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A sharp square function estimate for the moment curve in ℝ3
Published 2024“…We prove a sharp (up to 𝐶ε𝑅ε) 𝐿7 square function estimate for the moment curve in ℝ3.…”
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High dimensional estimator of the maximum Sharpe ratio with and without short sales
Published 2020“…A cross-validated weighted estimator is proposed for the population maximum Sharpe ratio with and without short sales. The estimator is an optimal linear combination of a factor analysis-based estimator and a linear shrinkage estimator, which is expected to remain competitive in various covariance structures. …”
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Final Year Project (FYP) -
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Empirical and biophysical estimations of human cochlea’s psychophysical tuning curve sharpness
Published 2016“…Although efforts had been made to estimate human frequency tuning sharpness from various physiological measurements which are less species dependent such as the compound action potential and stimulus-frequency otoacoustic emission delay, conclusions on the relative frequency tuning sharpness compared with that of other mammals vary. …”
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Journal Article -
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A consensus statement on detection of hippocampal sharp wave ripples and differentiation from other fast oscillations
Published 2022“…Decades of rodent research have established the role of hippocampal sharp wave ripples (SPW-Rs) in consolidating and guiding experience. …”
Journal article -
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A sharp immersed method for 2D flow-body interactions using the vorticity-velocity Navier-Stokes equations
Published 2024“…First, we develop and analyze a moving boundary treatment for sharp immersed methods that can be applied to PDEs with implicitly defined boundary conditions, such as those commonly imposed on the vorticity field. …”
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Connecting learners : Singapore's multipoint desktop videoconferencing praticum project
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Conference Paper -
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Optimal portfolio management.
Published 2010“…Portfolios are formed based on the four indicators, highest dividend yield, lowest price-earnings ratio, lowest price-to-book ratio and top loser stocks, and assets are then assigned weights using three different allocation approaches, equal-weight, value-weight and Markowitz optimization model that maximizes Sharpe ratio. We conclude that the 2 combinations: value-weighted lowest PE portfolio and value-weighted lowest PTB portfolio, generates best risk-adjusted returns, as measured by Sharpe ratio. …”
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Final Year Project (FYP) -
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Portfolio insurance strategies : a comparison of OBPI versus CPPI
Published 2011“…Apart from traditional mean-variance performance measures such as Sharpe and Sortino ratio, we consider the Value-at-Risk and Expected Shortfall of the strategies, which are more appropriate in a portfolio insurance context. …”
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Final Year Project (FYP) -
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Value investment with machine learning
Published 2024“…Further optimization led to the creation of the Improved Fundamental and Technical Factors Model, which achieved an impressive annualized return of 50\% and a Sharpe ratio of 1.85. After fine-tuning key parameters, the final optimized model demonstrated exceptional performance, with an annualized return of 59.82\%, a Sharpe ratio of 2.13, and a win rate of 75\%. …”
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Final Year Project (FYP) -
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Prestasi indeks berkaitan ESG di pasaran Malaysia dan Amerika Syarikat: satu analisis perbandingan
Published 2024“…Nisbah Sharpe menunjukkan bahawa F4GBM dan KLCI mencatatkan prestasi terendah, manakala S&P 500 dan S&P ESG lebih baik walaupun masih negatif. …”
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Analysis of Singapore real estate investment trusts (S-REITs).
Published 2009“…In this paper, we explore the performance of Singapore Real Estate Investment Trusts (S-REITs) relative to bonds and equities asset classes. The Sharpe Ratio was used as an indicator of risk-return efficiency to determine if S-REITs could be included into a typical portfolio of bonds and equities to provide diversification benefits. …”
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Final Year Project (FYP)