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1

Peltomäki, Jarkko. "Nonlinear Exposures of Fundamental Index Returns." Journal of Wealth Management 13, no. 3 (2010): 96–106. http://dx.doi.org/10.3905/jwm.2010.13.3.096.

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de Jong, Marielle, and Lauren Stagnol. "A fundamental bond index including solvency criteria." Journal of Asset Management 17, no. 4 (2016): 280–94. http://dx.doi.org/10.1057/jam.2016.15.

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3

Tandon, Hiteshi, Tanmoy Chakraborty, and Vandana Suhag. "A fundamental approach to compute atomic electrophilicity index." Journal of Mathematical Chemistry 58, no. 9 (2020): 2188–96. http://dx.doi.org/10.1007/s10910-020-01176-5.

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4

Razvan, M. R. "On Conley's fundamental theorem of dynamical systems." International Journal of Mathematics and Mathematical Sciences 2004, no. 26 (2004): 1397–401. http://dx.doi.org/10.1155/s0161171204202125.

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5

Maevsky, V. "Economic Measurement and Fundamental Theory." Voprosy Ekonomiki, no. 10 (October 20, 2005): 25–39. http://dx.doi.org/10.32609/0042-8736-2005-10-25-39.

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The article discusses one of the fundamental problems of economic science - the problem of measuring dynamics of inflation and real product. It is argued that the conventional approach according to which inflation can be measured with so called general price index is theoretically unsound because it contradicts the essence of money as the universal measure of value of commodities and services. Inflation as a money phenomenon must be measured not with general but with particular price index, which determines movement of prices in the group of commodities and services, the needs in which have reached the level of saturation. This result is especially topical under acceleration of the quality change growth in the economy.
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NARUSAWA, Hidehiko, and Moriaki WAKAKI. "Fundamental research of fabrication of gradient-index(GRIN) lens." Journal of Advanced Science 11, no. 2 (1999): 138–39. http://dx.doi.org/10.2978/jsas.11.2_138.

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7

Liu, Jin-gang, and Mitsuru Ueda. "High refractive index polymers: fundamental research and practical applications." Journal of Materials Chemistry 19, no. 47 (2009): 8907. http://dx.doi.org/10.1039/b909690f.

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8

TAMASHIRO, Suzuko, Satoshi FUJITA, Tetsu OGAWA, Tomohiro SHIKI, and Shigeki OKAMURA. "Fundamental Study on Risk Assessment Index of Elevator Rope." Proceedings of the Elevator, Escalator and Amusement Rides Conference 2020 (2020): 109. http://dx.doi.org/10.1299/jsmeearc.2020.109.

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He, Fangliang, and Xin-Sheng Hu. "Hubbell's fundamental biodiversity parameter and the Simpson diversity index." Ecology Letters 8, no. 4 (2005): 386–90. http://dx.doi.org/10.1111/j.1461-0248.2005.00729.x.

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10

Shepherd, Shane D. "Fundamental Index®Fixed-Income Performance:It’sAll in the Price." Journal of Index Investing 1, no. 4 (2011): 75–80. http://dx.doi.org/10.3905/jii.2011.1.4.075.

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11

Floris, Enrica. "Fundamental divisors on Fano varieties of index n − 3." Geometriae Dedicata 162, no. 1 (2012): 1–7. http://dx.doi.org/10.1007/s10711-012-9713-5.

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Sulistia, Nova, Tenny Badina, and Rita Rosiana. "Analisis Faktor Fundamental dan Non-Fundamental Terhadap Beta Saham Syariah Perusahaan Di Jakarta Islamic Index (JII)." Syi`ar Iqtishadi : Journal of Islamic Economics, Finance and Banking 4, no. 2 (2020): 118. http://dx.doi.org/10.35448/jiec.v4i2.9847.

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13

Pandaya, Pandaya, Pujihastuti Dwi Julianti, and Imam Suprapta. "PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM." JURNAL AKUNTANSI 9, no. 2 (2020): 233–43. http://dx.doi.org/10.37932/ja.v9i2.156.

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The purpose of this study was to examine the effect of fundamental factors as seen from the elements of EPS, PER, PBV, ROE, DER and DPR on Stock Return. The analytical method used is multiple linear regression analysis. This study uses 21 companies listed on the Stock Exchange Index (IDX) that are consistently included in the LQ45 index during the 2015 to 2019 period. The determination of the sample in this study uses a purposive sampling method. Based on the analysis of the research results, EPS has a significant negative effect on stock returns, PER and PBV have a significant positive effect on stock returns, ROE and DER do not have a significant effect on stock returns and DPR has a negative effect on stock returns. The coefficient of determination from the research results of the six variables on Stock Returns is 57.0424% while the remaining 42.9576% is influenced by other factors that are not included in the research model.
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14

Roy, J. B., and P. K. Basu. "Refractive index of ZnSxTe1−x near the fundamental absorption edge." physica status solidi (b) 197, no. 2 (1996): K17—K19. http://dx.doi.org/10.1002/pssb.2221970229.

