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Artykuły w czasopismach na temat „Coefficients Beta”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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1

Lin, Winston T., and Yueh H. Chen. "Investment horizon and beta coefficients." Journal of Business Research 21, no. 1 (1990): 19–37. http://dx.doi.org/10.1016/0148-2963(90)90003-v.

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2

McDonald, Daniel J., Cosma Rohilla Shalizi, and Mark Schervish. "Estimating beta-mixing coefficients via histograms." Electronic Journal of Statistics 9, no. 2 (2015): 2855–83. http://dx.doi.org/10.1214/15-ejs1094.

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3

Özmutlu, Cıhan, and Ahmet Cengız. "Mass-attenuation coefficients of beta particles." International Journal of Radiation Applications and Instrumentation. Part A. Applied Radiation and Isotopes 41, no. 6 (1990): 545–49. http://dx.doi.org/10.1016/0883-2889(90)90037-h.

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4

Nwakanma, Prince C., Arewa Ajibola, and Hudson C. Nwakanma. "Effect Of Episodic Market Conditions On Beta Variability In Nigerian Stock Market." International Business & Economics Research Journal (IBER) 13, no. 2 (2014): 345. http://dx.doi.org/10.19030/iber.v13i2.8451.

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The studies on beta variability have been fully documented in the literature with various empirical stances, meaning that a concession has not been reached. In view of this we employ the variable Mean Response Regression Model to investigate the random movement of beta coefficients over time and across market phases, using monthly stock returns from Nigerian Stock Exchange (NSE). Our findings based on this model show that beta coefficients move randomly around a trend line when the market is up-beat, whereas they tend to be less volatile in the down market. However, a long-run equilibrium rela

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5

Thomas, Derek Keith. "Coefficients of strongly alpha-convex and alpha-logarithmicaly convex functions." Tamkang Journal of Mathematics 48, no. 1 (2017): 17–29. http://dx.doi.org/10.5556/j.tkjm.48.2017.2036.

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Let the function $f$ be analytic in $D=\{z:|z|<1\}$ and be given by $f(z)=z+\sum_{n=2}^{\infty}a_{n}z^{n}$. For $0< \beta \le 1$, denote by $C (\beta)$ and $S^*(\beta)$ the classes of strongly convex functions and strongly starlike functions respectively. For $0\le \alpha \le1$ and $0< \beta \le 1$, let $M(\alpha, \beta)$ be the class of strongly alpha-convex functions defined by $\left|\arg \Big((1-\alpha) \dfrac{zf'(z)}{f(z)}\Big)+\alpha (1+\dfrac{zf''(z)}{f'(z)})^{}\Big)\right|< \dfrac{\pi \beta }{2}$, and $M^{*}(\alpha, \beta)$ the class of strongly alpha-logarithmically convex

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6

Du, Yalei, and Qiujun Lu. "Estimate Beta Coefficient of CAPM Based on a Fuzzy Regression with Interactive Coefficients." Journal of Applied Mathematics and Physics 03, no. 06 (2015): 664–72. http://dx.doi.org/10.4236/jamp.2015.36079.

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7

Pişcoran, Laurian-Ioan, та Vishnu Narayan Mishra. "Projective flatness of a new class of ( α , β ) (\alpha,\beta) -metrics". Georgian Mathematical Journal 26, № 1 (2019): 133–39. http://dx.doi.org/10.1515/gmj-2017-0034.

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Abstract In this paper we investigate a new {(\alpha,\beta)} -metric {F=\beta+\frac{a\alpha^{2}+\beta^{2}}{\alpha}} , where {\alpha=\sqrt{{a_{ij}y^{i}y^{j}}}} is a Riemannian metric; {\beta=b_{i}y^{i}} is a 1-form and {a\in(\frac{1}{4},+\infty)} is a real scalar. Also, we investigate the relationship between the geodesic coefficients of the metric F and the corresponding geodesic coefficients of the metric α.

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8

Angelis, Valerio De. "Polynomial beta functions." Ergodic Theory and Dynamical Systems 14, no. 3 (1994): 453–74. http://dx.doi.org/10.1017/s0143385700007975.

