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Year of publication
Subject
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1/fα process 1 Autoregressive random signals 1 Entropic Half Life 1 Multi scale entropy analysis 1 Reshape scale method 1 incomplete contracting 1 non-contractible monitoring 1 random signals 1 stochastic contracts 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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English 1 Undetermined 1
Author
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Strausz, Roland 1 Zandiyeh, P. 1 von Tscharner, V. 1
Published in...
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Departmental Working Papers 1 Physica A: Statistical Mechanics and its Applications 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Reshape scale method: A novel multi scale entropic analysis approach
Zandiyeh, P.; von Tscharner, V. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 24, pp. 6265-6272
The Reshape Scale (RS) method was introduced in this article as a novel approach to perform multi scale transition of sample entropy. This method was able to quantify the orderliness in the signal by determining the distance over which the subsequent data points can remain affiliated to one...
Persistent link: https://www.econbiz.de/10011064700
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Cover Image
Mitigating Non-contractible actions by randomness
Strausz, Roland
This paper studies non-contractibility of a contract designer's actions in an agency model with costly monitoring. It shows that non-contractibility may lead to an explicit randomness, which is not optimal under full contractibility. The randomness mitigates non-contractibility. Its...
Persistent link: https://www.econbiz.de/10005168985
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