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15

Hodnett, Kathleen, Geare Botes, Khumbudzo Daswa, Kimberly Davids, Emmanuel Che Fongwa, and Candice Fortuin. "Fundamental Indexes As Proxies For Mean-Variance Efficient Portfolios." Journal of Applied Business Research (JABR) 30, no. 6 (2014): 1929. http://dx.doi.org/10.19030/jabr.v30i6.8957.

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Mean-variance efficiency was first explained by Markowitz (1952) who derived an efficient frontier comprised of portfolios with the highest expected returns for a given level of risk borne by the investor. The assumed mean-variance efficiency of the market portfolio along with the fact that it is capitalization-weighted underlies the rationale for market indexes being constructed by market capitalization weights (Mar, Bird, Casavecchia and Yeung, 2009). The pioneers of the fundamental index approach to investing, Arnott, Hsu and Moore (2005), however differ, and argue that market capitalization-weighted indexes are not mean-variance efficient due to their price-sensitivity, which leads to the overweighting of overvalued stocks and the underweighting of undervalued stocks, creating a return drag. The authors constructed an index weighted by fundamental determinants of firm value such as earnings, book value and revenue, proving that their fundamentally weighted index causes the return drag inherent in capitalization-weighted indexes to disappear. The aim of this paper is to discuss the evidence for and the arguments against fundamentally-weighted indexes as proxies for mean-variance efficient portfolios. We conclude that since the market cap-weighted index is only mean-variance efficient given the efficiency of the market, whilst the fundamental index incurs higher turnover, and may contain a value bias, its resistance to investor overreaction makes it a more valid mean-variance efficient proxy in an inefficient market.
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16

Lobet, Michaël, Iñigo Liberal, Erik N. Knall, et al. "Fundamental Radiative Processes in Near-Zero-Index Media of Various Dimensionalities." ACS Photonics 7, no. 8 (2020): 1965–70. http://dx.doi.org/10.1021/acsphotonics.0c00782.

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17

Wang, Hui Hui, Yun Peng, and He Jiao Huang. "AG-Index: Adjacent Edge Hash Index for Graph Databases." Applied Mechanics and Materials 631-632 (September 2014): 1045–48. http://dx.doi.org/10.4028/www.scientific.net/amm.631-632.1045.

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Many queries have been proposed to retrieve graphs. Among others, subgraph query is a fundamental one: given a graph database and a query graph, find the graphs in the database containing the query graph. Most existing works follow the filtering-and-verification framework, where a core task is to reduce the number of candidate graphs. This paper follows the framework and we propose a novel index, namely AG-Index. It indexes adjacent edge pairs of data graphs and can significantly reduce the number of candidate graphs. Our experiments show that our AG-Index outperforms several existing techniques on real-life datasets and synthetic datasets.
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18

Syofia Yandra, Iin. "INFLUENCE OF FUNDAMENTAL FACTORS ON STOCK RETURN LISTED IN JAKARTA ISLAMIC INDEX." ECONOMICA 8, no. 1 (2019): 51–59. http://dx.doi.org/10.22202/economica.2019.v8.i1.3618.

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19

Bisyarin, M. A., O. I. Kotov, A. H. Hartog, L. B. Liokumovich, and N. A. Ushakov. "Rayleigh backscattering from the fundamental mode in step-index multimode optical fibers." Applied Optics 56, no. 2 (2017): 354. http://dx.doi.org/10.1364/ao.56.000354.

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20

Tsai, Wan-Shao, Che-Kai Chang, Fang-Wen Sheu, Yao-Hsuan Wang, and Sy-Hann Chen. "Refractive index profiling of a few-mode fiber from fundamental mode excitation." Optics Communications 323 (July 2014): 138–42. http://dx.doi.org/10.1016/j.optcom.2014.03.006.

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21

Garrett, B., and J. E. A. Whiteaway. "Self stabilisation of the fundamental lateral mode in index-guided semiconductor lasers." IEE Proceedings J Optoelectronics 134, no. 1 (1987): 11. http://dx.doi.org/10.1049/ip-j.1987.0004.

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22

Agrawal, Tarunika Jain, Sanjay Sehgal, and Rahul Agrawal. "Disruptive Innovations, Fundamental Strength and Stock Winners: Implications for Stock Index Revisions." Vision: The Journal of Business Perspective 24, no. 3 (2020): 356–70. http://dx.doi.org/10.1177/0972262920928890.

