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A competitor to M.M.D., Municipal Market Advisors, sent a note last week to other players stating "the lack of transparency of current, widely used municipal benchmarks provided by Thomson Reuters has caused the S.E.C. some concern and we expect the agency to bring those concerns to light in a forthcoming report".
Moreover, all the slope and curvature strategies were capable of outperforming the benchmarks provided by hedging strategies at the 1-year investment horizon.
The CTEs constructed in this way are evaluated against benchmarks provided by the theoretical unitary bound for coherence transfer and the minimal required transfer time (when available).
Our objective is to determine whether people seem to follow the benchmarks provided by queuing theory or whether psychological costs and perceptions of time invalidate these benchmarks.
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In [48], control tasks, from a real-time benchmark provided by Airbus, were analyzed.
A representative benchmark provided by the European Space Agency ESA and Airbus Defencece and Space, serves as a support for testing the proposed solution.
Furthermore, the proposed algorithm was applied to effectively solve the 120 problems in the benchmark provided by Taillard (1990).
It obtained the same best solutions that were reported in the literature for all problems in the benchmark provided by Carlier (1978).
The results are evaluated using H∞ criteria and simulation results from a test benchmark provided by Airbus Defence and Space demonstrate the potential of the proposed method.
A DM-inspired methodology is applied to a fault detection benchmark provided by DAMADICS to compare its relative performance to others algorithms.
Thus, for the case of slope and curvature bets, we considered a second benchmark, provided by hedging strategies, consisting of a portfolio with the same components and positions as our strategy but with weights designed to hedge the portfolio against movements of the slope or curvature.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com