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This paper investigates the
This paper presents a model for determining an optimal blend of ingredients for livestock feed by application of goal programming. Besides the standard problem of livestock Nike Free Runs feed where the requirements for basic nutrients have to be met at minimized costs and which is solved mainly by linear programming, the authors also introduce the goals of meal quality where different requirements of decision makers are modeled by goal programming.
We briefly summarize a previously published fast box-counting algorithm for computing the box-count fractal dimension, and adapt it to provide more points on the box-count versus box-size curve. We then present a C language implementation of the algorithm that consists of a routine called boxcount. It uses a flexible memory-addressing scheme that makes it suitable for analyzing multidimensional data, as well as analyzing time-series data efficiently with different embedding dimensions. A stand-alone program that uses boxcount is also presented.
This paper investigates the statistical behaviour of daily gold price data from 1971 to 2002. We find that the observations are characterised by short run persistence and scaling with a break point of 15 days, i.e., three working weeks. Daily returns are highly leptokurtic, with multi-period returns only recovering Gaussianity after 235 days (approximately eleven working months). Volatility also scales, with long-run correlations being Free Run 3 particularly important.