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Globally, disruptions driven by technological advancements are visible in the form of unicorns and declining lifespan of the index constituents. Sectors such as information technology, financial services, energy, consumer goods and automobile are found to be more prone to disruptive innovation. Assessing the financial strength of the incumbents is crucial to assess their strength to endure disruption. We construct a fundamental strength index (FSI) using 11 financial performance measures covering 7 key attributes, namely profitability, efficiency, solvency, liquidity, net investments, pursuance of innovation and entry barriers, over the 5-year period 2014–2019. FSI helps in categorizing stocks of National Stock Exchange (NSE) 200 universe as ‘A’ being the fundamentally strongest and ‘C’ being the weakest. Potential crossovers can take place between ‘C’ category stock in Nifty 50 (Next 50) and ‘A’ category stock belonging to the Next 50 (Nifty Midcap 100). The results show that the disruptor’s portfolio (Next 50 stocks) outperforms the incumbent’s portfolio (Nifty 50 constituents) with a return of 1.61 per cent vs 0.47 per cent. A similar observation holds true for the Next 50 and Nifty Midcap 100, with the disruptor’s portfolio surpassing the incumbent’s portfolio (return of 2.59% vs 0.44%). The study has significant implications for the policymakers, investors, companies and academicians.
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23

Feinberg, Irwin, and Ian G. Campbell. "Sleep EEG changes during adolescence: An index of a fundamental brain reorganization." Brain and Cognition 72, no. 1 (2010): 56–65. http://dx.doi.org/10.1016/j.bandc.2009.09.008.

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24

de Jong, Marielle, and Hongwen Wu. "Fundamental indexation for bond markets." Journal of Risk Finance 15, no. 3 (2014): 264–74. http://dx.doi.org/10.1108/jrf-05-2014-0060.

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Purpose – The purpose of this paper is to build alternative indices weighing using a measure of fundamental value rather than debt size. The official bond indices built to reflect general price trends are market weighted, meaning that the bonds are weighted by their debt size. The more indebted, the more weight in the index, which mechanically increments the investment risks that are inherent. Those market indices are shown to be return-to-risk inefficient in recent studies compared to indices with alternative weighting schemes. The authors contribute to this growing literature, which mostly focuses on equities, by testing on bonds. Design/methodology/approach – The authors build alternative indices weighing using a measure of fundamental value rather than debt size. The authors have done this for sovereign bonds using gross domestic product (GDP) figures and for corporates taking sales revenues. Findings – The authors find in empirical tests that the fundamental indices build tend to outperform the market-weighted indices. Originality/value – This article builds on two articles by Arnott et al. (2005, 2010), in the Financial Analysts Journal and Journal of Portfolio Management, respectively, and adds value in the sense that – it takes an appreciation-free fundamental measure, – tests on the European as opposed to the US bond markets.
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25

Volkov, M. "Analysis of Fundamental Indexation as an Efficient Approach to Active Investing." Review of Business and Economics Studies 6, no. 4 (2018): 41–51. http://dx.doi.org/10.26794/2308-944x-2018-6-4-41-51.

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For many years researchers have been arguing on whether active investing is superior to passive investing by giving theoretical and empirical rationale underlying their beliefs. A desire to over-perform passive investing by utilising fundamentally-justified methodology has led to the development of numerous active and semi-active strategies, such as Fundamental indexation established in 2005 by Arnott et. al. In their research, the authors suggested constructing investment portfolios by assigning the weights of each asset concerning the values of its fundamental indicators. This approach has met heavily critique for the lack of theoretical rationale, by not being able to connect the values of selected fundamental indicators to the future performance of the portfolio. In this research, the thesis of passive investing superiority has been challenged by constructing an active investing strategy based on Fundamental Index described by Arnott et al. (2005) - Modified Fundamental Index and testing it on the UK stock exchange companies. The resulted portfolio showed superior performance compared to the cap-weighted index while also having lower risks and higher diversification. Also, I suggested some ideas for further research concerning MFI.
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26

Wei, Zhao Lan, Guo Jun Liu, and Zu Yin Zou. "Research on Railway Bridge Evaluation Index." Advanced Materials Research 838-841 (November 2013): 1126–29. http://dx.doi.org/10.4028/www.scientific.net/amr.838-841.1126.

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Each related index was compared in three specifications, including Fundamental code for design on railway bridge and culvert, Code for rating existing railway bridges, and Code for design of high speed railway. The reasons of the difference existed in indexes was revealed, especially between high speed railway bridge and normal speed railway bridge.
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27

Yoo, Han-Soo. "The Relationship between Real Estate Price Index and REIT Price Index -Focused on Fundamental Value and Transitory Value-." Konkuk Research Institute of Real Estate and Urban Studies 9, no. 1 (2016): 113–29. http://dx.doi.org/10.22423/kreus.2016.9.1.113.

