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An Inquiry into the Inevitability of Prediction Error in Investment Portfolio Models

Description: Many mathematical programming models of the selection of investment portfolios assume that the best portfolio at any given level of risk is the portfolio having the highest level of return. The expected level of return is defined as a linear combination of the expected returns of the individual investments contained within the portfolio,and risk is defined in terms of variance of return. This study uses Monte Carlo simulation to establish that if the estimates of the future returns on potential investments are unbiased, the steady-state return on the portfolio is overestimated by the procedure used in the standard models. Under reasonable assumptions concerning the parameters of the estimates of the various returns, this bias is quite sizeable, with the steady-state predicted return often overestimating the steady-state actual return by more than ten percentage points. In addition, it is shown that when the variances of the alternative potential investments are not all equal,a limitation on the variance of the portfolio will reduce the magnitude of the bias. In many reasonable cases, constraining the portfolio variance reduces the bias by a magnitude greater than the amount by which it reduces the predicted portfolio return, causing the steady-state actual return to rise. This implies that return cannot automatically be assumed to be a monotonic function of risk.
Date: December 1972
Creator: Valentine, Jerome Lynn
Partner: UNT Libraries

Introduction to STARPAC: the Standards Time Series and Regression Package

Description: From preface: STARPAC documentation is being published as a series of Technical Notes. This Note is the first in the series. It gives an overview of the STARPAC library, defines conventions used in the documentation, provides an example using STARPAC subroutines, and presents general background material. This Note includes information which is essential for using the STARPAC library, and users should be familiar with its contents before attempting to use any STARPAC subroutine.
Date: October 1983
Creator: Donaldson, Janet R. & Tryon, Peter V.
Partner: UNT Libraries Government Documents Department

The City of Denton Computer Installation: A Study of Conversion in a Medium-Sized Municipality

Description: It will be the purpose of this thesis to describe and analyze the events and factors which shaped installation of the first electronic data processing system acquired by the City of Denton, Texas--a "medium-sized" municpal organization operating under the council-manager plan. Because the environment may have some degree of effect upon such an effort within the public sector, a certain amount of space will be given over to description of the community as a geographic location, as an aggregation of people engaged in varied activities, and, by implication, as a background for the operation of a municipal government.
Date: August 1967
Creator: Joyce, John W.
Partner: UNT Libraries

Second Thoughts on the Mathematical Software Effort : a Perspective

Description: The mathematical software effort bridges the gap between the discovery of numerical algorithms and the consumption of numerical software. The spectrum of activities is surprisingly wide, including tasks often associated with numerical analysis, program design and testing, programming practices, language standards, documentation standards, software organization, distribution methods, and even the specification of arithmetic engines. This paper highlights the most important accomplishments in the field over the last twenty years. It also examines current problems and future challenges posed by the rapid advance of technology.
Date: October 1984
Creator: Cody, William James
Partner: UNT Libraries Government Documents Department

A study in self-scheduling of high school students as opposed to computer scheduling

Description: The problem with which this investigation is concerned is that of determining success of selection of classes and satisfaction or dissatisfaction with self-scheduling as opposed to computer scheduling. A survey is made of 468 randomly selected high school students from four high schools in a large metropolitan school district.
Date: December 1975
Creator: Bingham, Walter W.
Partner: UNT Libraries

Nonlinear Least Squares Regression Using STARPAC: The Standards Time Series and Regression Package

Description: From preface: This Note documents 16 subroutines for nonlinear least squares regression. Twelve of these compute the least squares estimates, performing either weighted or unweighted analysis with either numerically approximated or user-supplied (analytic) derivatives. The other four are user-callable subroutines for two procedures used within the estimation code: the first selects optimum step sizes for approximating the partial derivatives of the model; and the second checks the validity of a user-supplied derivative subroutine.
Date: October 1983
Creator: Donaldson, Janet R. & Tryon, Peter V.
Partner: UNT Libraries Government Documents Department

