Showing 1 - 10 of 137
The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...
Persistent link: https://www.econbiz.de/10009320547
In this paper we propose an iterative method to solve an optimal control problem, with fuzzy target and constraints. The algorithm is developed in such a way as to satisfy the target function and the constraints. The algorithm can be applied only if a method exists to solve a crisp parametric...
Persistent link: https://www.econbiz.de/10005566309
This paper proposes a new method for calculating the missing elements of an incomplete matrix of pairwise comparison values for a decision problem. The matrix is completed by minimizing a measure of global inconsistency, thus obtaining a matrix which is optimal from the point of view of...
Persistent link: https://www.econbiz.de/10005700791
This paper deals with non-monotonic Choquet integral, a generalization of the regular Choquet integral. The discrete non-monotonic Choquet integral is considered under the viewpoint of aggregation. In particular we give an axiomatic characterization of the class of non-monotonic Choquet...
Persistent link: https://www.econbiz.de/10005819660
Persistent link: https://www.econbiz.de/10011628279
This paper proposes a simple procedure, in order to aggregate a nite number of real nonnegative values into a unique indicator. Possible applications of this tool can be found in social sciences, including demography, sociology, etc. In particular, the indicator may represent a generalized mean,...
Persistent link: https://www.econbiz.de/10012858225
The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...
Persistent link: https://www.econbiz.de/10013113992
Comovements among asset prices have received a lot of attention for several reasons. For example, comovements are important in cross-hedging and cross-speculation; they determine capital allocation both domestically and in international meanÐvariance portfolios and also, they are useful in...
Persistent link: https://www.econbiz.de/10005076136
We propose a new necessary and sufficient condition to test whether a sequence is Benford (base-b) or not and apply this characterization to some kinds of sequences (re)obtaining some well known results, as the fact that the sequence of powers of 2 is Benford (base-10).
Persistent link: https://www.econbiz.de/10005076142
In this paper we propose a financial trading system whose trading strategy is developed by means of an artificial neural network approach based on a learning algorithm of recurrent reinforcement type. In general terms, this kind of approach consists: first, in directly specifying a trading...
Persistent link: https://www.econbiz.de/10005076145