search for: sharpe

Displaying 20 results from an estimated 925 matches for "sharpe".

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2014 Mar 11
1
Turning on autocreate of maildirs - how?
Hi all, I have a dovecot v2.2.7 installation, and I would like dovecot to autocreate the Maildir mailbox when those mailboxes don't exist. Following the instructions at http://wiki2.dovecot.org/MailboxSettings have had no effect, the errors below are reported. As soon as I create the Maildir manually with maildirmake fetching mail starts working fine, so all of the messages about the
2007 Feb 19
2
Calculating the Sharpe ratio
Hi useRs, I am trying to calculate the Sharpe ratio with "sharpe" of the library "tseries". The documentation requires the univariate time series to be a portfolio's cumulated returns. In this case, the example given data(EuStockMarkets) dax <- log(EuStockMarkets[,"FTSE"]) is however not the cumulated...
2010 Mar 29
2
bogus error message from yum update for gmime and gmime-sharp
When I do "yum update gmime gmime-sharp" I get: ... --> Missing Dependency: gmime = 2.2.10-5.el5.centos is needed by package gmime-sharp-2.2.10-5.el5.centos.i386 (installed) Error: Missing Dependency: gmime = 2.2.10-5.el5.centos is needed by package gmime-sharp-2.2.10-5.el5.centos.i386 (installed) ... But both of these are already installed: # rpm -q gmime gmime-sharp
2010 Nov 27
2
yum is dumb in update of gmime & gmime-sharp
# yum update ... --> Running transaction check --> Processing Dependency: gmime = 2.2.10-5.el5.centos for package: gmime-sharp ---> Package gmime20.i386 0:2.2.26-1.el5.rf set to be updated --> Finished Dependency Resolution gmime-sharp-2.2.10-5.el5.centos.i386 from installed has depsolving problems --> Missing Dependency: gmime = 2.2.10-5.el5.centos is needed by package
2006 Dec 30
1
Compiz-sharp bindings
I've got a few questions about the use of compiz-sharp: 1. Are these bindings supported and updated? (1.a If not, are there plans for this?) 2. Would being written in compiz-sharp alone be enough to stop a plugin from being included in the official package? 3. Do you think it is a good idea to use compiz-sharp for writing a plugin? The details of the project are here:
2003 Nov 18
3
howto improve sharpeness of fonts in a jpg-image produced by R ?
Hi. I've done a standard barplotexample using R1-8.0, redhat8, probably using a GhostScript-integration. How can I improve the "sharpness" of the fonts. See for example the barplot (originally jpg coming from R) which is part of this screendump: http://www.zug.dk/Members/Nielssteenkrogh/1067525916309553166/element_103003161029 I'm not sure where to improve the this. Is it an
2005 May 09
1
Strange Problem with Sharp PCL Printer Drivers
Hi, we have a strange problem with the Sharp PCL printer driver for the AR-M450. Someone in the list seems to have the very same problem with a Sharp AR-286 printer. This is what he wrote: # From: Bob Boehmer <bob.boehmer <at> verizon.net> # Subject: Problem with Sharp AR-286 PCL Printer # Newsgroups: gmane.network.samba.general # Date: 2003-02-21 14:17:40 GMT (2 years, 11 weeks, 8
2012 Jul 18
4
The best solver for non-smooth functions?
...matrix(N) ; dimnames(rho) = list(firmnames, firmnames) # Credit Value at Risk cm.CVaR(M, lgd, ead, N, n, r, rho, alpha, rating) # Risk neutral yield rates Y <- cm.cs(M, lgd) y <- c(Y[match(rating[1],rc)], Y[match(rating[2],rc)], Y[match(rating[3],rc)]) ; y # The function to be minimized sharpe <- function(w) { - (t(w) %*% y) / cm.CVaR(M, lgd, ead, N, n, r, rho, alpha, rating) } # The linear constraints constr <- function(w) { sum(w) } # Results' matrix (it's empty by now) Results <- matrix(NA, nrow = 3, ncol = 4) rownames(Results) <- list('donlp2', ...
2010 Jul 05
2
Can anybody help me understand AIC and BIC and devise a new metric?
Hi all, Could anybody please help me understand AIC and BIC and especially why do they make sense? Furthermore, I am trying to devise a new metric related to the model selection in the financial asset management industry. As you know the industry uses Sharpe Ratio as the main performance benchmark, which is the annualized mean of returns divided by the annualized standard deviation of returns. In model selection, we would like to choose a model that yields the highest Sharpe Ratio. However, the more parameters you use, the higher Sharpe Ratio you mi...
