Infinite games and singular sets
Information and entropy. A double game with probabilities. (Information et entropie. Un double jeu avec les probabilités.)
Information and the Bayesian-Nash equilibrium in a game with incomplete information.
Information, inflation, and interest
We propose a class of discrete-time stochastic models for the pricing of inflation-linked assets. The paper begins with an axiomatic scheme for asset pricing and interest rate theory in a discrete-time setting. The first axiom introduces a "risk-free" asset, and the second axiom determines the intertemporal pricing relations that hold for dividend-paying assets. The nominal and real pricing kernels, in terms of which the price index can be expressed, are then modelled by introducing a Sidrauski-type...
Information issues in differential game theory*
In this survey paper we present recent advances in some classes of differential game in which there is an asymmetry of information between the players. We explain that—under suitable structure conditions—these games have a value, which can be characterized in terms of (new) Hamilton-Jacobi equations.
Information pricing for portfolio optimization
Information-theoretic approach to measurement reduction problems
Information-theoretical optimization techniques
Instability of financial markets and preference heterogeneity.
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
Integral price formulas for lookback options.
Integral representations of risk functions for basket derivatives
The risk minimizing problem in the multidimensional Black-Scholes framework is studied. Specific formulas for the minimal risk function and the cost reduction function for basket derivatives are shown. Explicit integral representations for the risk functions for l(x) = x and , with p > 1 for digital, quantos, outperformance and spread options are derived.
Intelligent computational methods for financial engineering.
Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence
Financial investors often face an urgent need to predict the future. Accurate forecasting may allow investors to be aware of changes in financial markets in the future, so that they can reduce the risk of investment. In this paper, we present an intelligent computing paradigm, called the Complex Neuro-Fuzzy System (CNFS), applied to the problem of financial time series forecasting. The CNFS is an adaptive system, which is designed using Complex Fuzzy Sets (CFSs) whose membership functions are complex-valued...
Intergenerational equity and dynamic duality principles.
International fishing as partially cooperative game.
Interpolative Relations and Interpolative Preference Structures
Interpretation and optimization of the -means algorithm
The paper gives a new interpretation and a possible optimization of the well-known -means algorithm for searching for a locally optimal partition of the set which consists of disjoint nonempty subsets , . For this purpose, a new divided -means algorithm was constructed as a limit case of the known smoothed -means algorithm. It is shown that the algorithm constructed in this way coincides with the -means algorithm if during the iterative procedure no data points appear in the Voronoi diagram....
Interval valued bimatrix games
Payoffs in (bimatrix) games are usually not known precisely, but it is often possible to determine lower and upper bounds on payoffs. Such interval valued bimatrix games are considered in this paper. There are many questions arising in this context. First, we discuss the problem of existence of an equilibrium being common for all instances of interval values. We show that this property is equivalent to solvability of a certain linear mixed integer system of equations and inequalities. Second, we...
Introduction à un modèle mathématique de l'inconscient l'exemple de l'homme aux rats