Zobrazeno 1 - 10
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pro vyhledávání: '"Nolan, Alexander"'
Publikováno v:
Journal of Finance and Data Science, Vol 9, Iss , Pp 100110- (2023)
We propose a novel asset allocation model using a Markov process of states defined by clustered efficient frontier coefficients. While most research in Markov models of the market characterize regimes using return and volatility, we instead propose c
Externí odkaz:
https://doaj.org/article/3ee03e092b18496e9f9f6bb0c31604c9
Autor:
Nolan, Alexander
The introductory chapter provides a brief exploration of the history of childhood, and childhood representations, in Western popular thinking over the last 500 years. It also provides a brief discussion of the implications of these representations on
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.600615
Akademický článek
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Autor:
Nolan Alexander, William Scherer
Publikováno v:
Engineering Proceedings, Vol 39, Iss 1, p 34 (2023)
We propose a novel model to achieve superior out-of-sample Sharpe ratios. While most research in asset allocation focuses on estimating the return vector and covariance matrix, the first component of our novel model instead forecasts the future tange
Externí odkaz:
https://doaj.org/article/3642e1dd1d594d4aa86526b4b9dfe8bc
Akademický článek
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Publikováno v:
2021 Systems and Information Engineering Design Symposium (SIEDS).
The Markowitz model is an established approach to portfolio optimization that constructs efficient frontiers allowing users to make optimal tradeoffs between risk and return. However, a limitation of this approach is that it assumes future asset retu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::180c433680f225aadd0d3d9ad8880945
https://doi.org/10.1109/sieds52267.2021.9483775
https://doi.org/10.1109/sieds52267.2021.9483775
The Future of Livestreaming: Strategy and Predictive Analysis for Future Operations of Facebook Live
Autor:
William T. Scherer, Justin Wolter, Nolan Alexander, David Brenman, Joshua Rosenblatt, John Eshirow, James Valeiras
Publikováno v:
2021 Systems and Information Engineering Design Symposium (SIEDS).
Social Network Services (SNS) are systems that allow users to build social relations with one another, with one of the largest SNSs being Facebook, totaling 2.6 billion active monthly users in 2020. Their live streaming service, Facebook Live, is one
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4149dcb2c15d814595a9e6027b2f45d8
https://doi.org/10.1109/sieds52267.2021.9483785
https://doi.org/10.1109/sieds52267.2021.9483785
Publikováno v:
Proceedings of the ASEE Annual Conference & Exposition. 2015, p1-13. 13p.
Publikováno v:
Vibration (2571-631X); Dec2021, Vol. 4 Issue 4, p822-835, 14p
Autor:
Nolan, Alexander
Whole-body vibration and muscle fatigue have both been shown to delay the trunk muscle reflex response and increase trunk muscle activation, leading to an increased risk of low back injuries. However, the effects of whole-body vibration on previously
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______453::3397c9a152d0e6f976cf51aa79b4762e
https://hdl.handle.net/10214/14762
https://hdl.handle.net/10214/14762