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Wyszukujesz frazę "semivariance" wg kryterium: Temat


Wyświetlanie 1-2 z 2
Tytuł:
The size of the basic unit in geographical analysis
Autorzy:
Suchożebrski, Jarosław
Kwiatkowska, Joanna M.
Powiązania:
https://bibliotekanauki.pl/articles/2029388.pdf
Data publikacji:
2004-06-01
Wydawca:
Uniwersytet Warszawski. Wydział Geografii i Studiów Regionalnych
Tematy:
quasi-homogenous units
semivariance
nearest-neighbor method
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.
Źródło:
Miscellanea Geographica. Regional Studies on Development; 2004, 11; 151-160
0867-6046
2084-6118
Pojawia się w:
Miscellanea Geographica. Regional Studies on Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of selected portfolio strategies based on the example of cryptocurrency portfolios
Porównanie wybranych strategii portfelowych na przykładzie portfeli kryptowalut
Autorzy:
Kądziołka, K.
Powiązania:
https://bibliotekanauki.pl/articles/2048990.pdf
Data publikacji:
2021
Wydawca:
Akademia Bialska Nauk Stosowanych im. Jana Pawła II w Białej Podlaskiej
Tematy:
cryptocurrency portfolios
hierarchical clustering
Markowitz portfolio
semivariance
conditional value at risk
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.
Źródło:
Economic and Regional Studies; 2021, 14, 1; 44-60
2083-3725
2451-182X
Pojawia się w:
Economic and Regional Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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