Dissimilarités de type sphérique et positionnement multidimensionnel normé
Dissimilarites de type spherique et positionnement multidimensionnel normé
Our concern here, is the characterization of dissimilarity indexes defined over finite sets, whose spatial representation is spherical. Consequently, we propose a methodology (Normed MultiDimensional Scaling) to determine the spherical euclidean representation of a set of items best accounting for the initial dissimilarity between items. This methodology has the advantage of being graphically readable on individual qualities of projection like the normed PCA, of which it constitutes a generalization....
Dissimilarités multivoies et généralisations d'hypergraphes sans triangles
Les dissimilarités multivoies sont une généralisation naturelle des dissimilarités usuelles deux voies. Dans ce papier, des classes de dissimilarités multivoies sont étudiées, ainsi que des modèles de passage d'un nombre de voies donné à un autre nombre de voies. Une application à la spécification de systèmes classifiants a conduit à une bijection entre une classe de dissimilarités multivoies et une famille de systèmes stratifiés de classifccation.
Distance à centre additive
Distribution-valued weak solutions to a parabolic problem arising in financial mathematics.
Division schemes under uncertainty of claims
In some economic or social division problems, we may encounter uncertainty of claims, that is, a certain amount of estate has to be divided among some claimants who have individual claims on the estate, and the corresponding claim of each claimant can vary within a closed interval or fuzzy interval. In this paper, we classify the division problems under uncertainty of claims into three subclasses and present several division schemes from the perspective of axiomatizations, which are consistent with...
Domaine de victoire et stratégies viables chez les pêcheurs décrits par l'anthropologue Fredrik Barth
L'anthropologue Fredrik Barth a analysé l'émergence des formes sociales chez les pêcheurs norvégiens. Sa perspective est bien modélisée par les outils mathématiques de la théorie de la viabilité, grâce auxquels on peut calculer l'ensemble des états à partir desquels la survie du système est encore possible, ainsi que la bonne décision à prendre à chaque instant, entre explorer ou suivre les autres bateaux. En outre, il se trouve que, techniquement, la condition de compacité des images de la correspondance...
Dominances stochastiques pour deux classes de fonctions d'utilité : concaves et convexes
Domination Game: Extremal Families for the 3/5-Conjecture for Forests
In the domination game on a graph G, the players Dominator and Staller alternately select vertices of G. Each vertex chosen must strictly increase the number of vertices dominated. This process eventually produces a dominating set of G; Dominator aims to minimize the size of this set, while Staller aims to maximize it. The size of the dominating set produced under optimal play is the game domination number of G, denoted by γg(G). Kinnersley, West and Zamani [SIAM J. Discrete Math. 27 (2013) 2090-2107]...
Double barrier options with curved boundaries.
Douze méthodes d'analyse multicritère
Duality results involving functions associated to nonempty subsets of locally convex spaces.
Duels with possibly asymmetric goals
Durchschnittliche Prämienreserve in der Sozialversicherung. I
Durchschnittliche Prämienreserve in der Sozialversicherung. II
Dynamic analysis of oligopsony under adaptive expectations.
Dynamic bifurcation diagrams for some models in economics and biology.
Dynamic dependence ordering for Archimedean copulas and distorted copulas
This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i. e. given remaining lifetimes , to compare the dependence of given , and given , where . More precisely, analytical results will be obtained in the case the survival copula of is either Archimedean or a distorted copula. The case of a frailty based model will also be discussed in details.
Dynamic model of market with uninformed market maker
We model a market with multiple liquidity takers and a single market maker maximizing his discounted consumption while keeping a prescribed probability of bankruptcy. We show that, given this setting, spread and price bias (a difference between the midpoint- and the expected fair price) depend solely on the MM's inventory and his uncertainty concerning the fair price. Tested on ten-second data from ten US electronic markets, our model gives significant results with the price bias decreasing in the...
Dynamic monetary risk measures for bounded discrete-time processes.