg), and Pb (0.01 mg/kg).
Keywords: Chemical composition, Juniperus excelsa M. Bieb, minerals, ripe galbuli.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 58520252 Electrodermal Activity Measurement Using Constant Current AC Source
Authors: Cristian Chacha, David Asiain, Jesús Ponce de León, José Ramón Beltrán
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This work explores and characterizes the behavior of the AFE AD5941 in impedance measurement using an embedded algorithm that allows using a constant current AC source. The main aim of this research is to improve the exact measurement of impedance values for their application in EDA-focused wearable devices. Through comprehensive study and characterization, it has been observed that employing a measurement sequence with a constant current source produces results with increased dispersion but higher accuracy and a more linear behavior with respect to error. As a result, this approach leads to a more accurate system for impedance measurement.
Keywords: Electrodermal Activity, constant current AC source, wearable, precision, accuracy, impedance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7120251 Efficient Frontier - Comparing Different Volatility Estimators
Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković
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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.
Keywords: Variance, lower semi-variance, range-based volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2574