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28

BERTHÉ, VALÉRIE, VINCENT DELECROIX, FRANCESCO DOLCE, DOMINIQUE PERRIN, CHRISTOPHE REUTENAUER, and GIUSEPPINA RINDONE. "Return words of linear involutions and fundamental groups." Ergodic Theory and Dynamical Systems 37, no. 3 (2015): 693–715. http://dx.doi.org/10.1017/etds.2015.74.

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We investigate the shifts associated with natural codings of linear involutions. We deduce, from the geometric representation of linear involutions as Poincaré maps of measured foliations, a suitable definition of return words which yields that the set of return words to a given word is a symmetric basis of the free group on the underlying alphabet,$A$. The set of return words with respect to a subgroup of finite index$G$of the free group on$A$is also proved to be a symmetric basis of$G$.
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29

Ibarra, S., D. L. Olson, and S. Liu. "Fundamental Prediction of Steel Weld Metal Properties." Journal of Offshore Mechanics and Arctic Engineering 113, no. 4 (1991): 327–33. http://dx.doi.org/10.1115/1.2919938.

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Empirically derived expressions are commonly used to predict specific steel weldment properties. These expressions usually consider only constitutional considerations and are limited to their ability to predict the influence of the thermal experience (heat input, weld preparation, and plate thickness). Carbon equivalent and basicity index are examples of such predictive expressions. This paper reviews some of the existing expressional forms and introduces new functional forms that are based on metallurgical engineering concepts. Forms for equations which can predict weld metal properties and behavior as a function of composition are proposed. Methodology for including cooling rate in the predictive equations is also suggested. The concept of developing iso-property diagrams that allow better selection of welding consumables with variations in heat input is introduced and discussed.
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Xu, Yuan, Ru Heng Wang, and Hua Chuan Yao. "Experimental Study on Fundamental Characteristic of Recycled Concrete." Advanced Materials Research 146-147 (October 2010): 1925–29. http://dx.doi.org/10.4028/www.scientific.net/amr.146-147.1925.

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First, the fundamental characteristic of recycled concrete aggregate wasstudied. Then, the recycled concrete spiciemen with different maximum size was tested. The results showed that: the apparent density and bulk density of recycled concrete aggregates was smaller than the natural rock, but the moisture content, crushed index, water absorption was higher. The workability of recycled concrete improved with increase of water and fly ash, but its strength decreased as the increase of water and fly ash. The research on performance and strength of recycled concrete aggregate will provide certain theoretical basis in the application process.
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31

Mulyanto, Mulyanto, and Riyanti Riyanti. "Effect of Corporate Fundamental and Macro Economic Factors on Share Prices in Indonesia Stock Exchange Market." International Journal of Business Economics (IJBE) 1, no. 2 (2020): 117–27. http://dx.doi.org/10.30596/ijbe.v1i2.4461.

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This paper aims to examine and analyze the influence of fundamental and macroeconomic factors on stock prices either partially or simultaneously. The research subjects focused on LQ45 Index companies listed on the Indonesia Stock Exchange. Secondary data of Indonesian stock market share prices covering between 2013-2019 were used. One Least Square was used to analyze the data. The sampling technique used is the purposive sampling method, the sample used is the LQ45 Index Company. The results shows fundamental factors include ROA, ROE, DER, EPS, and PER have a positive and significant effect on stock prices. and Inflation and interest rates have a negative and significant effect on stock prices. And simultaneously these variables have a significant and significant effect on stock prices. The study can provide a picture that stock price movements have a strong and clear influence on the company's fundamentals and are reflected in some of the ratios contained in the financial statements, as well as macroeconomic conditions.
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32

Chakraborty, Subhalaxmi, Chintan Kumar Mandal, and Sankar Gangopadhyay. "Prediction of Fundamental Modal Field for Graded Index Fiber in the Presence of Kerr Nonlinearity." Journal of Optical Communications 41, no. 1 (2019): 67–72. http://dx.doi.org/10.1515/joc-2017-0126.

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Abstract The power series formulation for modal field of single-mode graded index fibers by Chebyshev technique has worked excellently in predicting accurately different propagation characteristics in simple fashion. Here we develop a simple iterative method involving Chebyshev formalism to predict the modal field of single-mode graded index fiber in the presence of Kerr-type nonlinearity. Taking step and parabolic index fibers as typical examples, we show that our results match excellently with the available exact results obtained vigorously. Thus, the reported technique can be considered as an accurate alternative to the existing cumbersome techniques. Accordingly, this formalism will be beneficial to the technologies for evaluation of modal noise in single-mode Kerr-type nonlinear graded index fibers.
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33

Sumani, Sumani. "Fundamental Factor Analysis on Stock Returns Based on the Panel Data of LQ'45 Index." Hasanuddin Economics and Business Review 3, no. 3 (2020): 132. http://dx.doi.org/10.26487/hebr.v3i3.2195.

