Results 11 to 20 of about 174,675 (218)
The concept of stochastic dominance in ranking investment alternatives [PDF]
Ekonomski Anali, 2005 In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
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Directional Stochastic Orders with an Application to Financial Mathematics
Mathematics, 2021 Relevant integral stochastic orders share a common mathematical model, they are defined by generators which are made up of increasing functions on appropriate directions. Motivated by the aim to provide a unified study of those orders, we introduce a new
María Concepción López-Díaz +2 more
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Mathematics, 2020 This paper deals with stochastic comparisons of two parallel (series) systems with Type II half logistic-resilience scale (TIIHL-RS) distribution components with different baseline distribution functions.
Junrui Wang, Rongfang Yan, Bin Lu
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Stochastic Orderings of the Idle Time of Inactive Standby Systems
Mathematics, 2023 In this paper, we consider a failed cold standby system and obtain stochastic bounds on the idle time of such systems. We state and prove that if the last spare in the system is exponentially distributed and if the components have log-concave lifetime ...
Mansour Shrahili, Mohamed Kayid
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Antisymmetry of the Stochastical Order on all Ordered Topological Spaces
Analysis and Geometry in Metric Spaces, 2019 In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the general result.
Fritz Tobias
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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
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Some Order Preserving Inequalities for Cross Entropy and Kullback–Leibler Divergence
Entropy, 2018 Cross entropy and Kullback⁻Leibler (K-L) divergence are fundamental quantities of information theory, and they are widely used in many fields. Since cross entropy is the negated logarithm of likelihood, minimizing cross entropy is equivalent to ...
Mateu Sbert +3 more
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Proportional Itô–Doob Stochastic Fractional Order Systems
Mathematics, 2023 In this article, we discuss the existence and uniqueness of proportional Itô–Doob stochastic fractional order systems (PIDSFOS) by using the Picard iteration method. The paper provides new results using the proportional fractional integral and stochastic
Abdellatif Ben Makhlouf +4 more
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The Improved Stochastic Fractional Order Gradient Descent Algorithm
Fractal and Fractional, 2023 This paper mainly proposes some improved stochastic gradient descent (SGD) algorithms with a fractional order gradient for the online optimization problem.
Yang Yang, Lipo Mo, Yusen Hu, Fei Long
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Cesaro Supermodular Order and Archimedean Copulas [PDF]
Journal of Sciences, Islamic Republic of Iran, 2015 In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order ...
H.R. Nili Sani, M. Amini, M. Khanjari
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