A Stochastic Dominance-Based Approach for Hotel Selection under Probabilistic Linguistic Environment
Mathematics, 2020 Online reviews of hotels reflect tourist perception and evaluation, which are becoming an important perspective of studying hotel selection. In this paper, we prefer to use a probabilistic linguistic term set (PLTS) to fully reveal evaluation grades and ...
Su-min Yu +4 more
doaj +2 more sources
Stochastic Dominance under Independent Noise [PDF]
Journal of Political Economy, 2020 24 pages. Minor changes.
Pomatto, Luciano +2 more
openaire +5 more sources
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
doaj +2 more sources
Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization. [PDF]
Comput Intell Neurosci, 2020 In the field of asset allocation, how to balance the returns of an investment portfolio and its fluctuations is the core issue. Capital asset pricing model, arbitrage pricing theory, and Fama–French three-factor model were used to quantify the price of ...
Zhai QH, Ye T, Huang MX, Feng SL, Li H.
europepmc +2 more sources
Stochastic Dominance and Opaque Sweetening [PDF]
Australasian Journal of Philosophy, 2017 ABSTRACTThis paper addresses the problem of opaque sweetening and argues that one should use stochastic dominance in comparing lotteries even when dealing with incomplete orderings that allow for non-comparable outcomes.
R. Bader
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Statistical Comparisons of Classifiers by Generalized Stochastic Dominance [PDF]
Journal of machine learning research, 2022 Although being a crucial question for the development of machine learning algorithms, there is still no consensus on how to compare classifiers over multiple data sets with respect to several criteria.
C. Jansen +3 more
semanticscholar +1 more source
Multistage stochastic dominance: an application to pension fund management
Annals of Operations Research, 2023 A pension fund manager typically decides the allocation of the pension fund assets taking into account a long-term sustainability goal. Many asset and liability management models, in the form of multistage stochastic programming problem, have been ...
Miloš Kopa +2 more
semanticscholar +1 more source
Discrete Analogue of Fishburn’s Fractional-Order Stochastic Dominance
Axioms, 2023 A stochastic dominance (SD) relation can be defined by two different perspectives: One from the view of distributions, and the other one from the view of expected utilities.
Hoover H. F. Yin +4 more
doaj +1 more source
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
doaj +1 more source
Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange [PDF]
چشمانداز مدیریت صنعتی, 2019 Given the variety of factors influencing on financial decision making and subjective nature of the most decisions is only part of their features associated with Multi-Criteria Decision Making.
Fatemeh Bayazidi +2 more
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