When sub images are merged to their higher-level bigger ones, a threshold of quadratic deviation and a level difference is used to control if leaf nodes and their corresponding middle node on the quadtree would be produced or not.

The research about futures hedging model has experienced three stages of development-traditional hedging, linear regression, Linear mean variance.

As its application,this paper studies class of mean-variance portfolio selection problem with continuous-time,its objective is to minimize the expected terminal return and minimize the variance of the terminal wealth.

We study the different efficient frontiers of Mean-variance model obtained by solving mean-VaR model,and show that the Mean-VaR efficient set are subset of the Mean-Variance efficient frontier under assumption that returns are normally distributed.

The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.

This paper studies mean-variance portfolio model and shows optimum solution of the model.

With the perspective of risk transferring, this thesis focuses on discussing the reinsurance optimization model under mean-variance principle, utility theory and sharpe s ratio, their meanings, basic ideas and conditions applicable.

Thes paper analyzes the frontiers of efficient mean-variance portfolio with non-linear programming.

Secondly the threshold method of the maximum equation difference gets the conglutinate letters from the image.

From the contrary characteristics of multiwavelet transforms of signal and noise that the transform values of noises rapidly reduce with the increased transform scale while the transform values of signals rapidly increase, the formula was deduced and presented by correlation algorithm for the multiwavelet noise variance threshold.