Minimizing banking risk in a Lévy process setting.
Mining and visualizing scientific publication data from Vojvodina.
Mining online auction social networks for reputation and recommendation
Mixed complementarity problems for robust optimization equilibrium in bimatrix game
In this paper, we investigate the bimatrix game using the robust optimization approach, in which each player may neither exactly estimate his opponent’s strategies nor evaluate his own cost matrix accurately while he may estimate a bounded uncertain set. We obtain computationally tractable robust formulations which turn to be linear programming problems and then solving a robust optimization equilibrium can be converted to solving a mixed complementarity problem under the -norm. Some numerical...
Mixed variational inequalities and economic equilibrium problems.
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [Theory Probab. Appl. 15 (1970) 1–22] and Rosiński and Żak [Stoc. Proc. Appl. 61 (1996) 277–288] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as superpositions of Ornstein − Uhlenbeck (supOU) processes or (fractionally integrated)...
Model of circulation and exchange of banknotes
Model tracking for risk problems.
Modèle de reconstitution de l'évolution démographique intercensitaire en milieu urbain
Modèles dyadiques en sociométrie
L'auteur propose une nouvelle méthode d'exploitation des tests sociométriques de Moreno par ajustement des résultats observés à des modèles de choix aléatoires (tests dichotomiques à expansivité libre). Alors que le modèle aléatoire de Bronfenbrenner s'inscrivait dans un raisonnement destiné à montrer que l'homme ne choisit pas au hasard, l'auteur montre que si on tient compte du caractère dyadique des attractions et de l'hétérogénéité des groupes, on peut représenter les choix par des modèles stochastiques...
Modeling acquaintance networks based on balance theory
An acquaintance network is a social structure made up of a set of actors and the ties between them. These ties change dynamically as a consequence of incessant interactions between the actors. In this paper we introduce a social network model called the Interaction-Based (IB) model that involves well-known sociological principles. The connections between the actors and the strength of the connections are influenced by the continuous positive and negative interactions between the actors and, vice...
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering.
Modeling and simulation with augmented reality
In applications such as airport operations, military simulations, and medical simulations, conducting simulations in accurate and realistic settings that are represented by real video imaging sequences becomes essential. This paper surveys recent work that enables visually realistic model constructions and the simulation of synthetic objects which are inserted in video sequences, and illustrates how synthetic objects can conduct intelligent behavior within a visual augmented reality.
Modeling and simulation with augmented reality
In applications such as airport operations, military simulations, and medical simulations, conducting simulations in accurate and realistic settings that are represented by real video imaging sequences becomes essential. This paper surveys recent work that enables visually realistic model constructions and the simulation of synthetic objects which are inserted in video sequences, and illustrates how synthetic objects can conduct intelligent behavior within a visual augmented reality.
Modeling biased information seeking with second order probability distributions
Updating probabilities by information from only one hypothesis and thereby ignoring alternative hypotheses, is not only biased but leads to progressively imprecise conclusions. In psychology this phenomenon was studied in experiments with the “pseudodiagnosticity task”. In probability logic the phenomenon that additional premises increase the imprecision of a conclusion is known as “degradation”. The present contribution investigates degradation in the context of second order probability distributions....
Modeling of the Socio-Economic Potential of the Siberian Regions with Consideration for their Economic-Geographical Position in the National Economic System of the Russian Federation
This paper is concerned with the methods of mathematical modeling of the socio-economic development of regions. The objective of this study is to analyze and assess the socio-economic potential of the territory having regard to its individual socio-economic and economic-geographical characteristics. The territory's individual characteristics, in turn, are treated as invariant conditions of its development. The study territory includes regions and federal districts of the Russian Federation. An...
Modeling population dynamics in the city: from a regional to a multi-agent approach.
Modeling shortest path games with Petri nets: a Lyapunov based theory
In this paper we introduce a new modeling paradigm for shortest path games representation with Petri nets. Whereas previous works have restricted attention to tracking the net using Bellman's equation as a utility function, this work uses a Lyapunov-like function. In this sense, we change the traditional cost function by a trajectory-tracking function which is also an optimal cost-to-target function. This makes a significant difference in the conceptualization of the problem domain, allowing the...
Modélisation des préférences et quasi-ordres. Avant-propos
Modélisation du jugement humain dans l'analyse multicritère au moyen de comparaisons par paires