This note presents an extension of the Markoviz-type "mean-variance" portfolio optimisation approach over one period to portfolios of derivatives. Most notably, we show that once "writing off" parts of the portfolio is allowed, we naturally arrive at using "cash-invariant monotone hulls" a'la...

The international development community has used the World Bank’s Statistical Capacity Index since its inception in 2004. The Sustainable Development Goals create new challenges for national statistical systems to produce high-quality and internationally comparable data. This paper reviews...

The international development community has used the World Bank's Statistical Capacity Index since its inception in 2004. The Sustainable Development Goals create new challenges for national statistical systems to produce high-quality and internationally comparable data. This paper reviews...

Examples of modeling, identification of the amount of asymmetric wavelet signal behavior of natural objects: the pulse of the electrocardiogram of a healthy person; natural drying samples meadow grass; mutual influence of forest cover and tilled territory; Crisis dynamics of the ruble and...

Herein we attempt to quantify Tom McClellan’s notion of Dance Steps between two series of data, often of differing time periods (a current, or dependent and a previous, or independent period data series), looking for similarities in the turning points to use as a reference for the future...