In this paper, we investigate an enhanced indexation methodology using robust Conditional Value-at-Risk (CVaR) and group-sparse optimization. A featured difference from the existing literatures is to describe the tail risk using the worst-case CVaR of excess returns (WCVaR-ER), and the process...

By combining generalized Hadamard product with difference matrix and exploring the relationship between orthogonal arrays and decomposition of projection matrix, we furthermore develop the method in Zhang et al. (Discrete Math. 238 (2001) 151). As an application of it, some new orthogonal arrays...

Nonlinear state space models with mixed-effect (NLMESSM) are proposed to model HIV clinical longitudinal data. With NLMESSM, filtering algorithms are proposed to estimate the individual/population states. Maximum likelihood via iterated filtering and variance components model are proposed to...

We present the definitions of normal orthogonal array (OA) and normal mixed difference matrix and extend the mixed difference matrix method introduced by Wang (Statist. Probab. Lett. 28, 121). Some new mixed-level OAs are constructed through the generalized Kronecker sum of (nonorthogonal)...

Diabetes is one of the leading causes of death and disability worldwide, and affects people regardless of country, age group, or sex. Using the most recent evidentiary and analytical framework from the Global Burden of Diseases, Injuries, and Risk Factors Study (GBD), we produced...

In 2016, Florida Governor signed House Bill 307 that expanded the State's Right to Try Act to include medical marijuana. However, two years after this initiative, little is known about the economic impact of legal medical marijuana use (MMU) on the State of Florida. The goal of this research is...

Glass-coated amorphous magnetic microwires (GAWs) typically have a glass skin and amorphous metal alloy inner core, giving them special electromagnetic (EM) properties. GAWs not only exhibit multiple EM losses and suitable impedance matching but also have a conductive core with magnetic...

Glass-coated amorphous magnetic microwires (GAWs) has typical structure with glass skin and amorphous metal alloy inner core, which makes it have special electromagnetic (EM) properties. It not only has multiple EM losses and proper impedance matching, but also has the conductive core with...