By Luc Steels, Guus Schreiber, Walter Van de Velde
This quantity includes a range of the foremost papers offered on the 8th eu wisdom Acquisition Workshop (EKAW '94), held in Hoegaarden, Belgium in September 1994.
The ebook demonstrates that paintings within the mainstream of data acquisition ends up in important useful effects and places the information acquisition firm in a broader theoretical and technological context. The 21 revised complete papers are rigorously chosen key contributions; they tackle wisdom modelling frameworks, the id of wide-spread parts, technique points, and architectures and functions. the amount opens with a considerable preface via the amount editors surveying the contents.
Read Online or Download A Future for Knowledge Acquisition: 8th European Knowledge Acquisition Workshop, EKAW '94 Hoegaarden, Belgium, September 26–29, 1994 Proceedings PDF
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Additional resources for A Future for Knowledge Acquisition: 8th European Knowledge Acquisition Workshop, EKAW '94 Hoegaarden, Belgium, September 26–29, 1994 Proceedings
Xn ) below the expected return becomes f2 (x) = w(x) = ⎡ ⎢⎢ T ⎢⎢ ⎢ = ⎢⎢⎢⎢ ⎢⎢ t=1 ⎣ 1 T n T wt (x) t=1 (rit − ri )xi + i=1 n (ri − rit )xi i=1 2T n T , t=1 ⎤ (ri − rit )xi ⎥⎥⎥ ⎥⎥ i=1 ⎥⎥ . ⎥⎥ 2T ⎥⎥ ⎦ (rit − ri )xi + i=1 n We use w(x) to measure portfolio risk. , shares held by the public) corresponding to that asset. Because of incomplete information, the turnover rates are only vague estimates, therefore, we may consider the liquidity of the portfolio as an interval number too. 3 ⎡ ⎢⎢ Li , Li xi = ⎢⎢⎢⎣ n i=1 45 n n Li xi , i=1 i=1 ⎤ ⎥⎥ Li xi ⎥⎥⎥⎦ .
28745. 44054. 10. 10 are eﬃcient portfolios. Fig. 10. 26 Risk Fig. 4. The value of rmin for the mean-absolute deviation model is higher than those for mean-variance model and mean-semivariance model. More speciﬁcally, mean-absolute deviation provides higher value of rmin than mean-variance model and mean-variance model provides higher value of rmin than mean-semivariance model. 4 Mean-Semiabsolute Deviation Model Motivated by the work of Konno and Yamazaki , Sprenza  proposed semi-absolute deviation as an alternative measure to quantify risk.
Constraints The short term return of the portfolio is expressed as n r12 i xi ≥ rst , i=1 1 12 rit , i = 1, 2, . . , n and rst is the minimum desired level of 12 t=1 short term return indicated by the investor. The long return of the portfolio is expressed as where r12 = i n r36 i xi ≥ rlt , i=1 1 36 rit , i = 1, 2, . . , n and rlt is the minimum desired level of 36 t=1 long term return indicated by the investor. From the discussion on the various factors accounting for the rate of change in expected return of the assets, it is clear that the short term return (comparable with recent return hi ) and long term return (comparable with arithmetic mean ai ) have a huge impact on the portfolio return.