搜索结果: 1-15 共查到“经济学 representation”相关记录15条 . 查询时间(0.172 秒)
A Representation for Intransitive Indifference Relations
Utility function Error Just noticeable difference Interval order
2015/9/23
Binary relations representable by utility functions with multiplicative error are considered. It is
proved that if the error is a power of utility then the underlying binary relation is either an int...
Playing Parties Against Eachother in Proportional Representation Systems
Parties Against Proportional Representation Systems
2015/9/21
When special interest groups can use threats of contributing to an opponent
to gain support, they will never contribute to all parties in an election. In
proportional representation systems where vo...
Good News and Bad News:Representation Theorems and Applications
Good News Bad News Theorems and Applications
2015/7/21
Good News and Bad News: Representation Theorems and Applications.
The Power of Political Voice:Women's Political Representation and Crime in India
Leadership Crime and Corruption Local Range Laws and Statutes
2015/4/24
Using state-level variation in the timing of political reforms, we find that an increase in female representation in local government induces a large and significant rise in documented crimes against ...
Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets
market timing empirical alpha process unobserved portfolio strategies martingale system behavioural finance high frequency trading Brownian bridge Jensen’salpha portable alpha
2012/9/14
We introduce a trade strategy representation theorem for performance measurement and portable alpha in high fre-quency trading, by embedding a robust trading algorithm that describe portfolio manager ...
Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology
representation theory topological groups utility hypersurface risk torsion chaos loss aversion
2012/9/14
We introduce a representation theory for risk operations onlocally com-pact groups in a partition of unity on a topological manifoldfor Markowitz-Tversky-Kahneman (MTK) reference points. We identify (...
Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions
Degenerate elliptic and parabolic differential operators degenerate diffusion process Feller square root process Feynman-Kac formula
2012/4/28
We prove stochastic representation formulae for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our artic...
On the Representation of General Interest Rate Models as Square Integrable Wiener Functionals
interest rate models term structure dynamics Heath-Jarrow-Morton framework pricing kernels Wiener chaos Flesaker-Hughston models potentials
2011/7/19
In the setting proposed by Hughston & Rafailidis (2005) we consider general interest rate models in the case of a Brownian market information filtration (Ft)t0. Let X be a square-integrable F1-measur...
The path integral representation kernel of evolution operator in Merton-Garman model
path integration evolution operator kernel option pricing Black-Scholes formula Merton-Garman model
2011/7/5
In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed.
Based on this kernel option formula is obtained, which generalizes the well-known Bla...
Martingale representation for Poisson processes with applications to minimal variance hedging
Martingale representation Poisson processes applications minimal variance hedging
2010/10/18
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$...
Dual Representation of Quasiconvex Conditional Maps
Dual Representation Quasiconvex Conditional Maps
2010/10/18
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued ...
Sign and amplitude representation of the forex networks
Sign amplitude representation forex networks
2010/11/2
We decompose the exchange rates returns of 41 currencies (incl. gold)into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal ...
The Wold Representation, Degree of Non-Cointegration and the Johansen Trace Test
Cointegration trace test simulation vector moving average vector auto-regression
2010/9/7
The empirical size and power properties of the Johansen vector autoregression based trace test for cointegration are considered in the case where the data is generated by a sequence of vector moving a...
On the representation of expert procedural knowledge
representation of knowledge reminder system GLIF model GLIF browser
2014/3/20
Procedural knowledge is used by experts for complex system control. In this article, the notion of a complex system is taken in a broad sense. It might be a patient cured by a physician specialist, a ...
NGOs, Networking, and Problems of Representation
NGOs Networking Problems of Representation
2014/6/25
Networking is currently recommended as particularly suitable for NGOs to improve performance and enhance impact. Since many NGOs are small and dispersed, networking is commonly seen as a coat-effectiv...