Search Results - subject:"Randomness"

Effective rank and dimensionality reduction : from complex disaggregation back to a simple world

Tsoulfidis, Lefteris - 2022

Persistent link: https://www.econbiz.de/10013367146

Good reasons for losers : lottery justification and social risk

Spiekermann, Kai - In: Economics and philosophy 38 (2022) 1, pp. 108-131

Persistent link: https://www.econbiz.de/10013166970

Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces

Geiersbach, Caroline; Scarinci, Teresa - In: Computational Optimization and Applications 78 (2021) 3, pp. 705-740

For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives. This paper presents convergence results for the...

Persistent link: https://www.econbiz.de/10014501800

Information-theoretic measures and modeling stock market volatility: A comparative approach

Sheraz, Muhammad; Nasi, Imran - In: Risks 9 (2021) 5, pp. 1-20

volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and … of the randomness of PSX-100. The methodology includes two approaches: (i) the implementation of EGARCH, GJR-GARCH, and … TGARCH models to estimate the volatilities; and (ii) analysis of randomness in volatilities series, return series, and PSX …

Persistent link: https://www.econbiz.de/10013200757

Information-theoretic measures and modeling stock market volatility : a comparative approach

Sheraz, Muhammad; Nasi, Imran - In: Risks : open access journal 9 (2021) 5, pp. 1-20

Persistent link: https://www.econbiz.de/10012596360

Stability of the representativeness heuristic: further evidence from choices between lottery tickets

Krawczyk, Michał; Rachubik, Joanna - 2021

Persistent link: https://www.econbiz.de/10012816705

The ergodicity problem in economics : the advent of ergodicity economics

Kirstein, Mark - 2020

Persistent link: https://www.econbiz.de/10015192266

What do lab experiments tell us about the real world?: the case of lotteries with extreme payoffs

Kachurka, Raman; Krawczyk, Michał; Rachubik, Joanna - 2020

Persistent link: https://www.econbiz.de/10012196805

Robust Wagner-Whitin algorithm with uncertain costs

Hanafizadeh, Payam; Shahin, Amir; Sajadifar, Mehdi - In: Journal of Industrial Engineering International 15 (2019) 3, pp. 435-447

In real-world applications, costs for products are not deterministic: neither static nor dynamic. They actually tend to be non-stationary and cross-correlated. To overcome this drawback, there have been some efforts by researchers to extend the Wagner-Whitin algorithm to consider stochastic...

Persistent link: https://www.econbiz.de/10013470797

The impact of the global financial crisis on the efficiency and performance of Latin American stock markets

Zhu, Zhenzhen; Bai, Zhidong; Vieito, João Paulo; Wong, … - In: Estudios de Economía 46 (2019) 1, pp. 5-30

randomness and efficiency have been improved after the GFC. The stochastic dominance test shows that the markets are efficient …

Persistent link: https://www.econbiz.de/10014486100