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This study aims to investigate the influence of fundamental factors on stock returns on the companies listed in the LQ’45 index in the Indonesia Stock Exchange. This research uses explanatory research design. The population consists of 45 companies listed in the LQ'45 index. The purposive sampling technique is used and collected a total of 23 companies as the sample. The number of samples was 23 companies because these companies consistently formed the LQ'45 index for the 2014-2018 periods. Those companies are fulfilling the criteria which are continually included in the LQ’45 index throughout the analysis period. Thus, the data panels used in this study were as much as 115 observations. Fundamental factors proxies by TATO, MBV, CR, DER, NPM, and EPS. The multiple linear regression analysis is used and the results showed that TATO has a significant positive effect on stock returns, MBV has a significant negative effect on stock returns, while CR, DER, NPM, and EPS have no significant effects on the stock return of LQ’45 index-listed companies.
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34

Maharani, Zelivieska Bintang. "Komparasi Faktor Fundamental Mikro dan Makro Ekonomi in Jakarta Islamic Index dan Lq-45." Jurnal Ilmiah Ekonomi Islam 7, no. 1 (2021): 484. http://dx.doi.org/10.29040/jiei.v7i1.1499.

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The capital market in Indonesia has developed rapidly in line with the entry of the Islamic capital market. On the Indonesia Stock Exchange, there are Islamic and conventional stocks. In this study, the object of research is the Jakarta Islamic Index and LQ-45 stocks in 2015-2017. The purpose of this research is to compare the fundamental micro and macroeconomic factors and their effects on stock prices and stock returns. In selecting the sample, this study used a purposive sampling method, where the number of samples in this study were 15 companies Jakarta Islamic index and 13 companies LQ-45. The test uses the analysis technique of Structural Equation Modeling (SEM) to see how much influence the variables have and the comparison test with the Mann Whitney test. The results of this study indicate that only microeconomic factors have a significant effect on stock prices in the Jakarta Islamic index and LQ-45. The results also show that there is a significant difference between the micro-fundamental factors in the Jakarta Islamic index and LQ-45. Meanwhile, there is no significant difference in macro factors.
 Keywords: Micro Economy, Macro Economy, Stock Price, Stock Return
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35

Jiménez, Judith, Maria Morera, Walter Salazar, and Carl Gabbard. "Relationship Between Fundamental Motor Skill Ability and Body Mass Index in Young Adults." Journal of Motor Learning and Development 4, no. 2 (2016): 236–47. http://dx.doi.org/10.1123/jmld.2015-0005.

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36

Do-Nhat, T., and R. H. MacPhie. "Scattering of the fundamental modes from graded-index fibers into semi-infinite space." Journal of the Optical Society of America A 9, no. 4 (1992): 569. http://dx.doi.org/10.1364/josaa.9.000569.

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37

Mangan, B. J., J. Arriaga, T. A. Birks, J. C. Knight, and P. St J. Russell. "Fundamental-mode cutoff in a photonic crystal fiber with a depressed-index core." Optics Letters 26, no. 19 (2001): 1469. http://dx.doi.org/10.1364/ol.26.001469.

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38

Kellough, J. Edward. "Reliability, Validity, and the MV Index: Toward the Clarification of Some Fundamental Issues." Public Administration Review 58, no. 2 (1998): 167. http://dx.doi.org/10.2307/976364.

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Hinkle, Jason T., and Richard Mushotzky. "Fundamental X-ray corona parameters of Swift/BAT AGN." Monthly Notices of the Royal Astronomical Society 506, no. 4 (2021): 4960–78. http://dx.doi.org/10.1093/mnras/stab1976.

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ABSTRACT While X-ray emission from active galactic nuclei (AGN) is common, the detailed physics behind this emission is not well understood. This is in part because high quality broad-band spectra are required to precisely derive fundamental parameters of X-ray emission, such as the photon index, folding energy, and reflection coefficient. Here, we present values of such parameters for 33 AGN observed as part of the 105-month Swift/BAT campaign and with coordinated archival XMM-Newton and NuSTAR observations. We look for correlations between the various coronal parameters in addition to correlations between coronal parameters and physical properties, such as black hole mass and Eddington ratio. Using our empirical model, we find good fits to almost all of our objects. The folding energy was constrained for 30 of our 33 objects. When comparing Seyfert 1–1.9 to Seyfert 2 galaxies, a K–S test indicates that Seyfert 2 AGN have lower Eddington ratios and photon indices than Seyfert 1–1.9 objects with p-values of 5.6 × 10−5 and 7.5 × 10−3, respectively. We recover a known correlation between photon index and reflection coefficient as well as the X-ray Baldwin effect. Finally, we find that the inclusion of the high-energy Swift/BAT data significantly reduces the uncertainties of spectral parameters as compared to fits without the BAT data.
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40

KIMURA, TETSUJI. "INDEX THEOREMS ON TORSIONAL GEOMETRIES." International Journal of Modern Physics A 23, no. 14n15 (2008): 2260–61. http://dx.doi.org/10.1142/s0217751x08041001.

