Showing 1 - 10 of 46
In this paper we compute performance indices like those from Mereuta et all. (2007) using the eigenvalues and the eigenvectors of the variance-covariance matrix of these indices. The eigenvalues are used in this paper to give natural weights to the performance indices in order to compute the...
Persistent link: https://www.econbiz.de/10015219982
In this paper we classify competitive markets using a new form of normalized Herfindahl index and the degree of dominance of the leader. For this purpose we use the notion of copula, which connects two or more random variables with given marginals. The parameters of the two marginals (which are...
Persistent link: https://www.econbiz.de/10015226638
In this article we will determine the confidence regions for the parameters of a distribution and versions of some tests without using tables that contain centiles.
Persistent link: https://www.econbiz.de/10015216736
In this paper we will use the Bayesian inference for the parameters that appear in the queueing systems. We will estimate these parameters and we will build confidence intervals and significance tests for them, considering the parameters of the exponential Poisson and geometric distribution. We...
Persistent link: https://www.econbiz.de/10015216754
In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the regression polynomial of the degree k (for instance, if k=1 we obtain the regression line, and if k=2 we obtain the regression parable), and the regression hyper-plane. We will also present a...
Persistent link: https://www.econbiz.de/10015216942
In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the principal components regression (PCR). We will also present a financial application in which we apply PCR if the points represent the interests for accounts with different terms.
Persistent link: https://www.econbiz.de/10015216947
In this paper we apply the Monte Carlo method to find the eigenvalues and the eigenvectors of a k-symmetric matrix A. At first we add to the main diagonal of A a real number large enough to obtain a covariance matrix B and we take into account that the minimum sum of the squares in the principal...
Persistent link: https://www.econbiz.de/10015216949
In this paper we have found an analytical formula for a copula that connects the numbers Ni of customers in the nodes of a Gordon and Newell queueing network. We have considered two cases: the first one is the case of the network with 2 nodes, and the second one is the case of the network with...
Persistent link: https://www.econbiz.de/10015217177
In this paper we will solve some linear programming problems by solving systems of differential equations using game theory. The linear programming problem must be a classical constraints problem or a classical menu problem, i.e. a maximization/minimization problem in the canonical form with all...
Persistent link: https://www.econbiz.de/10015218114
In this paper we will solve some nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and some results from games theory.
Persistent link: https://www.econbiz.de/10015222076