Results 71 to 80 of about 1,120,364 (167)
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion [PDF]
We study the interplay of probabilistic sophistication, second order stochastic dominance, and uncertainty aversion, three fundamental notions in choice under uncertainty.
Fabio Maccheroni +3 more
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STABILITY CRITERIA FOR STOCHASTIC DISCRETE-TIME FRACTIONAL ORDER SYSTEMS [PDF]
Fiabilitate şi Durabilitate, 2016 In this paper are discussed stability problems for a class of discrete-time fractional systems (DTFSs) with independent random perturbations. Two notions of mean square stability (MSS) and mean square asymptotic stability (MSAS) are introduced for the ...
Carmen BARBACIORU +1 more
doaj
High order discretization schemes for stochastic volatility models [PDF]
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth.
Benjamin Jourdain, Mohamed Sbai
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On a stochastic order induced by an extension of Panjer's family of discrete distributions. [PDF]
Metrika, 2022 Beknazaryan A, Adamic P.
europepmc +1 more source
Accelerated Stochastic ADMM with Variance Reduction
, 2018 Alternating Direction Method of Multipliers (ADMM) is a popular method in solving Machine Learning problems. Stochastic ADMM was firstly proposed in order to reduce the per iteration computational complexity, which is more suitable for big data problems.
Qian, Hui +5 more
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Improved Portfolio Choice using Second-Order Stochastic Dominance [PDF]
We examine the use of second-order stochastic dominance as both a way to measure performance and also as a technique for constructing portfolios. Using in-sample data, we construct portfolios such that their second-order stochastic dominance over a ...
James E. Hodder +2 more
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Advances in Difference Equations, 2019 A class of stochastic Runge–Kutta–Nyström (SRKN) methods for the strong approximation of second-order stochastic differential equations (SDEs) are proposed. The conditions for strong convergence global order 1.0 are given. The symplectic conditions for a
Qiang Ma +4 more
doaj +1 more source
SSRGD: Simple Stochastic Recursive Gradient Descent for Escaping Saddle Points
, 2019 We analyze stochastic gradient algorithms for optimizing nonconvex problems. In particular, our goal is to find local minima (second-order stationary points) instead of just finding first-order stationary points which may be some bad unstable saddle ...
Li, Zhize
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Violations of dominance in decision-making
Business Research, 2019 A key premise underlying most of the economic literature is that rational decision-makers will choose dominant strategies over dominated alternatives. However, prior literature in various disciplines including business, psychology, and economics document
Thomas Kourouxous, Thomas Bauer
doaj +1 more source
Stochastic ordering constraint for ordered extremes
MATEMATIKA, 2017 The constraint of two ordered extreme minima random variables when one variable is consider to be stochastically smaller than the other one has been carried out in this article. The quantile functions of the probability distribution have been used to establish partial ordering between the two variables. Some extensions and generalizations are given for
openaire +2 more sources