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AbstractThe pointwise spectral radii of irreducible matrices whose entries are polynomials with positive, integral coefficients are studied in this paper. Most results are derived in the case that the resulting algebraic function, the beta function of S. Tuncel, is in fact a polynomial. We show that the set of beta functions forms a semiring, and the spectral radius of a matrix of beta functions is again a beta function. We also show that the coefficients of a polynomial beta function p must be real algebraic integers, and p satisfies (after a change of variables if necessary) the inequality f

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9

Sangh, Neeraj. "Static Systematic Risk Profile of Nifty 100 Stocks: A Year on Year Analysis of Beta." GIS Business 12, no. 5 (2017): 75–83. http://dx.doi.org/10.26643/gis.v12i5.3346.

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Beta Coefficient, as a measurement statistic of systematic risk of securities, was initially explained by Sharpe as a slope of simple linear regression function using rate of return on a market index as independent variable and a securitys rate of return as dependent variable. National Stock Exchange (NSE), the leading stock exchange of India, practice this ordinary least square (OLS) regression based single index market model for disseminating beta coefficients of prominent NIFTY 100 stocks. OLS regression based index model presumes that beta coefficients of securities should remain stable fo

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10

Ibrahim, A. Onour. "Modeling and assessing systematic risk in stock markets in major oil exporting countries." Economic Consultant 35, no. 3 (2021): 18–29. https://doi.org/10.46224/ecoc.2021.3.3.

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<strong><em>Introduction. </em></strong>This paper aims to assess time variability of beta coefficients (systematic risk) of Capital Asset Pricing Model (CAPM) using data from five key sectors in Saudi Arabia and Kuwait stock markets. <strong><em>Material and methods. </em></strong>To assess time – varying systematic risk we employed symmetric as well as asymmetric conditional volatility specifications to account for skewness and leptkurtosis of high frequency financial time series to better specify conditional higher moments. <strong><em>Results & discussions.</em></strong

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11

Barberà-Mariné, M. Glòria, Yanina Laumann, and Laura Fabregat-Aibar. "Analysis of Fuzzy Beta Coefficients. Evidence from the Mexican Stock Market." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 26, Suppl. 1 (2018): 59–69. http://dx.doi.org/10.1142/s0218488518400044.

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This paper represents a contribution to the empirical literature on systematic risk at a sectoral level in an emerging market, the Mexican Stock Market, incorporating all the available information of the different asset quoted prices for the beta calculation. We estimate the fuzzy beta coefficients for individual stocks as well as for sectoral indices comparing the results with OLS beta coefficients. Then, we contrast if the fuzzy estimations verify two hypothesis of the traditional portfolio theory, specifically those related to the influence of the number of stocks and the length of estimati

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12

Gressis, Nicolas, Peter W. Bacon, and Vincent Yen. "USING GOAL PROGRAMMING TO ESTIMATE DIVISIONAL BETA COEFFICIENTS." Financial Review 20, no. 3 (1985): 50. http://dx.doi.org/10.1111/j.1540-6288.1985.tb00228.x.

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13

Yi, C. Y., H. S. Han, W. K. Cho, U. J. Park, J. S. Jun, and H. S. Chai. "Calculation of Mass Attenuation Coefficients of Beta Particles." Radiation Protection Dosimetry 78, no. 3 (1998): 221–29. http://dx.doi.org/10.1093/oxfordjournals.rpd.a032355.

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14

Yoon, Peter H., Danny Summers, Jung Joon Seough, Khan Hyuk Kim, and Dong Hun Lee. "Finite-beta effects on quasi-linear diffusion coefficients." Journal of Geophysical Research: Space Physics 116, A12 (2011): n/a. http://dx.doi.org/10.1029/2011ja017070.

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15

Kamalyan, A. H., and M. I. Karakhanyan. "ON ALGEBRAIC EQUATION WITH COEFFICIENTS FROM THE $ \beta $-UNIFORM ALGEBRA $ C_{\beta} (\Omega) $." Proceedings of the YSU A: Physical and Mathematical Sciences 52, no. 3 (247) (2018): 161–65. http://dx.doi.org/10.46991/pysu:a/2018.52.3.161.

