Results 121 to 130 of about 1,129,804 (223)
Non-Linear Asset Valuation on Markets with Frictions [PDF]
This paper provides a non-linear pricing rule for the valuation of assets on financial markets with intermediaries.The non-linearity arises from the fact that dealers charge a price for their intermediation between buyer and seller.
Lapied, A. +2 more
core
On Choquet Integrals and Pointwise Estimates
We consider inequalities where integrals are defined in the sense of Choquet with respect to Hausdorff content. We study cases where continuously differentiable functions are defined on open, connected sets with so much regularity that there exists a pointwise estimate between the values of a function and its gradient under the maximal operator or the ...
Harjulehto Petteri +1 more
openaire +3 more sources
The bipolar Choquet integral representation [PDF]
, 2014 Greco, Salvatore, Rindone, Fabio
core +1 more source
In search of characterization of the preference for safety under the Choquet model [PDF]
Victor prefers safety more than Ursula if whenever Ursula prefers some constant to some uncertain act, so does Victor. This paradigm, whose Expected Utility version takes the form of Arrow & Pratt's more risk averse concept, will be studied in the ...
Michèle Cohen, Isaac Meilijson
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A comparison on choquet integral with respect to different information-based fuzzy measures
, 2010 [[abstract]]In this paper, for grouped data, three kinds of the Choquet integral regression models with fuzzy measures based on joint entropy, complexity and multiple mutual information is considered. The above three fuzzy measures are called, E-measure,
Chang, Horng-Jinh ; Liu, Hsiang-Chuan ; Tseng, Shang-Wen ; Chang, Fengming M.
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New Computational Models for the Choquet Integral
, 2020 International audienceMultiobjective optimization is a central problem in a wide range of contexts, such as multi-agent optimization and multicriteria decision support or decision under risk and uncertainty.
Perny, Patrice, Martin, Hugo
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Breast cancer survival prognosis using the graph convolutional network with Choquet fuzzy integral. [PDF]
Sci Rep, 2023 Palmal S, Arya N, Saha S, Tripathy S.
europepmc +1 more source
A Comparison on Choquet Integral with Respect to Different Information-Based Fuzzy Measures
, 2009 [[abstract]]When interactions among independent variables exist in forecasting problems, the performance of the traditional multiple linear regression method is poor. On the contrary, non-additive fuzzy measures and fuzzy integral can be considered.
Shang-Wen Tseng
core
The Choquet integral as a linear interpolator
, 2004 International audienceWe show that the Choquet integral is the unique linear interpolator between vertices of the $[0, 1]^n$ hypercube, using the least possible number of vertices.
Grabisch, Michel
core +1 more source
Covariance Representations and Coherent Measures for Some Entropies. [PDF]
Entropy (Basel), 2023 Zuo B, Yin C.
europepmc +1 more source