Friday , October 7 2022


Convexification Technique and Portfolio Optimization

Cristinca FULGA1,2 1 The Bucharest University of Economic Studies 6, Piaţa Romană 374 Bucharest 1, Romania 2 “Gheorghe Mihoc-Caius Iacob” Institute of Mathematical Statistics and Applied Mathematics of the Romanian Academy 13, Calea 13 Septembrie, 050711 Bucharest 5, Romania Abstract: In this paper, a general transformation method which converts …

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Multi-criteria Assessment Model of Technologies

Edmundas Kazimieras ZAVADSKAS, Zenonas TURSKIS, Robertas VOLVAČIOVAS, Simona KILDIENE Vilnius Gediminas Technical University, Saulètekio Ave. 11, Vilnius, LT-10223, Lithuania {edmundas.zadadskas; zenonan.turskis; robertas.volvaciovas; simona.kildiene} Abstract: Construction is a sector that accepts innovations slowly. Selection of effective technological systems in construction is a complex multi-criteria task. Many decision-makers refuse innovations once faced …

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Safety in Wireless Sensor Networks: Types of Attacks and Solutions

Héctor KASCHEL, José MARDONES, Gustavo QUEZADA Departamento de Ingeniería Eléctrica, Facultad de Ingeniería, Universidad de Santiago de Chile Avenida Bdo. O’Higgins 3363, Estación Central, Santiago, Chile Abstract: Wireless Sensor Networks (WSN) are highly vulnerable in their security. They are generally deployed in hostile environments to collect different kinds of data, …

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Examining Teachers’ Mindset and Responsibilities in Using ICT

Gisli THORSTEINSSON1, Andrei NICULESCU2,3 1 University of Iceland, v/Stakkahlid, 101, Reykjavik, Iceland 2 Spiru Haret University 13 Ion Ghica Street, Bucharest 3, Romania 3 I C I Bucharest (National Institute for R & D in Informatics) 8-10 Averescu Blvd. 011455 Bucharest 1, Romania Abstract: In a digital world, …

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A Web-based Nutritional Assessment Tool

Raluca-Monica POP1, Marian POP2, Grigore DOGARU3, Vladimir C. BACAREA1 1 Department of Medical Research Methodology, University of Medicine and Pharmacy 38, Ghe. Marinescu Street, Târgu Mureş, 540000, Romania 2 Doctoral School, University of Medicine and Pharmacy 38, Ghe. Marinescu Street, Târgu Mureş, 540000, Romania 3 Department of Internal Medicine, University …

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Volatility Estimation of Financial Returns Using Risk-Sensitive Particle Filters

Karel MUNDNICH, Marcos E. ORCHARD, Jorge F. SILVA, Patricio PARADA Electrical Engineering Department, Universidad de Chile Av. Tupper 2007, Santiago, 8370451, CHILE Abstract: This article presents and analyzes the implementation of risk-sensitive particle filtering algorithm for volatility estimation of continuously compounded returns of financial assets. The proposed approach uses a …

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