Abstract: A printing system (10, 11) includes (i) an intermediate transfer member (ITM) (44), which is configured to receive ink droplets from an ink supply subsystem to form an ink image thereon, and to absorb at least part of an optical radiation (81) directed to the ITM (44) for heating the ITM (44), and (ii) an optical assembly (33) having one or more sensors (25), which are facing the ITM (44), and in response to sensing an optical signal emitted from at least one of the ITM (44) and a substance being carried by the ITM (44), the optical assembly (33) is configured to produce a signal indicative of the substance.

Abstract: A method is for determining a factor exposure of an asset collection for each of time intervals in a period of time, the asset collection including at least one asset. An objective function which includes an estimation error term or at least one transition error term is determined. The estimation error term represents an estimation error at each time interval between a performance of the asset collection and a sum of products of each of the factor exposure and its respective factor. The transition error term represents a transition error at each time interval after a first time interval for each of the factor exposure between the time interval and a prior time interval. At least one hedging or leveraging constraint on the factor exposure for at least one of the time intervals is defined. The factor exposure by optimizing a value of the objective function is determined.

Abstract: A method is for determining a factor exposure of an asset collection for each of time intervals in a period of time. For each of time intervals, an objective function which includes an estimation error term or at least one transition error term is determined. The estimation error term represents an estimation error at each time interval between a performance of the asset collection and a sum of products of each of the at least one factor exposure and its respective factor. The at least one transition error term represents a transition error at each time interval after a first time interval for each of the at least one factor exposure between the time interval and a prior time interval. For each of time intervals, the at least one factor exposure by optimizing a value of the objective function is determined.

Abstract: Methods and systems for estimating time-varying factor exposures of either an individual financial instrument or a portfolio of such instruments, through the solution of a constrained multi-criteria dynamic optimization problem, providing an estimation error function and one or more transition error functions to be minimized over a period of time. The factor exposures relay the influence of the factors on the return of the instrument or portfolio. The estimation error function provides the estimation error at each time interval between the return of the asset collection and a sum of products of each factor exposure and its respective factor. Each transition error function provides a transition error of each factor exposure between time intervals. In one embodiment, the constraints can include a budget constraint and non-negativity bounds applying to some or all of the factor exposures.

Abstract: Methods and systems for estimating time-varying factor exposures of either an individual financial instrument or a portfolio of such instruments, through the solution of a constrained multi-criteria dynamic optimization problem, providing an estimation error function and one or more transition error functions to be minimized over a period of time. The factor exposures relay the influence of the factors on the return of the instrument or portfolio. The estimation error function provides the estimation error at each time interval between the return of the asset collection and a sum of products of each factor exposure and its respective factor. Each transition error function provides a transition error of each factor exposure between time intervals. In one embodiment, the constraints can include a budget constraint and non-negativity bounds applying to some or all of the factor exposures.

Abstract: Methods and systems for estimating time-varying factor exposures of either an individual financial instrument or a portfolio of such instruments, through the solution of a constrained multi-criteria dynamic optimization problem, providing an estimation error function and one or more transition error functions to be minimized over a period of time. The factor exposures relay the influence of the factors on the return of the instrument or portfolio. The estimation error function provides the estimation error at each time interval between the return of the asset collection and a sum of products of each factor exposure and its respective factor. Each transition error function provides a transition error of each factor exposure between time intervals. In one embodiment, the constraints can include a budget constraint and non-negativity bounds applying to some or all of the factor exposures.

Abstract: Methods and systems for estimating time-varying factor exposures of either an individual financial instrument or a portfolio of such instruments, through the solution of a constrained multi-criteria dynamic optimization problem, providing an estimation error function and one or more transition error functions to be minimized over a period of time. The factor exposures relay the influence of the factors on the return of the instrument or portfolio. The estimation error function provides the estimation error at each time interval between the return of the asset collection and a sum of products of each factor exposure and its respective factor. Each transition error function provides a transition error of each factor exposure between time intervals. In one embodiment, the constraints can include a budget constraint and non-negativity bounds applying to some or all of the factor exposures.

Abstract: Methods and systems for estimating time-varying factor exposures of either an individual financial instrument or a portfolio of such instruments, through the solution of a constrained multi-criteria dynamic optimization problem, providing an estimation error function and one or more transition error functions to be minimized over a period of time. The factor exposures relay the influence of the factors on the return of the instrument or portfolio. The estimation error function provides the estimation error at each time interval between the return of the asset collection and a sum of products of each factor exposure and its respective factor. Each transition error function provides a transition error of each factor exposure between time intervals. In one embodiment, the constraints can include a budget constraint and non-negativity bounds applying to some or all of the factor exposures.

Abstract: Methods and systems for estimating time-varying factor exposures of either an individual financial instrument or a portfolio of such instruments, through the solution of a constrained multi-criteria dynamic optimization problem, providing an estimation error function and one or more transition error functions to be minimized over a period of time. The factor exposures relay the influence of the factors on the return of the instrument or portfolio. The estimation error function provides the estimation error at each time interval between the return of the asset collection and a sum of products of each factor exposure and its respective factor. Each transition error function provides a transition error of each factor exposure between time intervals. In one embodiment, the constraints can include a budget constraint and non-negativity bounds applying to some or all of the factor exposures.