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16

Dębski, Wiesław, and Ewa Feder-Sempach. "Beta Coefficients of Polish Blue Chip Companies in the Period Of 2005–2011." Folia Oeconomica Stetinensia 12, no. 2 (2012): 90–102. http://dx.doi.org/10.2478/v10031-012-0025-6.

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Abstract Risk plays a significant role in various aspects of financial decision throughout the world financial markets. Beta parameter is one of the commonly used coefficient to estimate the systematic risk associated with stocks. Beta is mostly calculated using single index market model by W. Sharpe. This study examined the beta parameter under bull and bear market conditions on the Warsaw Stock Exchange (WSE). This paper analyses the beta responses for bad and good news for 44 stocks (14 stocks from the WIG20 index and 30 stocks from the mWIG40 index) over the last six years of trading at th

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17

Dixit, K. K., and Saurabh Porwal. "A subclass of harmonic univalent functions with positive coefficients." Tamkang Journal of Mathematics 41, no. 3 (2010): 261–69. http://dx.doi.org/10.5556/j.tkjm.41.2010.724.

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Complex-valued harmonic functions that are univalent and sense-preserving in the open unit disc $U$ can be written in the form $f=h+\bar g$, where $h$ and $g$ are analytic in $U$. In this paper authors introduce the class, $R_H(\beta)$, $(1<\beta \le 2)$ consisting of harmonic univalent functions $f=h+\bar g$, where $h$ and $g$ are of the form $ h(z)=z+ \sum_{k=2}^\infty |a_k|z^k $ and $ g(z)= \sum_{k=1}^\infty |b_k| z^k $ for which $\Re\{h'(z)+g'(z)\}<\beta$. We obtain distortion bounds extreme points and radii of convexity for functions belonging to this class and discuss a class prese

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18

Nasser, Moa'ath, and Maslina Darus. "Certain classes of meromorphic $ p $-valent functions with positive coefficients." Tamkang Journal of Mathematics 37, no. 3 (2006): 251–60. http://dx.doi.org/10.5556/j.tkjm.37.2006.170.

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We introduce the new class $ L(\alpha,\beta,\lambda,p) $ of meromorphic p-valent functions. The aim of the paper is to obtain coefficient inequalities, growth and distortion, radii of convexity and starlikeness and the convex linear combinations for the class $ L(\alpha,\beta,\lambda,p) $.

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19

Cho, Nak Eun, Young Jae Sim, and Derek K. Thomas. "On the Difference of Coefficients of Bazilevič Functions." Computational Methods and Function Theory 19, no. 4 (2019): 671–85. http://dx.doi.org/10.1007/s40315-019-00287-8.

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Abstract Let f be analytic in the unit disk $${\mathbb {D}}=\{z\in {\mathbb {C}}:|z|<1 \}$$D={z∈C:|z|<1}, and $${\mathcal {S}}$$S be the subclass of normalized univalent functions given by $$f(z)=z+\sum _{n=2}^{\infty }a_n z^n$$f(z)=z+∑n=2∞anzn for $$z\in {\mathbb {D}}$$z∈D. We give bounds for $$| |a_3|-|a_2| | $$||a3|-|a2|| for the subclass $${\mathcal B}(\alpha ,i \beta )$$B(α,iβ) of generalized Bazilevič functions when $$\alpha \ge 0$$α≥0, and $$\beta $$β is real.

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20

AOUF, M. K. "A SPECIAL CLASS OF UNIVALENT FUNCTIONS WITH NEGATIVE COEFFICIENTS." Tamkang Journal of Mathematics 27, no. 1 (1996): 1–13. http://dx.doi.org/10.5556/j.tkjm.27.1996.4249.

