Results 11 to 20 of about 798,401 (286)
Journal of Modern Power Systems and Clean Energy, 2022 This study proposes a statistical measure and a stochastic optimization model for generating risk-seeking wind power offering strategies in electricity markets. Inspired by the value at risk (VaR) to quantify risks in the worst-case scenarios of a profit
Dongliang Xiao +3 more
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Stochastic measures of arbitrage [PDF]
Top, 2002 Empirical research has provided evidence supporting the existence of arbitrage opportunities in real financial markets although market imperfections are often the main reason to explain these empirical deviations. Consequently, recent literature has turned the attention to imperfect markets in order to extend the most significant results on asset ...
Balbás, Alejandro +1 more
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Weighted survival functional entropy and its properties
Open Physics, 2023 The weighted generalized cumulative residual entropy is a recently defined dispersion measure. This article introduces a new uncertainty measure as a generalization of the weighted generalized cumulative residual entropy, called it the weighted ...
Alomani Ghadah, Kayid Mohamed
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On relation between one multiple and a corresponding one-dimensional integral with applications [PDF]
Yugoslav Journal of Operations Research, 2018 For a given finite positive measure on an interval I ⊆ R, a multiple stochastic integral of a Volterra kernel with respect to a product of a corresponding Gaussian orthogonal stochastic measure is introduced.
Bajić Tatjana
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Measurable Stochastics for Brane Calculus [PDF]
Electronic Proceedings in Theoretical Computer Science, 2010 In Proceedings MeCBIC 2010, arXiv:1011 ...
Bacci G, MICULAN, Marino
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Multi-Agent Based Stochastic Dynamical Model to Measure Community Resilience
Journal of Social Computing, 2022 Emergency services and utilities need appropriate planning tools to analyze and improve infrastructure and community resilience to disasters. Recognized as a key metric of community resilience is the social well-being of a community during a disaster ...
Jaber Valinejad +2 more
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Majorization and semidoubly stochastic operators on L 1 ( X ) $L^{1}(X)$
Journal of Inequalities and Applications, 2023 This paper is devoted to a study of majorization based on semidoubly stochastic operators (denoted by S D ( L 1 ) $S\mathcal{D}(L^{1})$ ) on L 1 ( X ) $L^{1}(X)$ when X is a σ-finite measure space.
Seyed Mahmoud Manjegani, Shirin Moein
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Stochastic nonlinear wave dynamics on compact surfaces [PDF]
, 2020 We study the Cauchy problem for the nonlinear wave equations (NLW) with random data and/or stochastic forcing on a two-dimensional compact Riemannian manifold without boundary.
Oh, Tadahiro +2 more
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Measuring Stochastic Rationality
, 2023 Our goal is to develop a partial ordering method for comparing stochastic choice functions on the basis of their individual rationality. To this end, we assign to any stochastic choice function a one-parameter class of deterministic choice correspondences, and then check for the rationality (in the sense of revealed preference) of these correspondences
Ok, Efe A., Tserenjigmid, Gerelt
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Supports of doubly stochastic measures [PDF]
Bernoulli, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hestir, Kevin, Williams, Stanley C.
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