Results 1 to 10 of about 4,525 (250)
Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector
Entropy, 2021 We are looking for tools to identify, model, and measure systemic risk in the insurance sector. To this aim, we investigated the possibilities of using the Dynamic Time Warping (DTW) algorithm in two ways.
Anna Denkowska, Stanisław Wanat
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Entropy, 2021 In the paper, we begin with introducing a novel scale mixture of normal distribution such that its leptokurticity and fat-tailedness are only local, with this “locality” being separately controlled by two censoring parameters.
Łukasz Lenart +2 more
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Entropy, 2021 Formal Bayesian comparison of two competing models, based on the posterior odds ratio, amounts to estimation of the Bayes factor, which is equal to the ratio of respective two marginal data density values.
Anna Pajor
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Can Producers’ Price War End Up in an Optimal Allocation?
Mathematics, 2022 The paper presents a theoretical framework for the phenomenon of the price war in the context of general equilibrium, with special attention to the production system.
Marta Kornafel
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Optimal consumption problem in the Vasicek model [PDF]
Opuscula Mathematica, 2015 We consider the problem of an optimal consumption strategy on the infinite time horizon based on the hyperbolic absolute risk aversion utility when the interest rate is an Ornstein-Uhlenbeck process.
Jakub Trybuła
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Contractive and optimal sets in Musielak-Orlicz spaces with a smoothness condition [PDF]
Opuscula Mathematica, 2013 In this paper we use our recent generalization of a theorem of Jamison-Kamińska-Lewicki (characterizing one-complemented subspaces in Musielak-Orlicz sequence spaces defined by Musielak-Orlicz functions satisfying a general smoothness condition) in order
Anna Denkowska
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Risks, 2020 In the present work, we analyze the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis, we assume that the stock quotations of insurance companies reflect market sentiments, which ...
Anna Denkowska, Stanisław Wanat
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Examining GDP Growth and Its Volatility: An Episodic Approach
Entropy, 2021 In this paper, we study economic growth and its volatility from an episodic perspective. We first demonstrate the ability of the genetic algorithm to detect shifts in the volatility and levels of a given time series.
Jakub Bartak +2 more
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Entropy-Based Measure of Statistical Complexity of a Game Strategy
Entropy, 2020 In this note, we introduce excess strategic entropy—an entropy-based measure of complexity of the strategy. It measures complexity and predictability of the (mixed) strategy of a player.
Fryderyk Falniowski
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Energies, 2021 The main objective of the paper is to present the development of digital economy and society in the Countries of the European Union in the light of the digital convergence of these markets.
Ryszard Borowiecki +5 more
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