Search Results - subject:"Lévy distribution"

Revisiting Zakat with a distribution of weighted Shapley value

Tlemsani, Issam; Matthews, Robin; Hashim, Mohamed … - In: International journal of Islamic and Middle Eastern … 16 (2023) 6, pp. 1141-1158

Persistent link: https://www.econbiz.de/10014432884

Fractional-order artificial bee colony algorithm with application in robot path planning

Cui, Yibing; Hu, Wei; Rahmani, Ahmed - In: European journal of operational research : EJOR 306 (2023) 1, pp. 47-64

Persistent link: https://www.econbiz.de/10014266914

What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?

Mishra, Sudhanshu K - Volkswirtschaftliche Fakultät, … - 2014

The Brownian correlation has been recently introduced by Székely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r)...

Persistent link: https://www.econbiz.de/10011111127

Is the Pareto-Lévy law a good representation of income distributions?

Dagsvik, John K.; Jia, Zhiyang; Vatne, Bjørn H.; Zhu, … - 2011

income distributions. We argue in this paper that the Pareto-Lévy distribution is an interesting candidate for representing … distribution. We subsequently use wage and income data for Norway and seven other OECD countries to fit the Pareto- Lévy … distribution as well as the Generalized Beta type II (GB2) distribution. The results show that the Pareto-Lévy distribution fits …

Persistent link: https://www.econbiz.de/10010335592

Zero-Crossing Analysis and Information Divergence of Lévy Walks for Real-Time Feature Extraction

Gonzalez, Jesus David Terrazas; Kinsner, Witold - In: International Journal of Handheld Computing Research (IJHCR) 7 (2016) 4, pp. 41-59

A method, based on the Smirnov transform, for generating synthetic data with the statistical properties of Lévy-walks is presented. This method can be utilized for generating arbitrary prescribed probability density functions (pdf). A cybersecurity engineering problem associated with Internet...

Persistent link: https://www.econbiz.de/10012045165

Zero-Crossing Analysis of Lévy Walks and a DDoS Dataset for Real-Time Feature Extraction: Composite and Applied Signal Analysis for Strengthening the Internet-of-Things Against DDo...

Kinsner, Witold; Gonzalez, Jesus David Terrazas - In: International Journal of Software Science and … 8 (2016) 4, pp. 1-28

A comparison between the probability similarities of a Distributed Denial-of-Service (DDoS) dataset and Lévy walks is presented. This effort validates Lévy walks as a model resembling DDoS probability features. In addition, a method, based on the Smirnov transform, for generating synthetic...

Persistent link: https://www.econbiz.de/10012048031

Levy Subordinator Model of Default Dependency

Balakrishna, B S - Volkswirtschaftliche Fakultät, … - 2010

probability distribution function known as the Levy distribution. The model provides a reasonable fit to market data with two …

Persistent link: https://www.econbiz.de/10008560493

Is the Pareto–Lévy law a good representation of income distributions?

Dagsvik, John; Jia, Zhiyang; Vatne, Bjørn; Zhu, Weizhen - In: Empirical Economics 44 (2013) 2, pp. 719-737

Pareto–Lévy distribution is an interesting candidate for representing income distributions because its parameters are easy to … be expressed as a simple formula of the parameters of the Pareto–Lévy distribution. We subsequently use income data for … Norway and seven other OECD countries to fit the Pareto–Lévy distribution as well as the Generalized Beta type II (GB2 …

Persistent link: https://www.econbiz.de/10010994456

Modelling price dynamics: A hybrid truncated Lévy Flight–GARCH approach

Constantinides, A.; Savel’ev, S.E. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 2072-2078

shortfalls. In this paper therefore, we combine the GARCH process with a conditional truncated Lévy distribution in order to …

Persistent link: https://www.econbiz.de/10010872579

Analytical representation of stock and stock-indexes returns: Non-Gaussian random walks with various jump laws

Romanovsky, M. Yu.; Vidov, P.V. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3794-3805

Empirical data for stock and stock-indexes returns that is available for international markets as well as for the Russian stock market is introduced and discussed. Random walk process with a specific law of an elementary independent increment (jump) in some random walk space is proposed for a...

Persistent link: https://www.econbiz.de/10010873065