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  • Search: subject_exact:"Fourier transform"
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Year of publication
Subject
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Fourier analysis 133 Fourier-Analyse 133 Fourier transform 112 Time series analysis 50 Zeitreihenanalyse 50 Theorie 43 Theory 43 Business cycle 37 Konjunktur 37 Option pricing theory 34 Optionspreistheorie 34 Volatility 34 Volatilität 34 Stochastic process 31 Stochastischer Prozess 31 State space model 20 USA 20 United States 20 Zustandsraummodell 20 Forecasting model 19 Prognoseverfahren 19 Estimation theory 16 Schätztheorie 16 Decomposition method 14 Dekompositionsverfahren 14 Financial market 13 Finanzmarkt 13 Option trading 13 Optionsgeschäft 13 Fourier Transform 12 Portfolio selection 11 Portfolio-Management 11 Finanzpolitik 10 Fiscal policy 10 Bruttoinlandsprodukt 9 EU countries 9 EU-Staaten 9 Estimation 9 Gross domestic product 9 Neoclassical synthesis 9
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Online availability
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Undetermined 112 Free 103 CC license 2
Type of publication
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Article 144 Book / Working Paper 112 Other 1
Type of publication (narrower categories)
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Article in journal 84 Aufsatz in Zeitschrift 84 Graue Literatur 62 Non-commercial literature 62 Working Paper 59 Arbeitspapier 57 Aufsatz im Buch 8 Book section 8 Hochschulschrift 6 Thesis 6 Conference paper 3 Konferenzbeitrag 3 Article 2 Lehrbuch 2 Case study 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Fallstudie 1 Forschungsbericht 1 Konferenzschrift 1 Sammelwerk 1 Sammlung 1 Textbook 1 research-article 1
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Language
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English 194 Undetermined 56 German 2 Portuguese 2 French 1 Italian 1 Polish 1
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Author
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Crowley, Patrick M. 17 Verona, Fabio 14 Hudgins, David 10 Beaudry, Paul 6 Faria, Gonçalo 6 Fiorentini, Gabriele 6 Galesi, Alessandro 6 Galizia, Dana 6 Portier, Franck 6 Sentana, Enrique 6 Li, Yushu 5 Pollock, David Stephen G. 5 Zhang, Zhimin 5 Benth, Fred Espen 4 Fermanian, Jean-David 4 Gallegati, Marco 4 Levendorskij, Sergej Z. 4 Chiarella, Carl 3 Fusai, Gianluca 3 Hughes Hallett, Andrew 3 Kilponen, Juha 3 LEVENDORSKIĬ, SERGEI 3 Mancino, Maria Elvira 3 Neusser, Klaus 3 Nielsen, Morten Ørregaard 3 Pollock, Stephen 3 Schennach, Susanne M. 3 Albuquerque, Eduardo da Motta e 2 Ardila, Diego 2 Beyna, Ingo 2 Bhandari, Avishek 2 Bojarčenko, Svetlana I. 2 Chang, Hsu-Ling 2 Chung, Shing Fung 2 Curato, Imma Valentina 2 Enders, Walter 2 Faigle, Ulrich 2 Franco, Marco Paulo Vianna 2 Fratianni, Michele 2 Garcia, Enrique 2
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Institution
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 2 Santa Fe Institute 2 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Department of Economics, Boston College 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 EconWPA 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Finance Discipline Group, Business School 1 Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics 1 Frankfurt School of Finance and Management 1 Friedrich-Schiller-Universität Jena 1 Institute of Economic Policy Research (IEPR), University of Southern California 1 National Bureau of Economic Research 1 Society for Computational Economics - SCE 1 Springer International Publishing 1 Universität Kaiserslautern / Fachbereich Mathematik 1 Verlag Dr. Kovač 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Bank of Finland research discussion papers 15 Bank of Finland Research Discussion Paper 14 International Journal of Theoretical and Applied Finance (IJTAF) 9 Physica A: Statistical Mechanics and its Applications 7 International journal of theoretical and applied finance 6 Journal of econometrics 5 Computational Statistics 4 Finance and stochastics 4 Applied Mathematical Finance 3 Computational economics 3 Discussion paper / Centre for Economic Policy Research 3 Oxford bulletin of economics and statistics 3 SpringerLink / Bücher 3 Working paper / Department of Economics, Lund University 3 Applied mathematical finance 2 CEF.UP working paper 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CPQF Working Paper Series 2 Discussion papers / University of Leicester, Department of Economics 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Games 2 Journal of Banking & Finance 2 Journal of Multivariate Analysis 2 Journal of banking & finance 2 Journal of economic dynamics & control 2 Journal of mathematical finance 2 Journal of the history of economic thought 2 Mathematics and Computers in Simulation (MATCOM) 2 Scandinavian actuarial journal 2 Springer Texts in Business and Economics 2 Stochastic Processes and their Applications 2 Série de trabalhos para discussão 2 Working Papers - Mathematical Economics 2 Working Papers / Santa Fe Institute 2 Working paper 2 Working paper / Central Bank of Iceland 2 ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 91-105 1 Acta Universitatis Danubius / Oeconomica 1 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1 Annals of economics and statistics 1
