Results 31 to 40 of about 111,672 (179)

Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly

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   +1 more source

Surprisingly robust violations of stochastic dominance despite splitting training: A quasi-adversarial collaboration

Judgment and Decision Making
First-order stochastic dominance is a core principle in rational decision-making. If lottery A has a higher or equal chance of winning an amount $x $ or more compared to lottery B for all x, and a strictly higher chance for at least one $x $
Edika Quispe-Torreblanca, Neil Stewart, Michael H. Birnbaum   +2 more
doaj   +1 more source

Analisis Portofolio Optimum Saham Syariah Menggunakan Stochastic Dominance

Jurnal Fourier, 2015
Hal terpenting yang diperhatikan oleh seorang investor adalah bagaimana investasi dapat menghasilkan return optimal pada tingkat resiko yang minimal, sehingga untuk mengetahui hal tersebut investor dapat melakukan diversifikasi.
Eruit Kuswandanu
doaj   +1 more source

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
doaj   +1 more source

A New Metrics to Manage the Deadwood in Forest Stewardship Council Certified Forests

Forestist
This study tried to demonstrate how timber cruising works, as part of forest management planning, can be used to preselect trees for habitats, according to Forest Stewardship Council requirements.
Ciprian Ceornea, Marian Drăgoi
doaj   +1 more source

Incentives in religious performance: a stochastic dominance approach

Judgment and Decision Making, 2010
Using a stochastic dominance approach in an international dataset of about 10,000 Catholic subjects, we show that incentives (based on absolute belief) play a crucial role in religious practice (church attendance and prayer).
Teresa García-Muñoz
doaj   +1 more source

An optimal transportation approach for assessing almost stochastic order

, 2017
When stochastic dominance $F\leq_{st}G$ does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the $L_2-$Wasserstein distance, $\mathcal W_2$, to stochastic order of these trimmed ...
del Barrio, E., Cuesta-Albertos, J. A., Matrán, C.   +2 more
core   +1 more source

Anomaly in decision making under risk: Violation of stochastic dominance among farmers in Gujarat, India

IIMB Management Review, 2018
We investigate farmers’ decision making under risk by eliciting their willingness to pay for hypothetical risky income distributions. We also investigate whether farmers behave differently to price and yield risk.
Thiagu Ranganathan, Sarthak Gaurav, Ashish Singh   +2 more
doaj   +1 more source

Review on Efficiency and Anomalies in Stock Markets

Economies, 2020
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some ...
Kai-Yin Woo, Chulin Mai, Michael McAleer, Wing-Keung Wong   +3 more
doaj   +1 more source

A mixed-effects stochastic model reveals clonal dominance in gene therapy safety studies

BMC Bioinformatics, 2023
Background Mathematical models of haematopoiesis can provide insights on abnormal cell expansions (clonal dominance), and in turn can guide safety monitoring in gene therapy clinical applications.
Luca Del Core, Danilo Pellin, Ernst C. Wit, Marco A. Grzegorczyk   +3 more
doaj   +1 more source