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We investigate the Atiyah-Singer index theorems with torsion given by Neveu-Schwarz three-form flux H under the condition d H = 0 in flux compactification scenarios with non-trivial background fields in string theories. Using an identification between the Clifford algebra on the geometry and the canonical quantization condition in [Formula: see text] quantum mechanics, we explicitly reformulate the Dirac index on manifolds with torsion, which will provides a fundamental information to effective theories derived from string theory. In the same analogy we also reformulate the Euler characteristics and the Hirzebruch signatures in the framework of [Formula: see text] quantum mechanics.
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41

Tzeng, Yu-Chieh, Samuel J. E. Lucas, Greg Atkinson, Chris K. Willie, and Philip N. Ainslie. "Fundamental relationships between arterial baroreflex sensitivity and dynamic cerebral autoregulation in humans." Journal of Applied Physiology 108, no. 5 (2010): 1162–68. http://dx.doi.org/10.1152/japplphysiol.01390.2009.

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The functional relationship between dynamic cerebral autoregulation (CA) and arterial baroreflex sensitivity (BRS) in humans is unknown. Given that adequate cerebral perfusion during normal physiological challenges requires the integrated control of CA and the arterial baroreflex, we hypothesized that between-individual variability in dynamic CA would be related to BRS in humans. We measured R-R interval, blood pressure, and cerebral blood flow velocity (transcranial Doppler) in 19 volunteers. BRS was estimated with the modified Oxford method (nitroprusside-phenylephrine injections) and spontaneous low-frequency (0.04–0.15) α-index. Dynamic CA was quantified using the rate of regulation (RoR) and autoregulatory index (ARI) derived from the thigh-cuff release technique and transfer function analysis of spontaneous oscillations in blood pressure and mean cerebral blood flow velocity. Results show that RoR and ARI were inversely related to nitroprusside BRS [ R = −0.72, confidence interval (CI) −0.89 to −0.40, P = 0.0005 vs. RoR; R = −0.69, CI −0.88 to −0.35, P = 0.001 vs. ARI], phenylephrine BRS ( R = −0.66, CI −0.86 to −0.29, P = 0.0002 vs. RoR; R = −0.71, CI −0.89 to −0.38, P = 0.0001 vs. ARI), and α-index ( R = −0.70, CI −0.89 to −0.40, P = 0.0008 vs. RoR; R = −0.62, CI −0.84 to −0.24, P = 0.005 vs. ARI). Transfer function gain was positively related to nitroprusside BRS ( R = 0.62, CI 0.24–0.84, P = 0.0042), phenylephrine BRS ( R = 0.52, CI 0.10–0.79, P = 0.021), and α-index ( R = 0.69, CI 0.35–0.88, P = 0.001). These findings indicate that individuals with an attenuated dynamic CA have greater BRS (and vice versa), suggesting the presence of possible compensatory interactions between blood pressure and mechanisms of cerebral blood flow control in humans. Such compensatory adjustments may account for the divergent changes in dynamic CA and BRS seen, for example, in chronic hypotension and spontaneous hypertension.
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Park, Wounjhang, and Jinsang Kim. "Negative-Index Materials: Optics by Design." MRS Bulletin 33, no. 10 (2008): 907–14. http://dx.doi.org/10.1557/mrs2008.198.

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AbstractIndex of refraction, a fundamental optical constant that enters in the descriptions of almost all optical phenomena, has long been considered an intrinsic property of a material. However, the recent progress in negative-index material (NIM) research has shown that the utilization of deep-subwavelength-scale features can provide a means to engineer fundamental optical constants such as permittivity, permeability, impedance, and index of refraction. Armed with new nanofabrication techniques, researchers worldwide have developed and demonstrated a variety of NIMs. One implementation uses a combination of electric and magnetic resonators that simultaneously produce negative permittivity and permeability, and consequently negative refractive index. Others involve chirality, anisotropy, or Bragg resonance in periodic structures. NIM research is the beginning of new optical materials research in which the desired optical properties and functionalities are artificially generated. Clearly, creating negative index materials is not the only possibility, and the most recent developments explore new realms of materials with near-zero indexes and inhomogeneous index profiles that can produce novel phenomena such as invisibility. Furthermore, the concept of controlling macroscopic material properties with a composite structure containing subwavelength-scale features extends to the development of acoustic metamaterials. By providing a review of recent progress in NIM research, we hope to share the excitement of the field with the broader materials research community and also to spur new ideas and research directions.
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43

Ardana, Yudhistira, and Siska Maya. "Determinasi Faktor Fundamental Makroekonomi dan Indeks Harga Saham Syariah Internasional terhadap Indeks Harga Saham Syariah Indonesia." Cakrawala: Jurnal Studi Islam 14, no. 1 (2019): 1–15. http://dx.doi.org/10.31603/cakrawala.v14i1.2622.