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Source
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ECONIS (ZBW) 187 RePEc 60 EconStor 4 Other ZBW resources 4 USB Cologne (business full texts) 1 BASE 1
Showing 1 - 50 of 257
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A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen; Sgarra, Carlo - In: Finance and stochastics 28 (2024) 4, pp. 1035-1076
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130552
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Value-at-risk under measurement error
Doukali, Mohamed; Song, Xiaojun; Taamouti, Abderrahim - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 690-713
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014543504
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Forecast combination in the frequency domain
Faria, Gonçalo; Verona, Fabio - 2023
Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013485890
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Efficient evaluation of expectations of functions of a Lévy process and its extremum
Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: Finance and stochastics 29 (2025) 2, pp. 443-468
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394806
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Time Series Econometrics
Neusser, Klaus - 2025 - 2nd ed. 2025.
Introduction -- ARMA models -- Forecasting stationary processes -- Estimation of Mean and Autocovariance Function -- Estimation of ARMA Models -- Spectral Analysis and Linear Filters -- Integrated Processes -- Models of Volatility -- Multivariate Time series -- Estimation of Covariance Function...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406991
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Financial cycles in euro area economies : a cross-country perspective using wavelet analysis
Mandler, Martin; Scharnagl, Michael - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 569-593
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Convolutional regression for big spatial data
Matsuda, Yasumasa; Yuan, Xin - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013445687
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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G. - In: The econometrics journal 25 (2022) 2, pp. 384-403
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Fourier transform based LSTM stock prediction model under oil shocks
Ren, Xiaohang; Xu, Weixia; Duan, Kun - In: Quantitative finance and economics 6 (2022) 2, pp. 342-358
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Unified factor model estimation and inference under short and long memory
Ke, Shuyao; Phillips, Peter C. B.; Su, Liangjun - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013464260
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Pricing fade-in options under garch-jump processes
Wang, Xingchun; Zhang, Han - In: Computational economics 64 (2024) 4, pp. 2563-2584
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015144032
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Detecting edgeworth cycles
Holt, Timothy; Igami, Mitsuru; Scheidegger, Simon - In: The journal of law & economics 67 (2024) 1, pp. 67-102
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014633698
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Robust inference of panel data models with interactive fixed effects under long memory : a frequency domain approach
Ke, Shuyao; Phillips, Peter C. B.; Su, Liangjun - In: Journal of econometrics 241 (2024) 2, pp. 1-22
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House price and economic activity in India : a Wavelet analysis
Pal, Swarup Kumar; Saha, Anjana; Ray, Partha - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012542572
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Inference of jumps using wavelet variance
Chen, Heng; Shintani, Mototsugu - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012813628
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Wavelet Decomposition of the Financial Cycle : An Early Warning System for Financial Tsunamis
Voutilainen, Ville - 2021
We propose a wavelet-based approach for construction of a financial cycle proxy. Specifically, we decompose three key macro-financial variables – private credit, house prices, and stock prices – on a frequency-scale basis using wavelet multiresolution analysis. The resulting...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013315450
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Financial cycles : how long and how certain?
