Results 51 to 60 of about 59,171 (165)

Graph‐Laplacian modeling of spatiotemporal effects for house price estimation

Real Estate Economics, EarlyView.
Abstract Many variables involve the modeling of spatial effects, and their dynamics over time. This article presents a linear model in which spatiotemporal random effects are modeled by graph‐Laplacians. A graph‐Laplacian flexibly encodes adjacency in both space and time, in our case not depending on unknown parameters. The graph‐Laplacian can be input
Willem P Sijp, Marc K. Francke
wiley   +1 more source

Geršhgorin-type theorems for Z1-eigenvalues of tensors with applications

Demonstratio Mathematica
In this article, we present several Geršhgorin-type theorems for Z1{Z}_{1}-eigenvalues of tensors, which improve the results provided by Wang et al. (Some upper bounds on Zt{Z}_{t}-eigenvalues of tensors, Appl. Math. Comput.
Shen Xiaowei, Hao Qian, He Jun, Wang Guangbin   +3 more
doaj   +1 more source

Some Properties of the Strong Primitivity of Nonnegative Tensors

Journal of Applied Mathematics, 2018
We show that an order m dimension 2 tensor is primitive if and only if its majorization matrix is primitive, and then we obtain the characterization of order m dimension 2 strongly primitive tensors and the bound of the strongly primitive degree ...
Lihua You, Yafei Chen, Pingzhi Yuan
doaj   +1 more source

Cross‐Prudence and Optimal Prevention

International Economic Review, EarlyView.
ABSTRACT In this paper, we study optimal prevention in the presence of a correlated nonfinancial background risk. Under positive correlation, cross‐prudence in the nonfinancial attribute reduces optimal prevention. We establish this result in the most direct extension of the standard prevention problem with binary marginal distributions and show that ...
Jingyuan Li, Richard Peter, Lin Zhou
wiley   +1 more source

A Quantile Model of Firm Investment

International Economic Review, EarlyView.
ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida, Murillo Campello, Luciano de Castro, Antonio F. Galvao   +3 more
wiley   +1 more source

Debt Aversion: Theory and Measurement

International Economic Review, EarlyView.
ABSTRACT We propose a model of debt aversion and conduct an experiment with real debt and saving contracts to jointly elicit debt aversion and preferences over time, risk, and intertemporal losses. We find that 89% of participants are debt averse, which strongly influences their choices.
David Albrecht, Thomas Meissner
wiley   +1 more source

A fast algorithm for the spectral radii of weakly reducible nonnegative tensors

, 2017
Copyright © 2017 John Wiley & Sons, Ltd. In this paper, we propose a fast algorithm for computing the spectral radii of symmetric nonnegative tensors.
Liqun Qi, Zhou, Guanglu, Wang, G., Gang Wang, Qi, L., Alqahtani, M., Mohammed Alqahtani, Guanglu Zhou   +7 more
core   +1 more source

Worker Heterogeneity and the Effect of Noncompetes on Firm Performance

Journal of Economics &Management Strategy, EarlyView.
ABSTRACT Using staggered state‐level changes in noncompete enforceability, we document that reduced enforcement increases profitability, valuation, productivity, and plant‐level growth in knowledge‐worker‐intensive firms relative to other firms. Critically, these gains are concentrated among the most productive knowledge‐worker firms, consistent with ...
Zhaozhao He, Modupe Babajide Wintoki
wiley   +1 more source

A new stochastic optimization algorithm to decompose large nonnegative tensors [PDF]

, 2015
International audienceIn this letter, the problem of nonnegative tensor decompositions is addressed. Classically, this problem is carried out using iterative (either alternating or global) deterministic optimization algorithms.
Maire, Sylvain, Thirion-Moreau, Nadège, Chaux, Caroline, Thanh Vu †, Xuan   +3 more
core   +1 more source

Cyber(in)security and Interoperability in Digital Services

The Journal of Industrial Economics, EarlyView.
ABSTRACT This paper investigates the interplay between interoperability and the incentives to invest in cybersecurity in digital markets. We develop a two‐sided symmetric duopoly model in which cyberattacks create a congestion‐like externality, and interoperability amplifies hackers' incentives to target connected platforms.
Stefano Comino, Alessandro Fedele, Fabio M. Manenti   +2 more
wiley   +1 more source