1,720,960 research outputs found
Selezione di portafogli ottimi con vincolo di shortfall
No full textIn questo lavoro si studia il problema della scelta di un portafoglio ottimo per l’investitore, sotto il vincolo di shortfall. Tale approccio costituisce un metodo alternativo ai modelli più tradizionali nella teo- ria della selezione di portafogli finanziari. Esso fa uso del concetto di rischio di shortfall che tiene conto solo delle variazioni verso il basso dei rendimenti dei titoli rispetto ad una soglia minima fissata. Ciò sem- bra meglio adattarsi a come il rischio venga percepito dall’investitore. Diamo, in questo lavoro, l’espressione algebrica della deviazione stan- dard e del rendimento atteso del portafoglio ottimo scelto in ottica di shortfall nonchè dell’avversione al rischio dell’individuo che sceglie tale portafoglio. Calcoliamo anche la sensitività dell’avversione al rischio rispetto a variazioni dei parametri che intervengono nell’indi- viduazione del vincolo di shortfall. Calcoliamo infine le curve di livel- lo dell’avversione a rischio sempre rispetto ai parametri di shortfall
Una classe di rappresentazioni unitarie dell'analogo quantico della coppia simmetrica (A(n),,A(n-1))
No full textA classification of unitary highest weight modules of the quantum analogue of the symmetric pair (A(n),A(n-1))
No full textWe study the irreducibility and unitarity of highest weight modules of the
quantized enveloping algebra associated to sun, 1.. We obtain a classification of
these modules analogous to that of wEHWx in the classical context. We also
compute all commutation relations between root vectors in Uqsun, 1..
A combinatorial approach to the fusion process for the symmetric group
No full textWe give a detailed account of Cherednik’s fusion process for the symmetric group using as a key
tool the combinatorics of compatible orders on the set of inversions of permutations
Non-parametric Bayesian Networks for Managing an Energy Market
No full textEnergy markets are typically characterized by high complexity due to several reasons such as the large number of occurring variables, different in nature, and
their associative structure. Estimating a statistical model that properly represents
the dependencies among the variables is crucial for managing the complexity. In
this paper the Colombian energy market is studied. Since the variables of interest
are quantitative but non Gaussian, non parametric Bayesian networks are used to
infer the Colombian energy market association structure
Non-parametric Bayesian Networks for Managing an Energy Market
No full textEnergy markets are typically characterized by high complexity due to several reasons such as the large number of occurring variables, different in nature, and
their associative structure. Estimating a statistical model that properly represents
the dependencies among the variables is crucial for managing the complexity. In
this paper the Colombian energy market is studied. Since the variables of interest
are quantitative but non Gaussian, non parametric Bayesian networks are used to
infer the Colombian energy market association structure
Modelling an energy market with Bayesian networks for non-normal data
No full textEnergy markets are typically characterized by high complexity due to several reasons such as the large number of occurring variables, different in nature, and their associative structure. Estimating a statistical model that properly represents the dependencies among the variables is crucial for managing such a complexity. In this paper, a simple energy market influenced by hydroelectric availability is studied by using Bayesian networks. Since the variables of interest are quantitative but non Gaussian, non-parametric strategies are used to infer the Colombian energy market association structure. We propose a comparison between the UniNet learning algorithm and the Rank PC algorithm, both based on normal copula assumption and Spearman correlation measure, in order to explore differences in the estimated models. Finally, model usability for energy managers is shown through the discussion of some scenarios
Cyclic generators for irreducible representations of affine Hecke algebras
No full textWe give a detailed account of a combinatorial construction, due to
Cherednik, of cyclic generators for irreducible modules of the affine
Hecke algebra of the general linear group with generic parameter q
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
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