The index tracking strategies of passive and enhanced index equity funds

…, DR Gallagher, TN Oetomo - Australian Journal of …, 2005 - journals.sagepub.com
This study represents the first empirical examination of the daily trading and portfolio configuration
strategies of index and enhanced index equity funds. We document that passive funds …

Further analysis of the liquidity and information components of institutional orders: Active versus passive funds

A Frino, DR Gallagher, TN Oetomo - Pacific-Basin Finance Journal, 2006 - Elsevier
Previous research examining the price impact of institutional trading concludes that index
funds incur higher liquidity costs due to the higher demand for trading immediacy. However, …

Execution costs in futures markets

TN Oetomo, G Wearin, A Frino, T Kortian - JASSA, 2006 - search.informit.org
The magnitude of slippage in futures markets is expected to be smaller than that of equity
markets. Relative to equity markets, futures markets are far more liquid3, traders are less likely …

[PDF][PDF] Problems with methodologies measuring price behavior around institutional trades

A Frino, DR Gallagher, TN Oetomo - Citeseer
Prior studies document an asymmetry in the price impacts surrounding institutional trades,
where purchases experience price continuations and sales exhibit price reversals. This study …

Magnetic surgical instruments for robotic abdominal surgery

…, D Thiruchelvam, D Oetomo… - IEEE reviews in …, 2016 - ieeexplore.ieee.org
This review looks at the implementation of magnetic-based approaches in surgical instruments
for abdominal surgeries. As abdominal surgical techniques advance toward minimizing …

The Implementation of End User Computing Satisfaction and Delone & Mclean Model to Analyze User Satisfaction of M. TIX Application

…, S Arijanti, AY Rukmana, DS Oetomo… - Jurnal Informasi dan …, 2023 - jidt.org
This study aims to identify the elements that affect user satisfaction and the degree of user
satisfaction with the online ticket application. This study makes use of the End User Computing …

When To Grow? A Fitting Risk-Aware Policy for Layer Growing in Deep Neural Networks

…, T Malepathirana, D Senanayake, D Oetomo… - arXiv preprint arXiv …, 2024 - arxiv.org
Neural growth is the process of growing a small neural network to a large network and has
been utilized to accelerate the training of deep neural networks. One crucial aspect of neural …

Evaluating rehabilitation progress using motion features identified by machine learning

…, F Khan, A Oliver, I Mareels, D Oetomo… - IEEE Transactions …, 2020 - ieeexplore.ieee.org
Evaluating progress throughout a patient's rehabilitation episode is critical for determining the
effectiveness of the selected treatments and is an essential ingredient in personalised and …

[PDF][PDF] Motion Planning with Continuous Contact for Dribbling in RoboCup

R Mohamad, J Eden, N Cook, D Lau, D Oetomo - researchgate.net
A set of constraints for motion planning whilst maintaining contact between a robot and a
passive object is considered. It is demonstrated that a set of kinematic limits for the trajectory …

[PDF][PDF] Dual-loop Iterative Optimal Control for the Continuous Time Finite Horizon Linear Quadratic Regulator Problem with Unknown Dynamics

J Fong, Y Tan, V Crocher, D Oetomo, I Mareels - vincentcrocher.fr
Achieving optimal performance over a finite-time horizon has gained a lot of attention in
many engineering applications. Among them the Finite Horizon Linear Quadratic Regulator (…