optimal dynamic asset allocation for defined contribution pension plans

... power transmission lines Figure 11 Performance index evolution of different approaches for case Figure 12 Performance index evolution of different approaches for case Table Simulation results of ... S.Jazebi optimal Multi-type FACTS Allocation using Genetic Algorithm to improve power system security “ 9781-4244-1933-3/08/$25.00©2008 IEEE L.Erlich, G.Stamtsis, Y.luo, Optimal choice and allocation ... factor for ith bus respectively, S j , w j are apparent power and associated weighting factor for jth line respectively, Vref i is nominal voltage magnitude which is assumed to be 1pu for all...

Ngày tải lên: 05/09/2013, 15:28

... has focused on dynamic allocation and/or controlling either memory allocation or disk bandwidth partitioning among competing workloads Dynamic Memory Partitioning: Dynamic memory allocation algorithms ... the performance model only for the new application 3.4 Sources of Inaccuracy In our simple performance model we ignore the effects of locking for concurrency control, dirty block flushes for the ... 60 60 60 Time (mins) 16 59 32 37 3660 (b) Allocation Figure 6: TPC-W/UNIFORM: Comparison for TPC-W (W) and UNIFORM (U) run concurrently 7.00 TPC−C UNIFORM 6.00 5.00 4.00 3.00 2.00 1.00 0.00 GLOBAL...

Ngày tải lên: 19/02/2014, 12:20

... 03_409633-intro.indd 3/26/09 10:45:45 PM Assett Allocation For Dummies Part I: Discovering the Not-So-Secret Recipe for Asset Allocation In Part I, we lay out the basics behind the asset allocation recipe, which ... Not-So-Secret Recipe for Asset Allocation Appreciating the science of asset allocation Sometimes, asset allocation and its associated activities seem counterintuitive It may make you uncomfortable, particularly ... begins with diversifying the assets you choose for your portfolio But diversification isn’t all there is to asset allocation In order for you to figure out your ideal asset allocation, you need to...

Ngày tải lên: 07/04/2014, 13:15

... 14.6 1.82 Age Adjusted 25.59 12.9 1.72 Asset Allocation Broader Perspective ? Tactical asset allocation ? Age adjusted asset allocation ? Fund manger asset allocation (tracking benchmark) ? Keep ... survived on defined contribution pensions – We will have to survive on our savings only ? Increased longevity means longer retired period Asset Allocation – It Is Dynamic ? All parameters of asset ... it is must since the room for error is not there ? 93.6% returns explained by asset allocation What Is Asset Allocation ? Consider different asset classes ? Blending of assets increase risk adjusted...

Ngày tải lên: 16/04/2014, 16:23

... of a performance reduction, mainly under dynamic multipath operation For operation under static DTV channels, as is the case of the “Brazil B” profile in Table [14], the CEQTR also outperforms the ... gradient minimization for the given channel On the other hand, taps which are correlated with the gradient dynamics present a nearly monotonic value behavior along time For example, Figure 2(a) ... 10ηCMA ) for the DD branch Therefore, since the larger B update generated by the DD branch is certainty-activated along time, it imposes a strong trend on the B components (taps) Bk which reinforces...

Ngày tải lên: 21/06/2014, 08:20

... set for user k, qk is the cardinality of set Sk The value of qk is initially obtained from the MAC layer scheduling scheme and dynamically changed by the PHY allocation scheme Therefore, for ... similarity between the subcarrier allocation problem and the classical assignment problem However, the algorithm can only provide a suboptimal allocation An optimal solution to this power minimization ... that the number of assigned subcarriers for the users is known Actually, without this information, the Kuhn-Munkres algorithm cannot perform the subcarrier allocation In addition, in most of the...

Ngày tải lên: 21/06/2014, 20:20

... significantly more time or efforts to compute the allocation for each design  For users who are more concerned on the optimality, the procedures can also return optimal allocation using a solver ... index for designs, = number of stochastic constraints, = index for the performance measures, , for the main objective while for the constraint measures, = = = sample mean of the main objective for ... main objective for design , = random variable for the th constraint measure for design , = ̂ mean of the main objective for design , = ̂ random variable for the main objective for design , mean...

