Results 351 to 360 of about 320,658 (381)
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Pricing Kernel Monotonicity and Conditional Information
, 2017A large literature finds evidence that pricing kernels nonparametrically estimated from option prices and historical returns are not monotonically decreasing in market index returns.
Matthew Linn +2 more
semanticscholar +1 more source
2018
Measuring the information provided by the observation of events has been a challenge for seventy years, since the simultaneous inception of entropy by Claude Shannon and Norbert Wiener in 1948. Various definitions have been proposed, depending on the context, the point of view and the chosen knowledge representation.
Bouchon-Meunier, Bernadette +1 more
openaire +3 more sources
Measuring the information provided by the observation of events has been a challenge for seventy years, since the simultaneous inception of entropy by Claude Shannon and Norbert Wiener in 1948. Various definitions have been proposed, depending on the context, the point of view and the chosen knowledge representation.
Bouchon-Meunier, Bernadette +1 more
openaire +3 more sources
Games and Economic Behavior, 2018
We explore when it is optimal for senders to commit to signal structures which induce the receiver to take higher actions when the underlying state is higher and the preferences of the receiver satisfy strategic complementarity conditions. Building on the literature on monotone comparative statics, we provide sufficient conditions for the sender's ...
openaire +2 more sources
We explore when it is optimal for senders to commit to signal structures which induce the receiver to take higher actions when the underlying state is higher and the preferences of the receiver satisfy strategic complementarity conditions. Building on the literature on monotone comparative statics, we provide sufficient conditions for the sender's ...
openaire +2 more sources
2010
Self-stabilization guarantees convergence to a legitimate configuration in every execution starting from any initial configuration. However, during convergence, most self-stabilizing protocols make unnecessary output changes that do not directly contribute to the progress of convergence.We define and study monotonic stabilization, where every output ...
Yamauchi, Yukiko, Tixeuil, Sébastien
openaire +1 more source
Self-stabilization guarantees convergence to a legitimate configuration in every execution starting from any initial configuration. However, during convergence, most self-stabilizing protocols make unnecessary output changes that do not directly contribute to the progress of convergence.We define and study monotonic stabilization, where every output ...
Yamauchi, Yukiko, Tixeuil, Sébastien
openaire +1 more source
Monotonicity, Convexity and Inequalities Involving the Generalized Elliptic Integrals
Acta Mathematica Scientia, 2019Miao-Kun Wang, Wen Zhang, Y. Chu
semanticscholar +1 more source
Unternehmensforschung Operations Research - Recherche Opérationnelle, 1967
Minty undPrager haben Netzwerke betrachtet, bei denen der Flus und die Spannung fur jede Kante durch eine monoton steigende Kurve gekoppelt sind. Die Aufgabe, Flus und Spannung im Netzwerk so zu bestimmen, das die Koppelung fur jede Kante erfullt ist, ist aquivalent zu jeder der beiden folgenden Aufgaben: 1.
openaire +3 more sources
Minty undPrager haben Netzwerke betrachtet, bei denen der Flus und die Spannung fur jede Kante durch eine monoton steigende Kurve gekoppelt sind. Die Aufgabe, Flus und Spannung im Netzwerk so zu bestimmen, das die Koppelung fur jede Kante erfullt ist, ist aquivalent zu jeder der beiden folgenden Aufgaben: 1.
openaire +3 more sources
Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
Annals of Probability, 2022exaly
On the Monotonicity of Interval Type-2 Fuzzy Logic Systems
IEEE Transactions on Fuzzy Systems, 2014Chengdong Li, Jianqiang Yi
exaly