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There are many special classes of univalent functions in the unit disc $U$. In this paper, we consider the special class $P^*(A,B,\alpha,\beta)$, $-1\le B<A \le 1$, $-1 \le B < 0$, $0 \le\alpha < 1$ and $0 < \beta\le 1$, of univalent functions mthe umt disc $U$. And it is the purpose of this paper to show some properties of this class.

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21

Aouf, M. K. "A SPECIAL CLASS OF UNIVALENT FUNCTIONS WITH NEGATIVE COEFFICIENTS." Tamkang Journal of Mathematics 27, no. 1 (2020): 1–13. http://dx.doi.org/10.5556/j.tkjm.27.1996.3849.

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   There are many special classes of univalent functions in the unit disc U. In this paper, we consider the special class P(A, B, alpha, beta, -1 <= B < A <= 1, - 1 <= B <= 0, 0 < =alpha < 1 and 0 < beta <= 1, of univalent functions in the unit disc U. And it is the purpose of this paper to show some properties of this class.  

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22

Meitz, Mika, та Pentti Saikkonen. "Subgeometric ergodicity and β-mixing". Journal of Applied Probability 58, № 3 (2021): 594–608. http://dx.doi.org/10.1017/jpr.2020.108.

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AbstractIt is well known that stationary geometrically ergodic Markov chains are $\beta$ -mixing (absolutely regular) with geometrically decaying mixing coefficients. Furthermore, for initial distributions other than the stationary one, geometric ergodicity implies $\beta$ -mixing under suitable moment assumptions. In this note we show that similar results hold also for subgeometrically ergodic Markov chains. In particular, for both stationary and other initial distributions, subgeometric ergodicity implies $\beta$ -mixing with subgeometrically decaying mixing coefficients. Although this resul

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23

Frasin, Basem Aref. "Necessary and sufficient conditions for two subclasses of analytic functions associated with Pascal distribution series." Sarajevo Journal of Mathematics 17, no. 1 (2022): 37–44. http://dx.doi.org/10.5644/sjm.17.01.04.

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In the present paper, we determine necessary and sufficient condition for\begin{equation*}\Phi _{q}^{m}(z):=z-\sum \limits_{n=2}^{\infty }\binom{n+m-2}{m-1}%q^{n-1}(1-q)^{m}z^{n}\end{equation*}whose coefficients are probabilities of Pascal distribution to be in the class $\mathcal{H}_{\mathcal{T}}(\beta _{1},\beta _{1},\ldots ,\beta_{k};\alpha )$ of analytic functions with negative coefficients defined in the open unit disk. Further, we give necessary and sufficient condition for the integral operator $\mathcal{G}_{q}^{m}f(z)=\int_{0}^{z}\frac{\Phi_{q}^{m}(t)}{t}dt$ \ to be in the class $\math

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24

Christ, Hans Jürgen, and Peter Schmidt. "Influence of Beta Stability on Hydrogen Diffusion in Various Beta Titanium Alloys." Defect and Diffusion Forum 289-292 (April 2009): 87–94. http://dx.doi.org/10.4028/www.scientific.net/ddf.289-292.87.

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The prediction of the applicability range of beta titanium alloys in hydrogen containing environments and the systematic study of hydrogen effects on the microstructure during heat treatment require reliable information about the hydrogen diffusion coefficient DH in the respective titanium alloy. Up to now the little information available on hydrogen diffusivity in commercial titanium alloys indicates a higher hydrogen diffusion coefficient in beta titanium alloys as compared to alpha and alpha + beta titanium alloys. In the present study, the hydrogen diffusion coefficients were determined sy

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25

Polosin, V. G. "Shape measures of generalized beta distributions." Journal of Physics: Conference Series 2094, no. 2 (2021): 022009. http://dx.doi.org/10.1088/1742-6596/2094/2/022009.

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Abstract This paper presents shape measures for generalized beta distributions that unit many subfamilies of distributions. For the study of complex systems, the information entropy of the whole family of the generalized beta distribution is obtained. The paper uses the interval of entropy uncertainty as an estimate of the entropy uncertainty for probable models, which are given in units of an observable random variable. The entropy uncertainty interval was used to construct the entropy coefficient of unbiased subfamilies of the generalized beta distribution. Particular entropy coefficients ar

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26

Lee, Cheng F., and Hun Y. Park. "Value Line Investment Survey Rank Changes and Beta Coefficients." Financial Analysts Journal 43, no. 5 (1987): 70–72. http://dx.doi.org/10.2469/faj.v43.n5.70.

