Results 41 to 50 of about 10,791,441 (372)
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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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
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Variance stochastic orders [PDF]
Journal of Mathematical Economics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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Scalar conservation laws with rough (stochastic) fluxes [PDF]
, 2013 We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence.
Lions, Pierre-Louis +2 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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Distorted stochastic dominance: A generalized family of stochastic orders [PDF]
Journal of Mathematical Economics, 2020 We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic dominance (and beyond).
Lando, Tommaso, Bertoli-Barsotti, Lucio
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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 +2 more
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IEEE Transactions on Cybernetics, 2020 In this article, an adaptive fuzzy control design strategy is presented for $p$ -norm nontriangular stochastic high-order nonlinear systems with asymmetric output constraints and unknown nonlinearities.
Liandi Fang +3 more
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Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations [PDF]
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2019 In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on the coefficients, we first prove that the slow component strongly converges
M. Rockner, Xiaobin Sun, Yingchao Xie
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