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The capital market is a source of fresh funds in the long and short-term. The existing of the institution is not only a source of funding but also as an investment facility. This study aims to measure the impact of macroeconomic conditions (BI Rate, Exchange Rate and World Oil Prices) and the international Sharia stock index (Dow Jones Islamic Market Index Japan and Dow Jones Islamic Market Index US) on the Indonesian Sharia Stock Index with using the error correction model (ECM). The results showed that BI rate and DJIM US have the significant effect (5%) on Indonesian Sharia Stock Index in the short, while the exchange rate and DJIM Japan are significant at the 10%, and the world oil price is not significant. In the long-term, BI Rate, exchange rate, DJIM US and DJIM Japan have a significant effect, while the world oil price has not a significant effect.
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44

Paraguassú-Chaves, Carlos Alberto, Fábio Robson Casara Cavalcante, Carla Dolezel Trindade, et al. "PERCEPTION INDEX OF ENVIRONMENTAL EDUCATION IN FUNDAMENTAL EDUCATION SCHOOLS IN A CITY ON THE BRAZIL / BOLIVIA FRONTIER." International Journal for Innovation Education and Research 9, no. 5 (2021): 321–34. http://dx.doi.org/10.31686/ijier.vol9.iss5.3094.

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Objective: to analyze the Environmental Education Perception Index in the light of national curricular parameters (PCN’s) within the scope of elementary education in state schools in the city of Guajará-Mirim, Rondônia, on the Brazil / Bolivia border. Method: for this study, factor analysis was used as a mechanism for building performance indices for each parameter studied. The Statistical Package for the Social Sciences - SPSS [30] tool was used to determine the proposed indexes that followed the scale advocated by Hair et al [21]. Results: the results presented by the teachers of the 4 schools correspond to the perception index considered “good” with an average index of 0.699. The average perception index of school technicians and managers was 0.591, considered a “regular” index. The students had an average performance of 0.537, considered a “regular” performance index. The general IPEA among all schools surveyed was considered “regular” with a performance index of 0.597. Conclusion: the fact that Guajará-Mirim has 92% of its territory occupied by Conservation Units and Indigenous Lands and a strong environmental policy does not correspond to the level of abstraction applied by formal Environmental Education. Environmental Education given in Guajará-Mirim elementary schools imposes considerable risks on the environmental conscience of future generations, as it presents certain deficiencies in fulfilling its institutional role as a social transformer, configuring itself as a limiter of sustainable development and awareness environmental.
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Hsieh, Heng-Hsing, Kathleen Hodnett, and Paul Van Rensburg. "Fundamental Indexation For Global Equities: Does Firm Size Matter?" Journal of Applied Business Research (JABR) 28, no. 1 (2012): 105. http://dx.doi.org/10.19030/jabr.v28i1.7154.

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Market capitalization is often used as the weighting methodology for broad market indexes to reflect the performances of large established firms in the market. The market capitalization of a firm is a price-sensitive measure of firm size that self-adjusts to reflect the firms intrinsic value in an efficient capital market. In the presence of investor overreaction, the price-sensitive cap-weighted indexes cease to be mean-variance efficient in that they overweigh overvalued assets and under weigh undervalued assets. Fundamental indexation, proposed by Arnott, Hsu and Moore (2005), argue that fundamental values of a firm such as book value, revenues and earnings are price-insensitive, and hence are not subject to the systematic overshooting of asset prices through noise trading. The aim of this paper is to test whether fundamental-weighted indexes are more mean-variance efficient proxies for large established firms in the global equity market compared to cap-weighted indexes over an extensive 18-year period from 1991 to 2008. Test results show that fundamental-weighted indexes outperform cap-weighted indexes over two sub-periods as well as the overall examination period, during an expansionary market and in turbulent times. A strong negative relationship between the degree of index concentration and the index performance is detected for cap-weighted indexes while no such relationship is detected for the fundamental-weighted indexes. Our results suggest that price-insensitive fundamental-weighted indexes are more mean-variance efficient proxies for the performances of large firms for global equities relative to cap-weighted indexes. By removing the price-element in measuring firm size, the small firm anomaly is not present in fundamental-weighted indexes.
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Olson, Kenneth R., and Dale A. Weber. "Relations between Big Five Traits and Fundamental Motives." Psychological Reports 95, no. 3 (2004): 795–802. http://dx.doi.org/10.2466/pr0.95.3.795-802.