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27

Peterson, Robert A., and Steven P. Brown. "On the Use of Beta Coefficients in Meta-Analysis." Journal of Applied Psychology 90, no. 1 (2005): 175–81. http://dx.doi.org/10.1037/0021-9010.90.1.175.

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28

Bernis, Guillaume, and Simone Scotti. "Alternative to beta coefficients in the context of diffusions." Quantitative Finance 17, no. 2 (2016): 275–88. http://dx.doi.org/10.1080/14697688.2016.1188214.

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29

Nathuram, R., G. Subrahmanian та S. R. Thontadarya. "Mass attenuation coefficients of beta particles in 4π geometry". Physica B+C 151, № 3 (1988): 547–51. http://dx.doi.org/10.1016/0378-4363(88)90311-7.

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30

Legarda, F., and R. Idoeta. "Calculation of beta-ray attenuation coefficients through thin foils." Nuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms 103, no. 4 (1995): 429–34. http://dx.doi.org/10.1016/0168-583x(95)00785-7.

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31

Sheremeta, M. M. "Pseudostarlike and pseudoconvex solutions of a differential equation with exponential coefficients." Matematychni Studii 56, no. 1 (2021): 39–47. http://dx.doi.org/10.30970/ms.56.1.39-47.

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Dirichlet series $F(s)=e^{s}+\sum_{k=1}^{\infty}f_ke^{s\lambda_k}$ with the exponents $1<\lambda_k\uparrow+\infty$ and the abscissa of absolute convergence $\sigma_a[F]\ge 0$ is said to be pseudostarlike of order $\alpha\in [0,\,1)$ and type $\beta \in (0,\,1]$ if$\left|\dfrac{F'(s)}{F(s)}-1\right|<\beta\left|\dfrac{F'(s)}{F(s)}-(2\alpha-1)\right|$\ for all\ $s\in \Pi_0=\{s\colon \,\text{Re}\,s<0\}$. Similarly, the function $F$ is said to be pseudoconvex of order $\alpha\in [0,\,1)$ and type $\beta \in (0,\,1]$ if$\left|\dfrac{F''(s)}{F'(s)}-1\right|<\beta\left|\dfrac{F''(s)}{F'(s)

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32

Dean, A. M. "A molecular investigation of genotype by environment interactions." Genetics 139, no. 1 (1995): 19–33. http://dx.doi.org/10.1093/genetics/139.1.19.

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Abstract The fitnesses conferred by seven lactose operons, which had been transduced into a common genetic background from natural isolates of Escherichia coli, were determined during competition for growth rate-limiting quantities of galactosyl-glycerol, a naturally occurring galactoside. The fitnesses of these same operons have been previously determined on lactose and three artificial galactosides, lactulose, methyl-galactoside and galactosyl-arabinose. Analysis suggests that although marked genotype by environment interactions occur, changes in the fitness rankings are rare. The relative a

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33

Altin, Hakan. "The Existence of an Anomaly in the City Indices in Borsa Istanbul." International Journal of Corporate Finance and Accounting 8, no. 2 (2021): 12–27. http://dx.doi.org/10.4018/ijcfa.2021070102.

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The aim of the study is to reveal the existence of an abnormal return in the city indices in Borsa Istanbul. Three important calculations were made for the detection of an abnormal return. The first was the calculation of adjusted returns. The second was the calculation of beta coefficients for city indices. The third was the determination of the relationship of each city index to the market. According to the findings obtained, there was an abnormal return in the city indices. In other words, each of the city indices made a profit on market returns. However, these returns were almost equal to

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34

Katzourakis, Nikos. "On linear degenerate elliptic PDE systems with constant coefficients." Advances in Calculus of Variations 9, no. 3 (2016): 283–91. http://dx.doi.org/10.1515/acv-2015-0004.

