The critical role of free entry to correct inherent deviance behavior has been stressed by Vanek (1970), Meade (1972) amongst others. The equivalence theorem (Dreze 1976) defines that labour and entrepreneurial management both lead to the same Pareto optimal equilibrium provided that there is...

The paper proposes an original class of conditionally heteroskedastic models aimed to capture a new concept of asymmetry. Not only past up and down moves of stock market returns have different impacts on the conditional variance, but also, positive and negative changes are governed by different...

In Van den Akker, Van Hoesel, and Savelsbergh (1994), we have studied a time-indexed formulation for single-machine scheduling problems and have presented a complete characterization of all facet inducing inequalities with right-hand side 1 and 2 for the convex hull of the monotone extension of...

Classically, the concept of efficiency measurement is based on the definition of a frontier that envelops the observed production plans. The efficiency score itself is based on the distance of an observed production plan from this frontier. The frontier along with the required technological...

An extremely simple proof of the K-K-M-S Theorem is given involving only Brouwer's fixed point theorem and some elementary calculus.

In this paper, we describe and compare three methods that can be used in forecasting chaotic time series. We simulate four well known chaos and apply the methods developed here. We discuss the existence of measure noise and structural noise and their impact on predictions. Particular attention...

In this paper we are interested by an analytical approach to identify chaotic systems when there is noise. We precise the estimators we can use to identify a chaos. We show the behaviour of these estimators in presence of noise. We make simulations to illustrate the approach we consider all...

In this paper we review different approaches that we can use to identify real data. We recall classical methods used from a nonparametric point of view for stochastic data. Then we use the same methods in a deterministic context. We precise what kind of hypotheses we need to estimate and...