Search Results - subject:"Functions"

Generalized Potentials and Robust Sets of Equilibria

smorris; Ui, Takashi - Econometric Society - 2004

This paper introduces generalized potential functions of complete information games and studies the robustness of sets … equilibria in terms of argmax sets of generalized potential functions. Next, it shows that the sufficient conditions generalize …

Persistent link: https://www.econbiz.de/10005170271

Generalized thermostatistics and mean-field theory

Naudts, Jan - In: Physica A: Statistical Mechanics and its Applications 332 (2004) C, pp. 279-300

thermostatistics, which is obtained from the standard formalism by deformation of exponential and logarithmic functions. Since this …

Persistent link: https://www.econbiz.de/10010588438

Astrophysical thermonuclear functions for Boltzmann–Gibbs statistics and Tsallis statistics

Saxena, R.K.; Mathai, A.M.; Haubold, H.J. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 3, pp. 649-656

We present an analytic proof of the integrals for astrophysical thermonuclear functions which are derived on the basis … of Boltzmann–Gibbs statistical mechanics. Among the four different cases of astrophysical thermonuclear functions, those …

Persistent link: https://www.econbiz.de/10010588702

Non-glassy ground state in a long-range antiferromagnetic frustrated model in the hypercubic cell

Franco, Leonardo; Cannas, Sergio A - In: Physica A: Statistical Mechanics and its Applications 332 (2004) C, pp. 337-348

Boolean functions, in the context of neural networks learning processes. We show that, depending on the value of D, the system …

Persistent link: https://www.econbiz.de/10010589583

On generalized fractional kinetic equations

Saxena, R.K.; Mathai, A.M.; Haubold, H.J. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 3, pp. 657-664

kinetic equations in terms of Mittag–Leffler functions. The object of the present paper is to derive the solution of further … in a compact form in terms of generalized Mittag–Leffler functions and a number of representations of these functions …

Persistent link: https://www.econbiz.de/10010591680

Modelling Specific Interest Rate Risk with Estimation of Missing Data

Siegl, Thomas; Quell, Peter - In: Applied Mathematical Finance 12 (2004) 3, pp. 283-309

For the treatment of specific interest rate risk, a risk model is suggested, quantifying and combining both market and credit risk components consistently. The market risk model is based on credit spreads derived from traded bond prices. Though traded bond prices reveal a maximum amount of...

Persistent link: https://www.econbiz.de/10009279061

Globalização Econômica e Investimentos no Brasil

Neto, Fernando de Aquino Fonseca; Teixeira, Joanílio … - Departamento de Economia, Faculdade de Economia, … - 2004

model to measure the volatility of exchange and prices is applied. Impulseresponse functions indicate the levels of demand …

Persistent link: https://www.econbiz.de/10008783599

How Dynamic Consumer Response, Competitor Response, Company Support, and Company Inertia Shape Long-Term Marketing Effectiveness

Pauwels, Koen - In: Marketing Science 23 (2004) 4, pp. 596-610

Long-term marketing effectiveness is a high-priority research topic for managers, and emerges from the complex interplay among dynamic reactions of several market players. This paper introduces restricted policy simulations to distinguish four dynamic forces: consumer response, competitor...

Persistent link: https://www.econbiz.de/10008787938

Measuring physical efficiency of domestic airports in Taiwan with undesirable outputs and environmental factors

Yu, Ming-Miin - In: Journal of Air Transport Management 10 (2004) 5, pp. 295-303

The aim of the paper is to assist administrators ascertain the efficient future growth in passenger and aircraft movements when making use of currently available airport resources and at the same time embracing undesirable outputs and environmental factors. Three types of airport efficiency...

Persistent link: https://www.econbiz.de/10010682250

Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions

Lee, Tae-Hwy; Hong, Yongmiao - Econometric Society - 2004

Under the squared error loss, the optimal forecast is the conditional mean, and the one-step forecast error is a martingale difference (MD). The one-step forecast error forms the conditional moment condition obtained from the loss derivative with respect to the forecast. Similarly, under a...

Persistent link: https://www.econbiz.de/10005329017