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AbstractLet ${\mathbf{A}}$ be a symmetric convex quadratic form on ${\mathbb{R}^{Nn}}$ and Ω $\subset$$\mathbb{R}^{n}$ a bounded convex domain. We consider the problem of existence of solutions u: Ω $\subset$$\mathbb{R}^{n}$$\to$$\mathbb{R}^{N}$ to the problem${}\left\{\begin{aligned} \displaystyle\sum_{\beta=1}^{N}\sum_{i,j=1}^{n}% \mathbf{A}_{\alpha i\beta j}D^{2}_{ij}u_{\beta}&\displaystyle=f_{\alpha}&&% \displaystyle\text{in }\Omega,\\ \displaystyle u&\displaystyle=0&&\displaystyle\text{on }\partial\Omega,\end{% aligned}\right.\phantom{\}}$when ${f\in L^{2}(\Omega,\

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35

Setiawan, Abdi, Dewi Nurmasari Pane, and Adinda Tantri Rahmadani. "MOTIVASI SEBAGAI VARIABEL INTERVENING PELATIHAN TERHADAP KINERJA KARYAWAN." Arthavidya Jurnal Ilmiah Ekonomi 26, no. 2 (2024): 230–42. https://doi.org/10.37303/a.v26i2.567.

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Penelitian ini menguji hubungan antara pelatihan (X) dengan kinerja pegawai (Y) pada Sekretariat DPRD Provinsi Sumatera Utara melalui motivasi (Z) secara langsung dan tidak langsung. Dari 107 orang, algoritma Slovin memilih 52 pegawai pemerintah sebagai sampel representatif. Pendekatan pengambilan sampel bersifat purposive. Penelitian ini dilakukan pada tahun 2022. Kuesioner responden memberikan data primer. Analisis jalur dilakukan terhadap data kuantitatif yang diolah dengan SPSS 24.0. Nilai Standardised Coefficients Beta Pelatihan sebesar 0,900 dengan tingkat signifikansi 0,000 menunjukkan

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36

Amdeberhan, Tewodros, Victor H. Moll, and Christophe Vignat. "A probabalistic interpretation of a sequence related to Narayana polynomials." Online Journal of Analytic Combinatorics, no. 8 (December 31, 2013): 1–25. https://doi.org/10.61091/ojac-801.

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A sequence of coefficients appearing in a recurrence for the Narayana polynomials is generalized. The coefficients are given a probabilistic interpretation in terms of beta distributed random variables. The recurrence established by M. Lasalle is then obtained from a classical convolution identity. Some arithmetical properties of the generalized coefficients are also established.

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37

Motamednezhad, Ahmad, and Safa Salehian. "Certain class of m-fold functions by applying Faber polynomial expansions." Studia Universitatis Babes-Bolyai Matematica 66, no. 3 (2021): 491–505. http://dx.doi.org/10.24193/subbmath.2021.3.07.

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"In this paper, we introduce new class $\Sigma_{m}(\mu,\lambda,\gamma,\beta)$ of $m$-fold symmetric bi-univalent functions. Furthermore, we use the Faber polynomial expansions to find upper bounds for the general coefficients $|a_{mk+1}|(k \geqq 2)$ of functions in the class $\Sigma_{m}(\mu,\lambda,\gamma,\beta)$. Moreover, we obtain estimates for the initial coefficients $|a_{m+1}| $ and $|a_{2m+1}|$ for functions in this class. The results presented in this paper would generalize and improve some recent works."

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38

ONITSUKA, MASAKAZU. "Instability of second-order nonhomogeneous linear difference equations with real-valued coefficients." Carpathian Journal of Mathematics 37, no. 3 (2021): 489–95. http://dx.doi.org/10.37193/cjm.2021.03.11.

