1,721,004 research outputs found
Simple Varieties for Limited Precision Points
No full textGiven a finite set X of points and a tolerance epsilon representing the maximum error on the coordinates of each point, we address the problem of computing a simple polynomial f whose zero-locus Z(f) ``almost'' contains the points of X.
We propose a symbolic-numerical method that, starting from the knowledge of X and epsilon, determines a polynomial f whose degree is strictly bounded by the minimal degree of the lements of the vanishing ideal of X. Then we state the sufficient conditions for proving that Z(f) lies close to each point of X by less than epsilon. The validity of the proposed method relies on a combination of classical results of Computer Algebra and Numerical Analysis; its effectiveness is
illustrated with a number of examples
Risk-adjusted geometric diversified portfolios
No full textIn this paper, exploiting a geometric argument, a novel and intuitive approach to portfolio diversification is proposed. The risk-adjusted geometric diversified portfolio is obtained as the point that is equally distant, for a given distance, from the vertices of the simplex, as they represent the single asset portfolios, the worst portfolios in terms of diversification. The definition of risk-adjusted distance as a special case of weighted Euclidean distance permits to introduce the information on the risks of the assets composing the portfolio in a very general way. The closed form solution for the allocation problem is provided and interesting theoretical properties are proved. Further, a direct comparison with Rao’s Quad- ratic Entropy maximization problem is outlined, thus yielding a different perspective to the use of such entropy as a diversification measure. Finally, the effectiveness of our proposal is emphasized through a comprehensive empirical out-of-sample exercise on real financial data
A new crossing criterion to assess path-following performance for Unmanned Marine Vehicles
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