Results 21 to 30 of about 1,120,364 (167)

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

Network Reliability Modeling Based on a Geometric Counting Process

Mathematics, 2018
In this paper, we investigate the reliability and stochastic properties of an n-component network under the assumption that the components of the network fail according to a counting process called a geometric counting process (GCP).
Somayeh Zarezadeh, Somayeh Ashrafi, Majid Asadi   +2 more
doaj   +1 more source

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, Lassaad Mchiri, Hakeem A. Othman, Hafedh M. S. Rguigui, Salah Boulaaras   +4 more
doaj   +1 more source

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
doaj   +1 more source

Second Order Backward Stochastic Differential Equations with Quadratic Growth [PDF]

, 2013
We extend the wellposedness results for second order backward stochastic differential equations introduced by Soner, Touzi and Zhang \cite{stz} to the case of a bounded terminal condition and a generator with quadratic growth in the $z$ variable.
Possamaï, Dylan, Zhou, Chao
core   +3 more sources

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
doaj  

Stein's Method and Stochastic Orderings [PDF]

Advances in Applied Probability, 2012
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more generals-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximations of a sum of dependent Bernoulli random variables, for example,k-runs
Daly, FA, Lefèvre, C, Utev, S
openaire   +4 more sources

Variance stochastic orders [PDF]

Journal of Mathematical Economics, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

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, Min Chen, Jordi Poch, Anton Bardera   +3 more
doaj   +1 more source

Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations

Fractal and Fractional, 2023
In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving stochastic differential equations with a conserved quantity. The order conditions of the continuous-stage stochastic Runge–Kutta methods are
Xiuyan Li, Zhenyu Wang, Qiang Ma, Xiaohua Ding   +3 more
doaj   +1 more source