Ngày tải lên: 09/09/2015, 10:10

... budget allocation for Experiment 44 Computing budget allocation for Experiment 45 Computing budget allocation for Experiment 47 4.1 4.2 4.3 4.4 4.5 Means for Experiment ... Sampling allocations and rates for Experiment Means for Experiment Sampling allocations and rates for Experiment Relative differences in rate and time for Experiment ... develop a general solution framework for sampling allocation and investigate the asymptotic optimality of the allocation rules; suggest a sampling allocation scheme for selecting non-dominated systems...

Ngày tải lên: 09/09/2015, 10:13

... Figure 3.2 Performance of CE and GA combing with allocation rules for 2D Griewank function 39 Figure 3.3 Performance of CE and GA combing with allocation rules for Rosenbrock ... Problem formulation from the perspective of large deviation theory 43 4.3 Derivation of the allocation rules 45 4.3.1 Allocation rule for two alternatives 47 4.3.2 Allocation ... 47 4.3.2 Allocation rule for best design selection (m=1) 49 4.3.3 Allocation rule for the optimal subset selection (m>1) 51 4.3.4 Sequential allocation procedure ...

Ngày tải lên: 10/09/2015, 09:30

... approach for addressing these issues is the dynamic wireless resource allocation The basic idea of resource allocation is to adapt the link transmission scheme to improve the system performance ... 84 5.2 Problem Formulation 85 5.3 Optimal Resource Allocation 87 5.3.1 Short-Term Time and Power Allocation 88 5.3.2 ... 48 Performance comparison of the optimal TS policy and QTSL policy for N = and users, with L = N slots and M = feedback bits 48 3.3 3.4 3.5 Performance comparison of N =...

Ngày tải lên: 10/09/2015, 15:52

... FUNDING AND ACCOUNTING FOR PRIVATE SECTOR PENSION PLANS Pension Funding Pension Accounting Purpose Cash contributions to the pension plan Accounting cost and disclosure of pension plans benefit obligations ... needs of their workforce Pensions are a form of deferred compensation Participants trade compensation today for future pensions tomorrow Both the pension funding rules and pension accounting ... CURRENT PENSION FUNDING AND ACCOUNTING FOR PRIVATE SECTOR PENSION PLANS In general, pension plan sponsors are concerned with two primary financial issues: • Pension Funding – the cash contributions...

Ngày tải lên: 29/03/2014, 14:20

... degree, meaning that they are not suitable for multimedia services To address this disadvantage, we propose an optimal and fair policy for multimedia resource allocation, which introduces a judicious ... at APP layer for (15) and at PHY layer for (16) So far, we have transformed the original maximization, (8), into its dual problem 3.3 Solving (13), (15) and (16) As mentioned above, for each fixed ... required to achieve rth Fortunately again there are several solutions available for different scenarios For example, in [20] a generic procedure, CLARA, was presented for crosslayer resource minimization...

Ngày tải lên: 21/06/2014, 22:20

... Dynamic FEC rate allocation scheme Equal error protection Optimal FEC rate allocation scheme Figure 13: Successful decoding rate which is intolerable for video streaming applications Hence, for ... codestreams We then present the proposed optimal FEC allocation algorithm in Section 4.4 4.1 Problem formalization The goal is to optimally protect JPEG 2000 images/video for robust streaming over wireless ... Performance of the optimal FEC rate allocation methodology: application to wireless Motion JPEG 2000 video transmission over real MANET channel traces In this section, performance of the optimal...