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Relations were examined between configurations of Big Five Traits (Extraversion, Agreeableness, Conscientiousness, Neuroticism, Openness to Experience) and 16 fundamental motives (Social Contact, Curiosity, Honor, Power, Order, Idealism, Independence, Status, Vengeance, Romance, Family, Activity, Saving, Acceptance, Eating, Tranquility) in 138 university students (93 women, 45 men; M age = 20.3 yr., SD = 4.5). Big Five traits were measured with the NEO-PI–R and motives were measured with the Reiss Profile of Fundamental Goals and Motivation Sensitivities. The traits were significantly related with all the motives (adjusted R2 = .06 to .43) except Physical Activity. Four motives were related with only one trait and nine configurations of two or more traits were correlated with the remaining 11 motives. Total motive scores across all participants, an index of the strength of overall motivation, were positively correlated with Extraversion and Neuroticism and negatively with Agreeableness.
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Lascurain Orive, Antonio, and Rubén Molina Hernández. "On Fundamental Domains for Subgroups of Isometries Acting in." ISRN Geometry 2012 (August 8, 2012): 1–27. http://dx.doi.org/10.5402/2012/685103.

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Given a fundamental polyhedron for the action of , a classical kleinian group, acting in -dimensional hyperbolic space, and , a finite index subgroup of , one obtains a fundamental domain for pasting copies of by a Schreier process. It also generalizes the side pairing generating theorem for exact or inexact polyhedra. It is proved as well that the general Möbius group acting in is transitive on “-spheres”. Hence, describing the hyperbolic -planes in the upper half space model intrinsically, and providing also an alternative proof of the transitive action on them. Some examples are given in detail, derived from the classical modular group and the Picard group.
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Husnah, Hamidatul, and Puji Sucia Sukmaningrum. "FAKTOR-FAKTOR FUNDAMENTAL YANG MEMPENGARUHI HARGA SAHAM PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX TAHUN 2010-2016." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 8 (2020): 1620. http://dx.doi.org/10.20473/vol6iss20198pp1620-1636.

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This research aims to determine the effect of Current Ratio, Debt Equity Ratio and Earning Per Share on stock price of Companies in Jakarta Islamic Index partially or simultaneously. The population in this study is a company registed in Jakarta Islamic Index and the sample used in this study as many as 9 companies listed in Jakarta Islamic Index that meets the criteria of purposive sampling. The observation period of the study starts from 2010 to 2016. This best of research in used quantitative analysis with multiple linear regressionshow that Current Ratio, Debt Equity Ratio and Earning Per Sharesimultaneously and significantly affect the stock price of companies in Jakarta Islamic Index. And partially variable of current ratio insignificant influence to stock price, debt equity ratio is negative and significant influence, and earning per share have positif and significant influence to stock price of company in Jakarta Islamic Index periode 2010-2016.Keywords: Stock Price, Current Ratio, Debt Equity Ratio,Earning Per Share
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Wijaya, Ronni Andri, Yamasitha Yamasitha, Elfiswandi Elfiswandi, and Lusiana Lusiana. "Relative Strenght Index, Moving Average Convergence-Divergence on Stock Performance and Fundamental Analysis as Moderating." UPI YPTK Journal of Business and Economics 6, no. 2 (2021): 27–30. http://dx.doi.org/10.35134/jbe.v6i2.40.

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This study aims to determine the effect of Relative Strength Index (RSI) and Moving Average Convergence-divergence (MACD) on stock performers with Debt to Equity Ratio (DER) as a Moderation variable in Financing companies listed on the Indonesian Stock Exchange (IDX). Sampling in the study using purpose sampling method obtained 14 companies with time series data. The analysis method used in this study is multiple linear regression analysis using eview. The results show that Relative Strenth Index (RSI) partially has a positive and significant effect on stock performance, Moving Average Convergence-divergence (MACD) partially has a positive and significant effect on stock performance, Relative Strenth Index (RSI) has a positive and significant effect on stock performance. which is moderated by Debt to Equity Ratio (DER), Moving Average Convergence-divergence (MACD) has a positive and significant effect on the Performance of Shares moderated by Debt to Equity Ratio (DER).
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Neilson, Hilding R., Fabien Baron, Ryan Norris, Brian Kloppenborg, and John B. Lester. "STELLAR ATMOSPHERES, ATMOSPHERIC EXTENSION, AND FUNDAMENTAL PARAMETERS: WEIGHING STARS USING THE STELLAR MASS INDEX." Astrophysical Journal 830, no. 2 (2016): 103. http://dx.doi.org/10.3847/0004-637x/830/2/103.

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