Results 61 to 70 of about 3,062,998 (197)
, 2014 The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient ...
Cui, Xiangyu, Li, Duan, Li, Xun
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On Concurrent Solutions in Differential Games
Business Systems Research, 2011 We examine solutions in which neither player is worse off from the leadership of one in a policy maker-public game. The loop model of dynamic games is used. Outcome space is dotted with equivalence classes of solutions.
Romar Correa
doaj
Spatio-Temporal Consistency for Multivariate Time-Series Representation Learning
IEEE AccessLabel sparsity in multivariate time series (MTS) makes using label information for practical applications challenging. Thus, unsupervised representation learning methods have gained attention to learn effective representations suitable for various MTS ...
Sangho Lee, Wonjoon Kim, Youngdoo Son
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Time-consistent institutional design [PDF]
, 2014 We propose a new normative approach to designing institutional commitments in environments that are subject to a time inconsistency problem, à la Kydland and Prescott (1977). This approach captures the idea that institutions should be chosen in a way that is time consistent: if a commitment is found to be best in some sense today, it should remain best
Martin Ellison, Charles Brendon
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IEEE Photonics Journal, 2017 In order to increase the terahertz output power of the photoconductive antenna, a new multiple terahertz power synthesis technology based on terahertz time domain spectroscopy waveform consistency is proposed. The dipole photoconductive antenna with 500-&
Hu Deng +3 more
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Consistency regularization for few shot multivariate time series forecasting
Scientific ReportsMultivariate time series forecasting aims to accurately predict future trends by capturing and analyzing various features of the time series. Adequate training data are crucial for ensuring the model’s generalizability.
Yumei She +5 more
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Document Encoding Effects on Large Language Model Response Time and Consistency
ComputersLarge language models (LLMs) such as GPT-4 are increasingly integrated into research, industry, and enterprise workflows, yet little is known about how input file formats shape their outputs. While prior work has shown that formats can influence response
Dianeliz Ortiz Martes +1 more
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On Time Consistency in Stackelberg Differential Games [PDF]
This paper explores a class of Stackelberg differential games in which the open-loop strategies of the leader satisfies time consistency. We show that in this class of games the open-loop equilibrium coincides with the corresponding feedback equilibrium.
Mino, Kazuo
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The time consistency of monetary and fiscal policies [PDF]
We show that optimal monetary and fiscal policies are time consistent for a class of economies often used in applied work, economies appealing because they are consistent with the growth facts. We establish our results in two steps.
Fernando Alvarez +2 more
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A consistency test of the time trade-off [PDF]
This paper tests the internal consistency of time trade-off utilities. We find significant violations of consistency in the direction predicted by loss aversion. The violations disappear for higher gauge durations.
Han Bleichrodt +2 more
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