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Displaying 901 – 920 of 1948

Linear bifurcation analysis with applications to relative socio-spatial dynamics.

Sonis, M. (1997)

Discrete Dynamics in Nature and Society

Linear complementarity problems and bi-linear games

Gokulraj Sengodan, Chandrashekaran Arumugasamy (2020)

Applications of Mathematics

In this paper, we define bi-linear games as a generalization of the bimatrix games. In particular, we generalize concepts like the value and equilibrium of a bimatrix game to the general linear transformations defined on a finite dimensional space. For a special type of $𝐙$ -transformation we observe relationship between the values of the linear and bi-linear games. Using this relationship, we prove some known classical results in the theory of linear complementarity problems for this type of $𝐙$ -transformations....

Linear filtering of systems with memory and application to finance.

Inoue, A., Nakano, Y., Anh, V. (2006)

Journal of Applied Mathematics and Stochastic Analysis

Linear time-optimal control problem with incomplete information about state. Optimization of guaranteed result

Zdzisław Wyderka (1989)

Kybernetika

Lineare Modelle und Hochrechnung von Wahlergebnissen.

H. DRYGAS (1974)

Metrika

Linearized geometric dynamics of Tobin-Benhabib-Miyao economic flow.

Udrişte, Constantin, Ciancio, Armando (2004)

Balkan Journal of Geometry and its Applications (BJGA)

Linear-quadratic differential games: from finite to infinite dimension

Michel C. Delfour (2008)

Applicationes Mathematicae

The object of this paper is the generalization of the pioneering work of P. Bernhard [J. Optim. Theory Appl. 27 (1979)] on two-person zero-sum games with a quadratic utility function and linear dynamics. It relaxes the semidefinite positivity assumption on the matrices in front of the state in the utility function and introduces affine feedback strategies that are not necessarily L²-integrable in time. It provides a broad conceptual review of recent results in the finite-dimensional case for which...

Local Identification of ARMAX Structures Subject to Nonlinear Constraints.

R. Kohn (1980)

Metrika

Local likelihood density estimation and value-at-risk.

Gourieroux, Christian, Jasiak, Joann (2010)

Journal of Probability and Statistics

Local stability and differentiability of the Mean–Conditional Value at Risk model defined on the mixed–integer loss functions

Martin Branda (2010)

Kybernetika

In this paper, we study local stability of the mean-risk model with Conditional Value at Risk measure where the mixed-integer value function appears as a loss variable. This model has been recently introduced and studied in~Schulz and Tiedemann [16]. First, we generalize the qualitative results for the case with random technology matrix. We employ the contamination techniques to quantify a possible effect of changes in the underlying probability distribution on the optimal value. We use the generalized...

Local volatility in the Heston model: a Malliavin calculus approach.

Ewald, Christian-Oliver (2005)

Journal of Applied Mathematics and Stochastic Analysis

Location patterns and distances in Tinbergen-Bos systems

J. H. Kuiper (1991)

RAIRO - Operations Research - Recherche Opérationnelle

Locational equilibrium of two facilities on a tree

Horst A. Eiselt, Gilbert Laporte (1991)

RAIRO - Operations Research - Recherche Opérationnelle

Logistic population change and the Mankiw-Romer-Weil model.

Guerrini, Luca (2010)

APPS. Applied Sciences

Loi du “tout ou rien” dans un jeu de pile ou face

Schérazade Benhabib (1997)

Annales mathématiques Blaise Pascal

Long memory properties and covariance structure of the EGARCH model

Donatas Surgailis, Marie-Claude Viano (2002)

ESAIM: Probability and Statistics

The EGARCH model of Nelson [29] is one of the most successful ARCH models which may exhibit characteristic asymmetries of financial time series, as well as long memory. The paper studies the covariance structure and dependence properties of the EGARCH and some related stochastic volatility models. We show that the large time behavior of the covariance of powers of the (observed) ARCH process is determined by the behavior of the covariance of the (linear) log-volatility process; in particular, a...

Long memory properties and covariance structure of the EGARCH model

Donatas Surgailis, Marie-Claude Viano (2010)

ESAIM: Probability and Statistics

Longitudinal K-sets analysis using a dummy time variable.

Eeke Van der Burg, Catrien C.J.H. Bijleveld (1993)

Qüestiió

Longitudinal K-sets analysis using lagged variables.

Catrien C. J. H. Bijleveld, Eeke Van der Burg (1993)

Qüestiió

We present an application of nonlinear Generalised Canonical Analysis (GCA) for analysing longitudinal data. The application uses lagged versions of variables to accomodate the time-dependence in the measurements. The usefulness of the proposed method is illustrated in an example from developmental psychology, in which we explore the relationship between mother and child dyadic interaction during the first six months after birth, demonstrating how child behaviour can elicit mother behaviour. We...

Loss protection in pairs trading through minimum profit bounds: A cointegration approach.

Lin, Yan-Xia, McCrae, Michael, Gulati, Chandra (2006)

Journal of Applied Mathematics and Decision Sciences

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