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Centrality-based capital allocations
Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2015
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10010471625
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Concept and Mathematics of Islamic Financial Engineering
Aydin, Nadi Serhan - 2012
We argue that Islamic principles, in particular the avoidance of ribā and gharar should be applied with respect to real economic value rather than to monetary value in terms of conventional currency. In order to reconcile monetary value with economic value, we propose a reference currency...
Persistent link: https://www.econbiz.de/10013102582
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Centrality-Based Capital Allocations
Alter, Adrian - 2014
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10013052516
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Centrality-Based Capital Allocations
Alter, Adrian - 2016
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10012988702
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The Erosion of Well-Being : A Heuristic Mathematical Model
Thron, Chris - 2015
This paper presents a heuristic mathematical model of the evolution over time in the statistical distribution of well-being of individuals in a society. The model predicts that when individuals overvalue the more overtly conspicuous aspects of well-being in their lifestyle choices, then the...
Persistent link: https://www.econbiz.de/10014133838
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Understanding the Mathematical Background of Generative Adversarial Neural Networks (GANs)
Yilmaz, Bilgi - 2022
Generative Adversarial Nets (GANs) have received considerable attention from many research fields after being originally introduced by Goodfellow et al.[6]. The attention has led to come on the stage many extensions of the original idea of GANs. Consequently, new techniques and applications of...
Persistent link: https://www.econbiz.de/10013311381
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Centrality-Based Capital Allocations
Alter, Adrian - 2015
This paper looks at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. Keeping total capital in the system constant, the reallocation rules, which combine individual bank characteristics and interconnectivity measures of...
Persistent link: https://www.econbiz.de/10013027932
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Centrality-Based Capital Allocations
Alter, Adrian - 2015
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10013028668
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Vartotojų kainų indekso prognozavimas
Žižiūnaitė, Birutė - 2009
paper was introduction of ARMA models. These model's modifications such a AR, MA, ARIMA and their appropriateness for … forecast were surveyed theoretically. In the second part of the Master paper all the analysed forecast models were practically … applied. The bigger attitude was given to ARIMA model use. Therewith models' modifications' ARIMA (1, 0, 0) and ARIMA (1, 0, 1 …
Persistent link: https://www.econbiz.de/10009478261
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Models as "analytical similes" : on Nicholas Georgescu-Roegen's contribution to economic methodology
Couix, Quentin - In: Journal of economic methodology 28 (2021) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10012515891