Gonzalez, Rodrigo Barbone; Marinho, Leonardo Sousa Gomes; … - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 2, pp. 1-22
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Misallocation or mismeasurement? : evidence from plant-level data
Dong, Baiyu; Hsieh, Yu-Wei - In: Annals of economics and statistics 142 (2021), pp. 211-234
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Modern Cryptography Volume 2 : A Classical Introduction to Informational and Mathematical Principle
Zheng, Zhiyong; Tian, Kun; Liu, Fengxia - 2023
Chapter 1. Gauss lattice theory -- Chapter 2. Reduction principle of Ajtai -- Chapter 3. Learning with errors -- Chapter 4. LWE cryptosystem -- Chapter 5. Cyclic lattice and Ideal lattice -- Chapter 6. Fully Homomorphic Encryption -- Chapter 7. General NTRU cryptosystem.
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013504665
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Pricing of commodity derivatives on processes with memory
Benth, Fred Espen; Khedher, Asma; Vanmaele, Michèle - In: Risks 8 (2020) 1, pp. 1-32
Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process xi with memory as, e.g., a Volterra equation driven by a Levy process. Moreover, the interest rate and a risk premium rho...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200543
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Medidas de núcleo de inflação para o Brasil baseadas no método wavelets?
Silva, Nelson da - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012404319
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Improving early warning system indicators for crisis manifestations in the Russian economy
Semin, Alexander; Vasiljeva, Marina; Sokolov, Alexander; … - In: Journal of open innovation : technology, market, and … 6 (2020) 4/171, pp. 1-21
The study is aimed at determining the oscillators of crisis manifestations when the Russian economy tries to make transition to the path for accelerating technological development and forming an innovative economy. Short-term cycles were determined in the development of the Russian economy from...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012414330
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Pricing of commodity derivatives on processes with memory
Benth, Fred Espen; Khedher, Asma; Vanmaele, Michèle - In: Risks : open access journal 8 (2020) 1/8, pp. 1-32
Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process xi with memory as, e.g., a Volterra equation driven by a Levy process. Moreover, the interest rate and a risk premium rho...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012204043
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Jean-Baptiste Fourier at the Moscow Conjuncture Institute : harmonic analysis of business cycles
Franco, Marco Paulo Vianna; Ribeiro, Leonardo Costa; … - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012209376
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An Analysis of Lead-Lag Relationship between Stock Returns Using Spectral Methods
Bhandari, Avishek - 2020
This paper examines the relationship between BSE Sensex and three other developed markets in the frequency domain. Cross-spectral methods, which are important in discovering and interpreting the relationships between economic variables, are used to analyze the relationships between different...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012855987
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Money Growth and Inflation : International Historical Evidence on High Inflation Episodes for Developed Countries
Gallegati, Marco - 2019
How long is the long run in the relationship between money growth and inflation? How important are high inflation episodes for the unit slope finding in the quantity theory of money? To answer these questions we study the relationship between excess money growth and inflation over time and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012895133
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Financial cycles as early warning indicators : lessons from the Nordic region
Ragnarsson, Önundur Páll; Hannesson, Jón Magnús; … - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011992493
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Q, Investment, and the Financial Cycle
Verona, Fabio - 2019
The empirical performance of the Q theory of investment can be significantly improved by simultaneously considering the time- and the frequency-varying features of the investment-Q relationship. Using continuous wavelet tools, I assess the investment-Q sensitivity at different frequencies and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012901123
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Phillips' averaging procedure as a "crude'´" version of the Haar wavelet filter
Gallegati, Marco; Ramsey, James B. - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012027486
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Money growth and inflation : international historical evidence on high inflation episodes for developed countries
Gallegati, Marco; Giri, Federico; Fratianni, Michele - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011965460
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Tracking financial cycles in ten transitional economies 2005-2018 using singular spectrum analysis (SSA) techniques
Škare, Marinko; Porada-Rochoń, Małgorzata - In: Equilibrium : quarterly journal of economics and … 14 (2019) 1, pp. 7-29
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012232027
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The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar; Raheem, Ibrahim D.; Bozoklu, Seref; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1569-1590
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012815114
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Beyond random causes : harmonic analysis of business cycles at the Moscow Conjuncture Institute
Franco, Marco Paulo Vianna; Ribeiro, Leonardo Costa; … - In: Journal of the history of economic thought 44 (2022) 3, pp. 456-476
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Wavelet power spectrum analysis of ETF's tracking error
