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
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Applying a complexity-based Choquet integral to evaluate students’ performance
, 2012 [[abstract]]The weighted arithmetic mean and the regression methods are the most often used operators to aggregate criteria in decision making problems with the assumption that there are no interactions among criteria.
謝俊逸;Shieh, Jiunn-I;吳信宏;Wu, Hsin-Hung;劉湘川;Liu, Hsiang-Chuan
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Identification of Priority Areas for Soil and Water Conservation Planning Based on Multi-Criteria Decision Analysis Using Choquet Integral. [PDF]
Int J Environ Res Public Health, 2020 Zhang H +7 more
europepmc +1 more source
Real Options under Choquet-Brownian Ambiguity [PDF]
Real options models characterized by the presence of ambiguity have been recently proposed. But based on recursive multiple-priors approaches to solve ambiguity, these seminal models reduce individual preferences to extreme pessimism by considering only ...
André Lapied +2 more
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Generalizing Choquet integral with level dependent capacities
, 2006 We present a generalization of Choquet integral in which the capacity depends on the level of the aggregated variables. We show that as particular cases of our generalization of Choquet integral there are the Sugeno integral, the Sipos integral and the ...
GIOVE, Silvio +4 more
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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
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
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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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The bipolar Choquet integral representation [PDF]
, 2014 Greco, Salvatore +2 more
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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