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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
The Dependence Of Measured Modulation Error Ratio On Phase Noise, Ron D. Katznelson
The Dependence Of Measured Modulation Error Ratio On Phase Noise, Ron D. Katznelson
Ron D. Katznelson
This paper reviews the algorithms used by Vector Signal Analyzers to measure Modulation Error Ratio (MER) and derives the explicit functional dependence of measured MER on phase noise of digital transmitters. The modulation error model is introduced and the analytical expression for key estimated parameters required to obtain MER measure are derived. The essential elements of algorithms employed by MER measurement instruments to estimate amplitude scale, frequency offset, and initial phase intercept and the resulting MER are identified. The frequency response of the effective phase-noise rejection filtering action associated with a given measurement epoch is derived. It is shown that …
Lexicographic Goal Programming Approach For Portfolio Optimization, Mehdi Jafarian, Azizolah Jafari
Lexicographic Goal Programming Approach For Portfolio Optimization, Mehdi Jafarian, Azizolah Jafari
Mehdi Jafarian
The mean variance model of portfolio optimization that was introduced by Markowitz includes two conflicted objective functions. These two criteria, risk and return does not encompass all of the information about investment. Information like liquidity, annual dividends and performance in later years. Thus portfolio selection is a usual multi-objective decision making (MODM) problem. This paper will investigate the optimum portfolio for a private investor, taking into account 6 criteria. It is well known that GP, based on preemptive priorities and target values, has been successful in solving MODM problems. In this paper we classify the MODM model with consideration of …