Results 11 to 20 of about 20,960,063 (275)
Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [PDF]
Journal of Asset Management and Financing, 2018 The goal of the current study is performance evaluation of Iranian OTCs companies by using stochastic dominance and optimizing them by employing Artificial Neural Network and Particle Swarm Optimization hybrid model .To fulfill this objective, we used ...
Sajad Jamshidi, Gholam Reza Zamanian
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Trading Cryptocurrencies Using Second Order Stochastic Dominance
Mathematics, 2021 This research is the first attempt to customize a trading system that is based on second order stochastic dominance (SSD) to five known cryptocurrencies’ daily data: Bitcoin, Ethereum, XRP, Binance Coin, and Cardano.
Gil Cohen
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Violations of dominance in decision-making
Business Research, 2019 A key premise underlying most of the economic literature is that rational decision-makers will choose dominant strategies over dominated alternatives. However, prior literature in various disciplines including business, psychology, and economics document
Thomas Kourouxous, Thomas Bauer
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Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints [PDF]
Mathematical Programming, 2007 Stochastic dominance relations are well studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into stochastic optimization problems as constraints. In the discrete case, stochastic optimization models involving second order stochastic dominance constraints can be solved by
Nilay Noyan, Andrzej Ruszczynski
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Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]
, 2014 In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu +2 more
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Risk Aversion, Loss Aversion, and the Demand for Insurance
Risks, 2018 In this paper we analyze insurance demand when the utility function depends both upon final wealth and the level of losses or gains relative to a reference point.
Louis Eeckhoudt +2 more
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Analyzing multidimensional measures of poverty and their influences in China's Qinba Mountains
Chinese Journal of Population, Resources and Environment, 2020 :: We use the Alkire–Foster poverty measure and decomposition method to study multidimensional poverty in the Qinling–Daba contiguous poor area of China's Henan Province.
Wenxian Jiao
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Large primordial fluctuations in gravitational waves from phase transitions
Journal of High Energy Physics, 2023 It is well-known that first-order phase transitions in the early universe can be a powerful source of observable stochastic gravitational wave backgrounds.
Arushi Bodas, Raman Sundrum
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Economies, 2017 Both stochastic dominance and Omegaratio can be used to examine whether the market is efficient, whether there is any arbitrage opportunity in the market and whether there is any anomaly in the market.
Xu Guo, Xuejun Jiang, Wing-Keung Wong
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Entropy, 2021 In this article, the “truncated-composed” scheme was applied to the Burr X distribution to motivate a new family of univariate continuous-type distributions, called the truncated Burr X generated family.
Rashad A. R. Bantan +4 more
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