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In J. Comput. Anal. Appl. (2020), pp. 152--165, the author dealt with Hyers--Ulam stability of the second-order linear difference equation $\Delta_h^2x(t)+\alpha \Delta_hx(t)+\beta x(t) = f(t)$ on $h\mathbb{Z}$, where $\Delta_hx(t) = (x(t+h)-x(t))/h$ and $h\mathbb{Z} = \{hk|\,k\in\mathbb{Z}\}$ for the step size $h>0$; $\alpha$ and $\beta$ are real numbers; $f(t)$ is a real-valued function on $h\mathbb{Z}$. The purpose of this paper is to clarify that the second-order linear difference equation has no Hyers--Ulam stability when the step size $h>0$ and the coefficients $\alpha$ and $\beta$

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39

Ullah, Naqeeb, and Umair Asghar. "Efficient Market Hypothesis: An Exploratory Study of FTSE-100 Stock Market." Journal of Business & Tourism 9, no. 01 (2023): 12–20. http://dx.doi.org/10.34260/jbt.v9i01.269.

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The weak form of the efficient market hypothesis posits that stock prices reflect all publicly available information in the market but not undisclosed or private information. To empirically validate the weak form of an efficient market hypothesis, ten years of data from 2012 to 2020 was collected for the (FTSE) Financial Times Stock Exchange Group -100 index. Ordinary least square (OLS) regression was used through SPSS software for statistical tests. The regression tests' findings reveal that the beta coefficient's value is greater than or less than 0 for the lag value of t-1, t-2, t-3, t-4, t

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Turvey, Calum G. "Regional and Farm-Level Risk Analyses with the Single-Index Model." Northeastern Journal of Agricultural and Resource Economics 20, no. 2 (1991): 181–88. http://dx.doi.org/10.1017/s0899367x00003019.

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This paper estimates single-index model (SIM) beta coefficients for the major cash crops of Ontario's agricultural-producing counties. Beta coefficients are estimated using per acre gross revenues weighted by (1) the proportion of each crop planted in each county and (2) equal weights. The results show that sometimes substantial differences arise from these procedures. Implications for government policy and farm-level risk-management strategies are discussed. A practical approach for using SIM for farm management purposes is presented and the effects of systematic and nonsystematic risk are di

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Suryana, Popo, and Mochammad Rifal Haryadi. "LE DELICE CAFÉ AND BAKERY STORE ATMOSPHERE AND PROMOTION ON CONSUMER SATISFACTION AND LOYALTY." TRIKONOMIKA 18, no. 1 (2019): 30. http://dx.doi.org/10.23969/trikonomika.v18i1.1255.

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Le Delice Cafe and Bakery is a business that engaged in the culinary business. Analysis of data used is using path analysis (path analysis), multiple correlation, and coefficients of determination. Based on the analysis of the effect of the store atmosphere and promotion to customer satisfaction simultaneously is equal 159.147. While partially in the structure of I store atmosphere into a variable that has a dominant influence on customer satisfaction, because based on the calculation of standardized coefficients beta has the highest value of 0.519 compared to the promotion. While in structure

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Chen, James Ming. "Interpreting Linear Beta Coefficients Alongside Feature Importances in Machine Learning." Atlantic Economic Journal 49, no. 2 (2021): 245–47. http://dx.doi.org/10.1007/s11293-021-09711-8.

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Ermis, E. E., and C. Celiktas. "Determination of beta attenuation coefficients by means of timing method." Annals of Nuclear Energy 41 (March 2012): 115–18. http://dx.doi.org/10.1016/j.anucene.2011.11.003.

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Singh, Bhupender, and R. K. Batra. "A method for calculating mass-attenuation coefficients of beta particles." International Journal of Radiation Applications and Instrumentation. Part A. Applied Radiation and Isotopes 38, no. 12 (1987): 1027–31. http://dx.doi.org/10.1016/0883-2889(87)90065-7.

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Revelle, William, and Richard E. Zinbarg. "Coefficients Alpha, Beta, Omega, and the glb: Comments on Sijtsma." Psychometrika 74, no. 1 (2008): 145–54. http://dx.doi.org/10.1007/s11336-008-9102-z.

