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421
Global minimum variance portfolio : an application to the Singapore stock market
Published 2013“…Within the 3-year look-back period, the Market Model, rebalanced annually performs the best with a Sharpe ratio of 0.53 compared to the market benchmark of 0.17. …”
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Final Year Project (FYP) -
422
Decentralized convergence to equilibrium prices in trading networks
Published 2025“…Our motivation comes from the fact that prices in markets such as over-the-counter markets and used car markets arise from decentralized negotiation among agents, which has left open an important question as to whether equilibrium prices can emerge from agent-to-agent bilateral negotiations. We design a best response dynamic intended to capture such negotiations between market participants. …”
Conference item -
423
The role of implied volatility in volatility combining forecasts
Published 2024“…The inclusion of constant and unconstrained models performed the best. Besides, the study has also addressed the robustness of STES models in volatility forecasts. …”
Article -
424
Business Continuity Management Implementation in the Malaysian Public Sector
Published 2019“…In addition, this paper also investigates the factors influencing the adoption of BCM best practices in the organizations. This paper highlights the initiatives by the Malaysian government in enhancing the effectiveness of BCM adoption among these organizations. …”
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Article -
425
High-frequency properties and electromagnetic wave attenuation for hexaferrite composites
Published 2014“…Static, high-frequency magnetic properties and EM attenuation characteristics have been studied for Ti substituted Z-type hexaferrites, Ba3Co2Fe24-xTixO41 with x=0-0.6, and ferrite/silicone composites. …”
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Conference Paper -
426
Patch-based holographic image sensing
Published 2021“…The performance depends only on the number of data packets that has been retrieved thus far. Several possible options to enhance the quality of the recovery while changing the size and number of data packets are discussed and tested. …”
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Journal Article -
427
An automatic voice conversion evaluation strategy based on perceptual background noise distortion and speaker similarity
Published 2019“…This task has attracted considerable attention and various approaches have been proposed since two decades ago. The evaluation of voice conversion approaches, usually through time-intensive subject listening tests, requires a huge amount of human labor. …”
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Conference Paper -
428
A review of algorithmic approaches for cell culture media optimization
Published 2023“…To achieve this, there have been many algorithmic methods proposed and used for culture media optimization in the literature. …”
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Journal Article -
429
Efficient Deployment of Base Stations in Wireless Communication Networks
Published 2016“…This is so-called bottleneck Steiner tree problem, which also has applications in VLSI routing, WDM optical networks design and phylogenetic tree reconstruction. The problem has been proved to be NP-hard and cannot be approximated in the performance ratio 2 in polynomial time in both Euclidean and rectilinear plane and approximation algorithms in the best possible performance ratios presented for the problem in both planes. …”
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Journal Article -
430
A new improved fruit fly optimization algorithm IAFOA and its application to solve engineering optimization problems
Published 2020“…According to the adaptive adjustment mechanism, the iteration step value can change automatically based on the iteration number and the best smell concentrations of different generations. …”
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Journal Article -
431
Unsupervised logic mining with a binary clonal selection algorithm in multi-unit discrete Hopfield neural networks via weighted systematic 2 satisfiability
Published 2024“…A new computational approach of the best logic by considering both true and false classification values of the learning system was applied in this work to preserve the significant behavior of the dataset. …”
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Article -
432
Legal translation and ISO standards : a case study
Published 2021“…Moreover, there has been no research endeavours undertaken to examine patrons’ expectations of legal translation and their views with regards to costs and quality of legal translation. …”
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Thesis-Master by Coursework -
433
Studies on the Chitin Binding Property of Novel Cysteine-Rich Peptides from Alternanthera sessilis
Published 2016“…Thus far, only four 6C-hevein-like peptides have been isolated and characterized; hence, our study expands the existing library of these peptides. …”
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Journal Article -
434
Managing commute traffic : from parking provision with ride-sourcing to work hours arrangements considering household travels
Published 2019“…The traffic mobility in peak hours has always been a challenge in city management. Due to the ubiquitous jobs-housing separation in most metropolitans, commuters inevitably need to travel between home and workplace with decision makings on the travel modes, departure time as well as the work schedule. …”
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Thesis -
435
Interface energetics and dynamics in organic-inorganic hybrid perovskites
Published 2019“…Organic-inorganic lead halide perovskites have gained a lot of attention over the past six years as a desirable class of materials for various devices which has been shown to possess desirable properties such as long diffusion lengths, large carrier mobility, low trap states. …”
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Thesis -
436
Tribological properties of Cr- and Ti-doped MoS2 composite coatings under different humidity atmosphere
Published 2012“…Solid-lubricant MoS2 coatings have been successfully applied in high vacuum and aerospace environments. …”
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Journal Article -
437
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438
Novel hole transporting materials based on triptycene core for high efficiency mesoscopic perovskite solar cells
Published 2014“…Three novel hole-conducting molecules (T101, T102 and T103) based on a triptycene core have been synthesized using short routes with high yields. …”
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Journal Article -
439
Morning commute problem with supply management considering parking and ride-sourcing
Published 2021“…Managing morning commute traffic through parking provision management has been well studied in the literature. One conventional assumption made in most previous studies is that all commuters require parking spaces at CBD area. …”
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Journal Article -
440
SVD-gorank: Recommender system algorithm using SVD and gower's ranking
Published 2025“…Recently, a ranking algorithm that combines user rating values from SVD (Singular Value Decomposition) and user similarity values has been proposed. The problem is that this algorithm is limited to only the rating weights used. …”
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Article