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The well-known Impossibility Theorem of Arrow asserts that any generalized social welfare function (GSWF) with at least three alternatives, which satisfies Independence of Irrelevant Alternatives (IIA) and Unanimity and is not a dictatorship, is necessarily non-transitive. In 2002, Kalai asked whether one can obtain the following quantitative version of the theorem: For any $ϵ > 0$ , there exists $δ = δ (ϵ)$ such that if a GSWF on three alternatives satisfies the IIA condition and its probability of non-transitive...

A time-series approach to non-self-financing hedging in a discrete-time incomplete market.

Josephy, N., Kimball, L., Steblovskaya, V. (2008)

Journal of Applied Mathematics and Stochastic Analysis

A transferable voting system including intensity of preference

B. L. Meek (1975)

Mathématiques et Sciences Humaines

A turnpike theorem for continuous-time control systems when the optimal stationary point is not unique.

Mamedov, Musa A. (2003)

Abstract and Applied Analysis

A unified Lorenz-type approach to divergence and dependence [Book]

Teresa Kowalczyk (1994)

A von Neumann model with an arbitrary number of steps

Marchi, Ezio (1983/1984)

Portugaliae mathematica

About the properties of a modified generalized Beverton-Holt equation in ecology models.

De La Sen, M. (2008)

Discrete Dynamics in Nature and Society

Actions on environment under uncertainty: stochastic formulation and the associated deterministic problem.

Jesús Ildefonso Díaz, Chakib Faghloumi (2008)

RACSAM

Actuarial Approach to Option Pricing in a Fractional Black-Scholes Model with Time-Dependent Volatility

Adrian Falkowski (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

We study actuarial methods of option pricing in a fractional Black-Scholes model with time-dependent volatility. We interpret the option as a potential loss and we show that the fair premium needed to insure this loss coincides with the expectation of the discounted claim payoff under the average risk neutral measure.

Adaptive prediction of stock exchange indices by state space wavelet networks

Mietek A. Brdyś, Adam Borowa, Piotr Idźkowiak, Marcin T. Brdyś (2009)

International Journal of Applied Mathematics and Computer Science

The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session ahead and five sessions ahead adaptive predictors of the WIG20 index...

Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations

Mietek A. Brdyś, Marcin T. Brdyś, Sebastian M. Maciejewski (2016)

International Journal of Applied Mathematics and Computer Science

The paper considers the forecasting of the euro/Polish złoty (EUR/PLN) spot exchange rate by applying state space wavelet network and econometric forecast combination models. Both prediction methods are applied to produce one-trading-dayahead forecasts of the EUR/PLN exchange rate. The paper presents the general state space wavelet network and forecast combination models as well as their underlying principles. The state space wavelet network model is, in contrast to econometric forecast combinations,...

Agrégation typologique de données de préférences

J. Lemaire (1977)

Mathématiques et Sciences Humaines

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