We present an extension of Borsuk's antipodal theorem (existence of a zero) for antipodally approachable correspondences without convex values. This result is a generalization of Borsuk-Ulam Theorem and has a fixed-point equivalent formulation.

We present some application of the generalized Ky Fan's Matching Theorem stated by Chebbi, Gourdel and Hammami in minimax and variational inequalities using a generalized coercivity type condition for correspondences defined in L-space.

We present a generalized FKKM Theorem and it's application to the existence of solution for the variationals inequalities using a generalized coercivity type condition for correspondences defined in L-space.

The ultimate goal of risk management is the generation of efficient incomes. The objective is to generate the maximum return for a unit of risk taken or to minimise the risk taken to generate the return expected i.e. it is the optimisation of a financial institution strategy. Therefore, by...

We describe a simple computing technique for the tournament choice problem. It rests upon a relational modeling and uses the BDD-based computer system RelView for the evaluation of the relation-algebraic expressions that specify the solutions and for the visualization of the computed results....

Simple games are a powerful tool to analyze decision-making and coalition formation in social and political life. In this paper we present relational models of simple games and develop relational algorithms for solving some game-theoretic basic problems. The algorithms immediately can be...

The purpose of this paper is to study the self-similar properties of discrete-time long memory processes. We apply our results to specific processes such as GARMA processes and GIGARCH processes, heteroscedastic models and the processes with switches and jumps.

According to the last proposals of the Basel Committee on Banking Supervision, banks under the Advanced Measurement Approach (AMA) must use four different sources of information to assess their Operational Risk capital requirement. The fourth including "business environment and internal control...

In this paper, a continuous-time price-quantity trading process is defined for exchange economies with differentiable characteristics. The dynamics is based on boundedly rational agents exchanging limit-price orders to a central clearing house, which rations infinitesimal trades according to...

Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting. Estimating the Tail Value-at-Risk for large portfolios or pricing basket...