Multi Dimensional Phase Only Filter

Description: Today's sensor networks provide a wide variety of application domain for high-speed pattern classification systems. Such high-speed systems can be achieved by the use of optical implementation of specialized POF correlator. In this research we discuss the modeling and simulation of the phase only filter (POF) in the task of pattern classification of multi-dimensional data.
Date: July 13, 2004
Creator: Gudmundsson, K & Awwal, A
Partner: UNT Libraries Government Documents Department

SOLSTOR Description and User's Guide

Description: Abstract: This report describes the computer simulation code SOLSTOR. The code simulates energy systems in which electricity is generated by either a photovoltaic (PV) system or a wind turbine generator (WTG). Storage may or may not be present. Backup electricity, if needed, is provided either from a utility grid or from a fuel-burning generator. SOLSTOR minimizes the life cycle cost of providing energy by choosing the optimal solar or wind system component sizes. Rates for electricity purchased from the grid can include time-of-day (TOD) energy charges as well as time-of-day peak demand changes. Sell-back to the grid of excess collected energy is also considered.
Date: March 1981
Creator: Aronson, Eugene A.; Caskey, David L. & Caskey, Bill C.
Partner: UNT Libraries Government Documents Department

A system for the collection and computer analysis of sociometric data for research and classroom purposes

Description: The concern of this study was the inadequacy of present methods for collecting and analyzing sociometric data. The purposes were to develop a flexible system for collecting and analyzing sociometric data which would produce computer-printed reports in such form that the sociometric information could be effectively utilized by both classroom teachers and researchers; to demonstrate that the system was flexible enough to meet a variety of user needs; to demonstrate that the computer program could be installed, with minimum changes, at computer facilities with certain differing characteristics; and to demonstrate that teachers could use the computer-printed reports to gain specific information.
Date: December 1975
Creator: Naugher, Jimmie R.
Partner: UNT Libraries

A Real-Time Merging-Buffering Technique for MIDI Messages

Description: A powerful and efficient algorithm has been designed to deal with the critical timing problem of the MIDI messages. This algorithm can convert note events stored in a natural way to MIDI messages dynamically. Only limited memory space (the buffer) is required to finish the conversion work, and the size of the buffer is independent of the size of the original sequence (notes). This algorithm's real-time variable properties suggest not only the flexible real-time controls in the use of musical aspects, but also the expandability to interactive multi-media applications. A compositional environment called MusicSculptor has been implemented in terms of this algorithm.
Date: December 1991
Creator: Chang, Kuo-Lung
Partner: UNT Libraries

The Changing Role of Planning in Commercial Banks: The Computer and Management Science

Description: This dissertation examines the relationship between computer technology and management science and changes in the role of profit planning within the commercial banking system of the U.S.A. The objective of the study is to develop a generalized profit-planning model which employs the existing decision processes to create pro-forma financial statements for a commercial bank. The study concentrated on the 300 largest commercial banks (ranked by deposits as of December 31, 1969) of the Federal Reserve System. These particular banks held the greatest potential for having a Planning Department, the computing capability necessary for problem solving, and a Management Science Department actively employing management science techniques to profit-planning problems. The research for the dissertation included an in-depth study of secondary sources, an interrogation of commercial bank executives and a detailed questionnaire which was submitted to each of the 300 largest banks. Sponsorship for the Financial Planning Questionnaire was obtained from the Southwestern Graduate School of Banking at Southern Methodist University, Dallas, Texas. The sponsorship helped obtain a large sample return (in excess of 50.0 percent) and thereby increased the statistical reliability of the results of the study.
Date: August 1971
Creator: Colin, J. W.
Partner: UNT Libraries

