A New Method for Stochastic Simulation of Macromolecule Conformation

2011 ◽  
pp. 215-222
Author(s):  
Hu Shu-yong ◽  
Zhang Lie-hui ◽  
Yao Heng-shen
Keyword(s):  
Stochastic Simulation ◽  
New Method ◽  
Macromolecule Conformation

scholarly journals How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast

2020 ◽  
Vol 6 (1) ◽  
Author(s):  
Lin Liu ◽  
Qiguang Chen
Keyword(s):  
Sample Size ◽  
Market Efficiency ◽  
Stochastic Simulation ◽  
Composite Index ◽  
Weak Form ◽  
Sharpe Ratio ◽  
New Method ◽  
Garch Models ◽  
Increasing Function ◽  
Weak Form Efficiency

Abstract This paper derives a new method for comparing the weak-form efficiency of markets. The author derives the formula of the Sharpe ratio from the ARMA-GARCH model and finds that the Sharpe ratio just depends on the coefficients of the AR and MA terms and is not affected by the GARCH process. For empirical purposes, the Sharpe ratio can be formulated with a monotonic increasing function of R-squared if the sample size is large enough. One can utilize the Sharpe ratio to compare weak-form efficiency among different markets. The results of stochastic simulation demonstrate the validity of the proposed method. The author also constructs empirical AR-GARCH models and computes the Sharpe ratio for S&P 500 Index and the SSE Composite Index.

Selective Sampling and Orientation of Non-Homogeneous Tissues

1968 ◽  
Vol 26 ◽  
pp. 98-99
Author(s):  
C. C. Clawson ◽  
L. W. Anderson ◽  
R. A. Good
Keyword(s):  
Electron Microscopy ◽  
Electron Microscope ◽  
Light Microscopy ◽  
Random Sampling ◽  
New Method ◽  
Microscope Examination ◽  
Small Areas ◽  
Selective Sampling ◽  
Large Numbers ◽  
Specific Orientation

Investigations which require electron microscope examination of a few specific areas of non-homogeneous tissues make random sampling of small blocks an inefficient and unrewarding procedure. Therefore, several investigators have devised methods which allow obtaining sample blocks for electron microscopy from region of tissue previously identified by light microscopy of present here techniques which make possible: 1) sampling tissue for electron microscopy from selected areas previously identified by light microscopy of relatively large pieces of tissue; 2) dehydration and embedding large numbers of individually identified blocks while keeping each one separate; 3) a new method of maintaining specific orientation of blocks during embedding; 4) special light microscopic staining or fluorescent procedures and electron microscopy on immediately adjacent small areas of tissue.

A new method for the determination of nitrates

1960 ◽  
Vol 23 ◽  
pp. 227-232 ◽  
Author(s):  
P WEST ◽  
G LYLES
Keyword(s):  
New Method
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