Displaying similar documents to “Convergence analysis for asymmetric Deffuant-Weisbuch model”

Finding target units in FDH model by least-distance measure model

Ali Ebrahimnejad, Reza Shahverdi, Farzad Rezaee Balf, Maryam Hatefi (2013)

Kybernetika

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Recently, some authors used the Least-Distance Measure model in order to obtain the shortest distance between the evaluated Decision Making Unit (DMU) and the strongly efficient production frontier. But, their model is not applicable for situation in which the production possibility set satisfies free disposability property. In this paper, we propose a new approach to this end in FDH model which improves the application potential of the Least-Distance Measure and overcomes the mentioned...

Probabilistic properties of the continuous double auction

Martin Šmíd (2012)

Kybernetika

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In this paper we formulate a general model of the continuous double auction. We (recursively) describe the distribution of the model. As a useful by-product, we give a (recursive) analytic description of the distribution of the process of the best quotes (bid and ask).

A comparison of evidential networks and compositional models

Jiřina Vejnarová (2014)

Kybernetika

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Several counterparts of Bayesian networks based on different paradigms have been proposed in evidence theory. Nevertheless, none of them is completely satisfactory. In this paper we will present a new one, based on a recently introduced concept of conditional independence. We define a conditioning rule for variables, and the relationship between conditional independence and irrelevance is studied with the aim of constructing a Bayesian-network-like model. Then, through a simple example,...

Optimality of replication in the CRR model with transaction costs

Marek Rutkowski (1998)

Applicationes Mathematicae

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Recently, there has been a growing interest in optimization problems associated with the arbitrage pricing of derivative securities in imperfect markets (in particular, in models with transaction costs). In this paper, we examine the valuation and hedging of European claims in the multiplicative binomial model proposed by Cox, Ross and Rubinstein [5] (the CRR model), in the presence of proportional transaction costs. We focus on the optimality of replication; in particular, we provide...

Product splittings for p-compact groups

W. Dwyer, C. Wilkerson (1995)

Fundamenta Mathematicae

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We show that a connected p-compact group with a trivial center is equivalent to a product of simple p-compact groups. More generally, we show that product splittings of any connected p-compact group correspond bijectively to algebraic splittings of the fundamental group of the maximal torus as a module over the Weyl group. These are analogues for p-compact groups of well-known theorems about compact Lie groups.