2009 Dec 16
3
About Asterisk Manager (C# Sharp)
Hi everyone, I'm having a trouble while developing monitoring tool for queues. I'm using C# Sharp & I follow the instruction on http://www.voip-info.org/wiki/view/Asterisk+manager+Example%3A+C+Sharp. My question is how can I get information about how many people are there waiting on queue with this asterisk manager? I want to make that every time there is a call come into the
2007 May 02
2
Sharpe-Ratio
Ein eingebundener Text mit undefiniertem Zeichensatz wurde abgetrennt. Name: nicht verf?gbar URL: https://stat.ethz.ch/pipermail/r-help/attachments/20070503/6be2705c/attachment.pl
2003 Feb 21
0
Problem with Sharp AR-286 PCL Printer
I am having a problem getting the PCL driver for the Sharp AR-286 working. This is an LPD network printer. I created a queue on our Redhat Samba server using the raw driver. The windows drivers uploaded to the Samba server without a problem. But whenever I try to print anything to the printer it comes out garbled. I installed the postscript drivers for the same printer without any problem and
2007 May 24
1
Sharp AR-M550N and SAMBA
Recently, we added a Sharp AR-M550N copier to our network. This device functions as an MFC (scanner/printer/copier). When I attempt to install the drivers to the SAMBA server, I receive an error message which displays briefly and then I receive the following error message when trying to access the properties of the printer. Function address 0x3119c9f caused a protection fault. (exception code
2008 Aug 11
1
Intermittent T.38 pass through
Hi All, I've been testing reliability with t.38 faxing pass through with * 1.4.21.1, Linksys ATA's 2102 x 2, Sharp UX-B800SE and Cannon ImageClass D880. cannon> <2102 #1> <SIP> <*> <SIP> <2102 #2> <sharp Started out with default settings on all devices, configured Asterisk to handle T.38 pass through, the configuration I believe is solid. I get
2019 Mar 20
3
Building lld
Judging by this path: needed by 'tools/lld/Common/VCSVersion.inc' It looks to me like this is **not** a monorepo layout (if it were, lld would not appear in the tools directory). Therefore the LLVM_ENABLE_PROJECTS=lld is not even doing anything. I don't know how to build without a monorepo these days, and I also don't know what the most recent guidance setting up a monorepo is,
2005 Aug 03
2
Ajax in prototype.js
Can someone please explain to me what I need to do to create an Ajax class using the prototype lib. Thanks, Jon Whitcraft Web Application Developer Online Services - Indianapolis Motor Speedway (317) 492-8623 -------------- next part -------------- An HTML attachment was scrubbed... URL: http://wrath.rubyonrails.org/pipermail/rails-spinoffs/attachments/20050803/2f662bb3/attachment.html
2003 Mar 06
1
[stuart.leask@nottingham.ac.uk: R in your pocket on a Sharp Zaurus]
Ah, but the interesting thing is that they are coming out with a 'clam' version like the 5MX. Details are limited at the moment, but that could mean the combination of 5MX usability with a supported linux distro. I am drooling in anticipation. Sounds like a "I've finally finished my PhD and deserve a treat" situation to me :) Dave On Thu, Mar 06, 2003 at 09:17:20AM
2017 Nov 21
2
Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?
[re-sending - previous email went out by accident before complete] Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. Supp...
2019 Mar 21
4
LLVM 8.0.0 Release
cmake ../llvm/ -G "Unix Makefiles" -DCMAKE_BUILD_TYPE="Debug" -DCMAKE_INSTALL_PREFIX=../install -DLLVM_TARGETS_TO_BUILD="XXX" -DLLVM_ENABLE_PROJECTS='lld;clang;' ________________________________ From: Hans Wennborg <hans at chromium.org> Sent: Thursday, March 21, 2019 2:21 AM To: Josh Sharp Cc: Brian Cain; via llvm-dev Subject: Re: [llvm-dev] LLVM 8.0.0
2005 Feb 05
1
ANNOUNCE: LQL# 0.8.0 and LQL 0.8.0
****** * Since LARTC is not an announcement list I will not be posting * all release announcements here. LQL has been through several * releases since the initial announcement and LQL-Sharp is * something completely new which will hopefully be of interest to * many of the people subscribed to LARTC. ****** That''s right! Yes, yes, yes. You can now control the QoS features of the Linux