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Brabenec, Tomas, Frantisek Poborsky, and Sean Patrick Saßmannshausen. "The Difference Between Preferred & Common Stocks in Europe from the Market Perspective." Journal of Competitiveness 12, no. 3 (2020): 64–81. http://dx.doi.org/10.7441/joc.2020.03.04.

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Companies listed on the stock market must devote a great deal of attention to their market position. They must increase their competitive advantage in the undeniably key process of the issuance of stocks. As the issuance of preferred stocks has increased after the last crisis and in the current period of low interest rates in Europe, they are becoming more favoured investment instruments, we decided to analyse the real properties of preferred stocks in Europe in order to increase the efficiency of joint-stock companies. Using a dataset comprising all companies having both common and preferred

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Alaifari, Rima, Francesca Bartolucci, and Matthias Wellershoff. "Unique wavelet sign retrieval from samples without bandlimiting." Proceedings of the American Mathematical Society, Series B 11, no. 30 (2024): 330–44. http://dx.doi.org/10.1090/bproc/201.

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We study the problem of recovering a signal from magnitudes of its wavelet frame coefficients when the analyzing wavelet is real-valued. We show that every real-valued signal can be uniquely recovered, up to global sign, from its multiwavelet frame coefficients \[ { | W ϕ i f ( α m β n , α m ) | : i ∈ { 1 , 2 , 3 } , m , n ∈ Z } \{\lvert \mathcal {W}_{\phi _i} f(\alpha ^{m}\beta n,\alpha ^{m}) \rvert : i\in \{1,2,3\}, m,n\in \mathbb {Z}\} \] for every α > 1 , β > 0 \alpha >1,\beta >0 with β ln ⁡ ( α ) ≤ 4 π / ( 1 + 4 p ) \beta \ln (\alpha )\leq 4\pi /(1+4p) , p > 0 p>0 , when

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Oberdieck, Georg. "Gromov–Witten Theory of $\text{K3} \times {\mathbb{P}}^1$ and Quasi-Jacobi Forms." International Mathematics Research Notices 2019, no. 16 (2017): 4966–5011. http://dx.doi.org/10.1093/imrn/rnx267.

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Abstract Let $S$ be a K3 surface with primitive curve class $\beta$. We solve the relative Gromov–Witten theory of $S \times {\mathbb{P}}^1$ in classes $(\beta,1)$ and $(\beta,2)$. The generating series are quasi-Jacobi forms and equal to a corresponding series of genus $0$ Gromov–Witten invariants on the Hilbert scheme of points of $S$. This proves a special case of a conjecture of Pandharipande and the author. The new geometric input of the paper is a genus bound for hyperelliptic curves on K3 surfaces proven by Ciliberto and Knutsen. By exploiting various formal properties we find that a ke

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Kaur, Manjit, and Vijay Kumar. "Beta Chaotic Map Based Image Encryption Using Genetic Algorithm." International Journal of Bifurcation and Chaos 28, no. 11 (2018): 1850132. http://dx.doi.org/10.1142/s0218127418501328.

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In this paper, an efficient image encryption technique using beta chaotic map, nonsubsampled contourlet transform, and genetic algorithm is proposed. Initially, the nonsubsampled contourlet transform is utilized to decompose the input image into subbands. The beta chaotic map is used to develop pseudo-random key that encrypts the coefficients of subbands. However, it requires certain parameters to encrypt these coefficients. A multiobjective fitness function for genetic algorithm is designed to find the optimal parameter of beta chaotic map. The inverse of nonsubsampled contourlet transform is

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Li, Chunli, and Wenchang Chu. "Infinite Series Concerning Tails of Riemann Zeta Values." Axioms 12, no. 8 (2023): 761. http://dx.doi.org/10.3390/axioms12080761.

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Infinite series involving Riemann’s zeta and Dirichlet’s lambda tails, and weighted by three harmonic-like elementary symmetric functions are examined. By means of integral representations of zeta tails together with the telescopic approach, twelve general summation theorems are established that express these series as coefficients of the bivariate beta function Beta(u,v). By further expanding Beta(u,v) into Laurent series in u and v, several explicit summation formulae are shown as consequences.

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