Ngày tải lên: 22/06/2014, 01:20

... optimal power allocation algorithms for multicarrier communication systems,” IEEE Transactions on Communications, vol 48, no 1, pp 23–27, 2000 [10] J Campello, Optimal discrete bit loading for ... guaranteed to be optimal so it is necessary to perform a clean-up operation using the LC efficientizing (EF) algorithm [4] to obtain the optimal solution The algorithm achieves exactly the same optimal ... IEEE International Symposium on Information Theory, p 193, Cambridge, Mass, USA, August 1998 [11] H E Levin, “A complete and optimal data allocation method for practical discrete multitone systems,”...

Ngày tải lên: 22/06/2014, 19:20

... limitation of predictive dynamic bandwidth allocation approach, RED-VBR scheme [2], a well-known heuristic dynamic bandwidth allocation, is used as a baseline for the performance evaluation By ... prediction and predictive dynamic bandwidth allocation As noted in [13], the autocorrelation functions for MPEG-4 traces have more significant long-range dependencies (LRDs) than those for the similar MPEG-1 ... allocation algorithm at ATM cell level, while Yoo et al [11] focused on bandwidth allocation criteria rather than traffic prediction Although a number of concrete predictive dynamic bandwidth allocation...

Ngày tải lên: 22/06/2014, 23:20

... 7.2.1 Distributed Resource Allocation in Fading CR Networks 137 7.2.2 Resource Allocation for Fading CR networks with Imperfect CSI137 7.2.3 Resource Allocation for MIMO CR networks ... challenges for the design of resource allocation schemes for fading spectrum sharing CR networks The topics of this thesis focus on the resources optimization for fading spectrum sharing CR networks For ... delay-limited, and outage capacities for a single-SU fading CR channel Chapter studies outage capacity regions for fading C-MAC In Chapter 4, the optimal power allocation for fading CR networks with PU...

Ngày tải lên: 11/09/2015, 10:15

... ahead: Model Relative Returns Forecast 6% 3% -0.5% Interpretation Asset A out-performed asset B by 6% Asset A out-performed asset B by 3% Asset A under-performed asset B by 0.5% At the end of ... meaningless For example, consider the three views are those with highest confidence scores: 46 • View 1: Asset A out-performs Asset B • View 2: Asset B out-performs Asset C • View 3: Asset C out-performs ... Scoring Measure for a Forecasting Model 3.1.1 Assessing Quality of a Point Forecast Suppose there are three models and each forecasted the performance of asset A relative to asset B for a holding...

Ngày tải lên: 26/09/2015, 09:39

... Review Dynamic Memory Allocation Designing the malloc() Function A Simple Implementation of malloc() A Real-World Implementation of malloc() Using malloc() Using valgrind Garbage Collection Dynamic ... ∗start, size_t length); The heap • Heap – private section of virtual memory (demand-zero) used for dynamic allocation • Starts empty, zero-sized • brk – OS pointer to top of heap, moves upwards as ... 10.50, Format of heap blocks that use doubly-linked free lists 12 Positioning allocations • Block must be large enough for allocation • First fit: start at beginning of list, use first block • Next...

Ngày tải lên: 25/04/2013, 08:07

... Class Equity will help store information for equity objects and help to plot charts using class Chart Class History and class Tick help to retrieve and store information for a particular equity The ... supervisor, for supporting me and helping me on every step especially to implement jFreeChart I would like to thank Kevin Campbell, for pointing me towards the Treynor-Black model for Active Portfolio ... charts for analysis using previously downloaded data Display results of regression Evaluate results for the Treynor-Black Model The first two sections can be used as a standalone tool for technical...

Ngày tải lên: 29/04/2013, 14:07

... profit for each group after the allocation b What amount of joint cost is allocated to each service group if the allocation is based on revenues? Compute the profit for each group after the allocation ... split-off For October, the approximated net realizable values at splitoff were $158,910 for perfume and $52,970 for lotion a Prepare journal entries for the Mixing and Cooking Departments for October ... monetary measure allocations: Choose a monetary allocation base List the values that comprise the base for each joint product Sum the values in step to obtain a total value for the list Divide...

Ngày tải lên: 18/12/2013, 09:12