Explore chapters and articles related to this topic
Writing Your Own Functions
Published in David E. Hiebeler, R and MATLAB®, 2018
A return statement is used to return a value from the function. This is not strictly necessary; if the end of your function is reached without encountering a return statement, then the result of the last evaluated expression will be returned. For example, line 11 in the above function could be changed to simply read . Personally, I think it is best to always explicitly call return, as it highlights all of the locations where execution may exit your function, and explicitly indicates just what value you want returned to the caller.
Investor’s portfolio decision: perspective of parameter uncertainty
Published in Systems Science & Control Engineering, 2020
In comparison with Figure 2, Figure 4 and Figure 6, it is found that the influence of covariance uncertainty on portfolio is limited, and the influence of risk premium uncertainty should be considered emphatically. When , the influence of risk asset covariance matrix on portfolio reaches the maximum, and the curve of effective frontier at is most flat. Therefore, the increase of standard deviation is mainly due to the change of risk premium not the covariance of portfolio. From the figure, it can be seen that when the portfolio standard deviation is certain, the expected income will decrease with the increase of uncertain level. When the value is the same, the expected return increases with the increase of standard deviation under certain conditions of uncertainty, confirming the ‘high risk, high return’ statement. Besides, we get the portfolio decision-making advice that the expected returns of the three graphs are the same. When , the standard deviations are 0.06829, 0.1021 and 0.0838 respectively. In this paper, we can see that the slope of Figure 2 is the flattest, and the slope of Figure 4 is the largest compared with Sharpe Ratio. So the best portfolio strategy is the auto industry stocks if investors in the portfolio.
Management innovation: a dynamic analysis of the implementation phase over time
Published in Production Planning & Control, 2019
Marc Robert, Philippe Giuliani, Aurélien Guilloton, Marouane Khallouk
When we set up TPM, we turned directly to the IT department to organize the SRR (synthetic rate of return) statement, even though simple statement sheets would have been enough. We had a lot of bugs; it took months for the data to be usable (Interview No. 6)
Sparktope: linear programs from algorithms
Published in Optimization Methods and Software, 2022
Scalar variables are binary valued or W-bit integers, for some W fixed at compile time.Arrays of binary values are allowed and may be one or two dimensional. Dimension information is specified at the beginning of the program. One-dimensional arrays of integers are equivalent to two-dimensional binary arrays with W columns.For an input size of n, we let denote the maximum number of steps required for the program to complete and denote the maximum number of bits required to represent all variables. Sahni argues that , however typically is significantly smaller.Certain variables are designated as input and used to provide input to the program at run time. All other variables are initially zero.An assignment has scalar variable or array reference on the left-hand side, and an expression on the right-hand side. A simple expression has a single operator (or is just a variable). Sparks supports a limited set of compound expressions, currently only permitting joining two simple expressions with a binary operator.Sparks supports block structured if, while, and for statements.The program terminates if it reaches a return statement, which sets a binary output variable as a side effect.