Results 101 to 110 of about 1,005,083 (338)
Apportioning of Risks via Stochastic Dominance [PDF]
Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N.
Harris Schlesinger +2 more
core
Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr
We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina +13 more
wiley +1 more source
Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance
Recent trends in portfolio management emphasize the importance of reducing carbon footprints and aligning investments with sustainable practices. This paper introduces Sensitivity Value-at-Risk (SensitivityVaR), an advanced distortion risk measure that ...
Aniq Rohmawati +3 more
doaj +1 more source
Stochastic multi-criteria decision-making: an overview to methods and applications
Background The alternatives selection problem with multi-criteria in stochastic form variables is called as stochastic multi-criteria decision-making. The stochasticity of the criteria is considered using stochastic dominance, prospect theory, and regret
Erkan Celik +3 more
doaj +1 more source
Statistical inference for a relaxation index of stochastic dominance under density ratio model. [PDF]
Zhuang W, Li Y, Qiu G.
europepmc +1 more source
Probabilistic choice and stochastic dominance [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa +19 more
wiley +1 more source
An Upper Partial Moment Framework for Pathfinding Problem Under Travel Time Uncertainty
Route planning under uncertain traffic conditions requires accounting for not only expected travel times but also the risk of late arrivals. This study proposes a mean-upper partial moment (MUPM) framework for pathfinding that explicitly considers travel
Xu Zhang, Mei Chen
doaj +1 more source
Evaluating hedge fund performance: a stochastic dominance approach [PDF]
We introduce a general and flexible framework for hedge fund performance evaluation and asset allocation: stochastic dominance (SD) theory. Our approach utilizes statistical tests for stochastic dominance to compare the returns of hedge funds.
Li, Sheng, Linton, Oliver
core
Quantum sensing reveals intricate patterns linking endo‐lysosomal maturation to cardiac fibrosis progression, highlighting complexity in cellular remodeling. This study investigates fibroblast‐to‐myofibroblast transition under cell aging, stiffness, and TGF‐β stimulation, comparing nanodiamond uptake, endo‐lysosomal dynamics, and free radical ...
Aldona Mzyk +3 more
wiley +1 more source