Computer Analysis of Amino Acid Chromatography

Description: The problem with which this research was done was that of applying the IBM360 computer to the analysis of waveforms from a Beckman model 120C liquid chromatograph. Software to interpret these waveforms was written in the PLl language. For a control run, input to the computer consisted of a digital tape containing the raw results of the chromatograph run. Output consisted of several graphs and charts giving the results of the analysis. In addition, punched output was provided which gave the name of each amino acid, its elution time and color constant. These punched cards were then input to the computer as input to the experimental run, along with the raw data on the digital tape. From the known amounts of amino acids in the control run and the ratio of control to experimental peak area, the amino acids of the unknown were quantified. The resulting programs provided a complete and easy to use solution to the problem of chromatographic data analysis.
Date: May 1978
Creator: Hayes, Michael D.
Partner: UNT Libraries

Development of a System for Reporting Disciplinary Problems by Utilizing Data Processing

Description: The problem of this study was to develop and prepare a data processing system that would report, catalog, and file information pertaining to discipline of students referred to the principal. The purposes of the study were to develop a systematic approach to the reporting of disciplinary incidents, to develop a system of reports that could show what actions were being taken in specified areas and that could provide a cross reference of this information with other data, and to provide a system whereby information concerning disciplinary problems and actions taken could be compiled for a future longitudinal study.
Date: August 1973
Creator: Cowand, Keith Parker
Partner: UNT Libraries

An Interim Report on the Development and Application of Environmental Mapped Data Digitization, Encoding, Analysis, and Display Software for the ALICE System, Volume 1

Description: Report discusses the development of the existing ALICE Image Processing System into a computer-aided digitization, encoding, analysis and display system for mapped information pertaining to the environment and its elements.
Date: June 1979
Creator: Amiot, L. W.; Lima, R. J.; Scholbrock, S. D.; Shelman, C. B. & Wehman, R. H.
Partner: UNT Libraries Government Documents Department

An Interim Report on the Development and Application of Environmental Mapped Data Digitization, Encoding, Analysis, and Display Software for the ALICE System, Volume 2

Description: Volume 2 presents information which is directly related to the actual computer code arid operational characteristics (keys and subroutines) of the software. The authors expect that Volume I will be of more interest to developers of software than to users of the software. However, developers of software should be aware that the code developed for the ALICE System operates in an environment where much of the peripheral hardware to the PDP-10 is ANL/AMD built. For this reason, portions of the code may have to be modified for implementation on other computer system configurations.
Date: June 1979
Creator: Argonne National Laboratory. Applied Mathematics Division.
Partner: UNT Libraries Government Documents Department

Task Domain Knowledge as a Moderator of Information System Usage

Description: Information system (IS) support of human problem solving during the complex task of auditing within a computer environment was investigated. 74 computer audit specialist professionals from nine firms participated in the field experiment. Task accomplishment behavior was recorded via a computerized activity-logging technique. Theoretical constructs of interest included: 1) IS problem-solving support, 2) task domain knowledge, and 3) decision-making behavior. It was theorized that task domain knowledge influences the type of IS most functionally appropriate for usage by that individual. IS task presentation served as the treatment variable. Task domain knowledge was investigated as a moderating factor of task accomplishment Task accomplishment, the dependent variable, was defined as search control strategy and quality of task performance. A subject's task domain knowledge was assessed over seven theoretical domains. Subjects were assigned to higher or lower task domain knowledge groups based on performance on professional competency examination questions. Research hypothesis one investigated the effects of task domain knowledge on task accomplishment behavior. Several task domain knowledge bases were found to influence both search control strategy and task performance. Task presentation ordering effects, hypothesis two, were not found to significantly influence search control strategy or task performance. The third hypothesis investigated interaction effects of a subject's task domain knowledge and task presentation ordering treatments on task accomplishment behavior. An interaction effect was found to influence the subject's search control strategy. The computer-specific knowledge base and task presentation ordering treatments were found to interact as joint moderators of search control strategy. Task performance was not found to be significantly influenced by interaction effects. Users' task accomplishment was modeled based upon problem-solving behavior. A subject's level of task domain knowledge was found to serve as a moderating factor of IS usage. Human information-processing strategies, IS usage, and task domain knowledge were integrated into a comprehensive ...
Date: May 1993
Creator: Marshall, Thomas E. (Thomas Edward), 1954-
Partner: UNT Libraries