Nieves-González, Aniel; Rodríguez, Javier; Vega … - In: The journal of risk finance : JRF 23 (2022) 2, pp. 121-138
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013370525
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Singular spectrum analysis for real-time financial cycles measurement
Coussin, Maximilien - In: Journal of international money and finance 120 (2022), pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013417341
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Filters, waves and spectra
Pollock, David Stephen G. - In: Econometrics : open access journal 6 (2018) 3, pp. 1-33
Econometric analysis requires filtering techniques that are adapted to cater to data sequences that are short and that have strong trends. Whereas the economists have tended to conduct their analyses in the time domain, the engineers have emphasised the frequency domain. This paper places its...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011887657
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Financial cycles in euro area economies : a cross-country perspective
Kunovac, Davor; Mandler, Martin; Scharnagl, Michael - 2018
We study the cross-country dimension of financial cycles for six euro area countries using three different methodologies: principal component analysis, synchronicity and similarity measures and wavelet analysis. We find that equity prices and interest rates display synchronization across...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011809188
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Applied spectral analysis
Della Rossa, Fabio; Guerrero, Julio; Orlando, Giuseppe; … - In: Nonlinearities in economics : an interdisciplinary …, (pp. 123-139). 2021
In this chapter, we first explain what we mean by a signal, and then we describe some characteristics such as energy, frequency, phase, power spectrum, etc. We show how to analyse it by the means of spectral analysis and Fourier transform. Moreover, as the Fourier transform does not provide any...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012648037
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Does time-frequency scale analysis predict inflation? : evidence from Tunisia
Ammouri, Bilel; Issaoui, Fakhri; Zitouna, Habib - In: International journal of computational economics and … 11 (2021) 2, pp. 161-188
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012507586
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A study of the connection between intertemporal changes in consolidated macroeconomic indicators and the performance of individual industries in Russia’s economy
Suvorov, Nikolaj V.; Treshchina, S. V.; Beletsky, Yu. V. - In: Studies on Russian economic development 32 (2021) 6, pp. 611-618
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The theory of uncertaintism
Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150025-1-2150025-37
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012657791
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A new approach to wind power futures pricing
Hess, Markus - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 1235-1252
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012795131
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Outlier detection and quasi-periodicity optimization algorithm : frequency domain based outlier detection (FOD)
Erkuş, Ekin Can; Purutçuoğlu, Vilda - In: European journal of operational research : EJOR 291 (2021) 2, pp. 560-574
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Game theoretic interaction and decision: A quantum analysis
Faigle, Ulrich; Grabisch, Michel - In: Games 8 (2017) 4, pp. 1-25
An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint matrices and hence a spectral representation. As a result,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011852714
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Testing the Q Theory of Investment in the Frequency Domain
Kilponen, Juha - 2017
We revisit the empirical performance of the Q theory of investment, explicitly taking into account the frequency dependence of investment, Tobin's Q, and cash flow. The time series are decomposed into orthogonal components of different frequencies using wavelet multiresolution analysis. We find...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012963438
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Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts
Faria, Gonçalo - 2017
We generalize the Ferreira and Santa-Clara (2011) sum-of-the-parts method for forecasting stock market returns. Rather than summing the parts of stock returns, we suggest summing some of the frequency-decomposed parts. The proposed method signi cantly improves upon the original sum-of-the-parts...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012967229
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Time-Frequency Characterization of the U.S. Financial Cycle
Verona, Fabio - 2017
Despite an increase in research – motivated by the global financial crisis of 2007-08 – empirical studies on the financial cycle are rare compared to those on the business cycle. This paper adds some new evidence to this scarce literature by using a different empirical methodology –...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012969206
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Testing the Q theory of investment in the frequency domain
Kilponen, Juha; Verona, Fabio - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011716307
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Q, investment, and the financial cycle
Verona, Fabio - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011721190
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Game theoretic interaction and decision : a quantum analysis
Faigle, Ulrich; Grabisch, Michel - In: Games 8 (2017) 4, pp. 1-25
An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint matrices and hence a spectral representation. As a result,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011771247
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