Browsing by Subject "Variance"

Now showing items 1-2 of 2

    • The comparison of standard bootstrap and robust outlier detections procedure in bilinear (1,0,1,1) model 

      Mohd Isfahani, Ismail; Hazlina, Ali; Sharipah Soaad, Syed Yahaya (Institute of Engineering Mathematics, Universiti Malaysia Perlis, 2020-12)
      Parameter estimation is the most important part in modelling and predicting time series. However, the existence of outliers in the data will affect the estimation, which consequently jeopardizes the validity of the model. ...

    • Portfolio optimization with linear programming approach 

      Weng, Hoe Lam; Saiful Hafizah, Hj. Jaaman; Zaidi, Isa (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 2010-06-02)
      Variance has been commonly used as risk measure in portfolio optimization since the introduction of mean-variance model by Markowitz. However, the mean-variance model is a quadratic programming model. It takes longer time ...