Displaying similar documents to “Existence of Solutions for the Keller-Segel Model of Chemotaxis with Measures as Initial Data”

A classification method for binary predictors combining similarity measures and mixture models

Seydou N. Sylla, Stéphane Girard, Abdou Ka Diongue, Aldiouma Diallo, Cheikh Sokhna (2015)

Dependence Modeling

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In this paper, a new supervised classification method dedicated to binary predictors is proposed. Its originality is to combine a model-based classification rule with similarity measures thanks to the introduction of new family of exponential kernels. Some links are established between existing similarity measures when applied to binary predictors. A new family of measures is also introduced to unify some of the existing literature. The performance of the new classification method is...

Can interestingness measures be usefully visualized?

Robert Susmaga, Izabela Szczech (2015)

International Journal of Applied Mathematics and Computer Science

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The paper presents visualization techniques for interestingness measures. The process of measure visualization provides useful insights into different domain areas of the visualized measures and thus effectively assists their comprehension and selection for different knowledge discovery tasks. Assuming a common domain form of the visualized measures, a set of contingency tables, which consists of all possible tables having the same total number of observations, is constructed. These...

Seeking Relationships in Big Data: A Bayesian Perspective

Singpurwalla, Nozer (2014)

Serdica Journal of Computing

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The real purpose of collecting big data is to identify causality in the hope that this will facilitate credible predictivity . But the search for causality can trap one into infinite regress, and thus one takes refuge in seeking associations between variables in data sets. Regrettably, the mere knowledge of associations does not enable predictivity. Associations need to be embedded within the framework of probability calculus to make coherent predictions. This is so because associations...

Generalized duration measures in a risk immunization setting. Implementation of the Heath-Jarrow-Morton model

Alina Kondratiuk-Janyska, Marek Kałuszka (2006)

Applicationes Mathematicae

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The aim of this paper is to set different lower bounds on the change of the expected net cash flow value at time H > 0 in general term structure models, referring to the studies of Fong and Vasiček (1984), Nawalkha and Chambers (1996), and Balbás and Ibáñez (1998) among others. New immunization strategies are derived with new risk measures: generalized duration and generalized M-absolute of Nawalkha and Chambers, and exponential risk measure. Furthermore, examples of specific one-factor...

On the order equivalence relation of binary association measures

Mariusz Paradowski (2015)

International Journal of Applied Mathematics and Computer Science

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Over a century of research has resulted in a set of more than a hundred binary association measures. Many of them share similar properties. An overview of binary association measures is presented, focused on their order equivalences. Association measures are grouped according to their relations. Transformations between these measures are shown, both formally and visually. A generalization coefficient is proposed, based on joint probability and marginal probabilities. Combining association...

Measuring herd behavior: properties and pitfalls

Woojoo Lee, Jae Youn Ahn (2017)

Dependence Modeling

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Herd behavior is an important economic phenomenon, especially in the context of the recent financial crises. Prior studies propose several measures to quantify herd behavior. In this paper, we show that these measures reflect different perspectives on this behavior, and hence, their interpretation requires great care. Taking a critical attitude toward existing herd behavior measures, we study their properties and pitfalls in detail.

Quantile hedging on markets with proportional transaction costs

Michał Baran (2003)

Applicationes Mathematicae

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The problem of risk measures in a discrete-time market model with transaction costs is studied. Strategy effectiveness and shortfall risk are introduced. This gives a generalization of quantile hedging presented in [4].

Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances

Pierre Devolder, Adrien Lebègue (2016)

Dependence Modeling

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The purpose of this paper is twofold. First we consider a ruin theory approach along with risk measures in order to determine the solvency capital of long-term guarantees such as life insurances or pension products. Secondly, for such products,we challenge the definition of the Solvency Capital Requirement (SCR) under the Solvency II (SII) regulatory framework based on a yearly viewpoint. Several methods for the calculation of the solvency capital are presented. We start our study with...

On physical measures for Cherry flows

Liviana Palmisano (2016)

Fundamenta Mathematicae

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Studies of the physical measures for Cherry flows were initiated in Saghin and Vargas (2013). While the non-positive divergence case was resolved, the positive divergence case still lacked a complete description. Some conjectures were put forward. In this paper we make a contribution in this direction. Namely, under mild technical assumptions we solve some conjectures stated in Saghin and Vargas (2013) by providing a description of the physical measures for Cherry flows in the positive...

Projections of measures with small supports

Bilel Selmi (2021)

Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica

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In this paper, we use a characterization of the mutual multifractal Hausdorff dimension in terms of auxiliary measures to investigate the projections of measures with small supports.