Search Results - subject:"REGULARITY"

Some investigations on saddle points of the lagrangian function

Giorgi, Giorgio - 2024

Persistent link: https://www.econbiz.de/10015325260

A proposal of concentration measures for discount functions

Cruz Rambaud, Salvador; Ortiz Fernández, Piedad; … - In: Quantitative finance and economics 8 (2024) 2, pp. 347-363

Persistent link: https://www.econbiz.de/10015133073

A fuzzy inference system for predicting outbreaks in emerging infectious diseases

Adak, Sayani; Kar, T. K.; Jana, Soovoojeet - In: Decision analytics journal 10 (2024), pp. 1-16

, Housing (HSH), Health Infrastructure (HI), and Regularity of Surveillance (RoS) and one output, viz. Possibility of Outbreak …

Persistent link: https://www.econbiz.de/10014543558

Bus bunching : a comprehensive review from demand, supply, and decision-making perspectives

Rezazada, Mustafa; Nassir, Neema; Tanin, Egemen; Ceder, … - In: Transport reviews : a transnational transdisciplinary … 44 (2024) 4, pp. 766-790

Persistent link: https://www.econbiz.de/10015051599

Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process

Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto - In: Computational management science 19 (2022) 1, pp. 99-132

Persistent link: https://www.econbiz.de/10012817299

Short-dated smile under rough volatility : asymptotics and numerics

Friz, Peter K.; Gassiat, Paul; Pigato, Paolo - In: Quantitative finance 22 (2022) 3, pp. 463-480

Persistent link: https://www.econbiz.de/10013167770

Newton-type methods near critical solutions of piecewise smooth nonlinear equations

Fischer, A.; Izmailov, A. F.; Jelitte, M. - In: Computational Optimization and Applications 80 (2021) 2, pp. 587-615

It is well-recognized that in the presence of singular (and in particular nonisolated) solutions of unconstrained or constrained smooth nonlinear equations, the existence of critical solutions has a crucial impact on the behavior of various Newton-type methods. On the one hand, it has been...

Persistent link: https://www.econbiz.de/10014502070

Constraints in models of production and cost via slack-based measures

Khan, Caroline; Tsionas, Efthymios G. - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 3347-3374

Persistent link: https://www.econbiz.de/10012664806

The Quantitative View of Myerson Regularity

Schweizer, Nikolaus; Szech, Nora - 2016

In mechanism design, Myerson regularity is often too weak for a quantitative analysis of performance. For instance …, ratios between revenue and welfare, or sales probabilities may vanish at the boundary of Myerson regularity. This paper … therefore explores the quantitative version of Myerson regularity, which we call λ-regularity. It measures how Myerson regular a …

Persistent link: https://www.econbiz.de/10011431257

The quantitative view of Myerson regularity

Schweizer, Nikolaus; Szech, Nora - 2016

In mechanism design, Myerson regularity is often too weak for a quantitative analysis of performance. For instance …, ratios between revenue and welfare, or sales probabilities may vanish at the boundary of Myerson regularity. This paper … therefore explores the quantitative version of Myerson regularity, which we call e͏̈-regularity. It measures how Myerson regular …

Persistent link: https://www.econbiz.de/10011416003