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A family of composite discrete bivariate distributions with uniform marginals for simulating realistic and challenging optimization-problem instances

Reilly, Charles H.; Sapkota, Nabin - In: European Journal of Operational Research 241 (2015) 3, pp. 642-652

for simulating optimization-problem instances. For every possible population correlation, except the extreme values, there … maximizes entropy for a specified population correlation, and we show that this entropy-maximizing pmf belongs to our family of … particular correlation. Finally, we discuss how to systematically control entropy and correlation to simulate a set of synthetic …

Persistent link: https://www.econbiz.de/10011117453

Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant

Li, Ming-Xia; Jiang, Zhi-Qiang; Xie, Wen-Jie; Xiong, Xiong - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 575-584

Traders develop and adopt different trading strategies attempting to maximize their profits in financial markets. These trading strategies not only result in specific topological structures in trading networks, which connect the traders with the pairwise buy–sell relationships, but also have...

Persistent link: https://www.econbiz.de/10011117884

A kiskereskedelmi árak elemzése néhány édesvízi haltermék hazai piacán

Szathmari, Laszlo; Sebesy, Zsanett; Palko, Csaba - In: GAZDÁLKODÁS: Scientific Journal on Agricultural Economics 56 (2012) 5

A tanulmányban a szerzők néhány piacvezető halászati termék – az élő ponty, pontyszelet, busaszelet, afrikaiharcsa-filé – kiskereskedelmi árait elemzik ötéves időszakban (2007–2011). Négy kereskedelmi szervezetben (Budapesti Központi Vásárcsarnok vagy Nagycsarnok, AUCHAN,...

Persistent link: https://www.econbiz.de/10011163137

Stochastic Complementarity

Manzini, Paola; Mariotti, Marco; Ülkü, Levent - Centro de Investigación Económica (CIE), Departamento … - 2015

Classical deÖnitions of complementarity are based on cross price elasticities, and so they do not apply, for example, when goods are free. This context includes many relevant cases such as online newspapers and public attractions. We look for a complementarity notion that does not rely on price...

Persistent link: https://www.econbiz.de/10011164402

A Correlation Study on Attachment Style and GPA of Students at an Alternative Education Center

Burdick, Cindy L. - In: International Journal of Academic Research in … 3 (2014) 4, pp. 237-290

school. This study determined the attachment rate of students in an alternative center and performed a correlation with GPA …. The results of this study showed there was no significant correlation between attachment style and GPA (p = .297). Caution …

Persistent link: https://www.econbiz.de/10011166919

Do long-short speculators destabilize commodity futures markets?

Miffre, Joëlle; Brooks, Chris - In: International Review of Financial Analysis 30 (2013) C, pp. 230-240

This paper contributes to the debate on the effects of the financialization of commodity futures markets by studying the conditional volatility of long–short commodity portfolios and their conditional correlations with traditional assets (stocks and bonds). Using several groups of trading...

Persistent link: https://www.econbiz.de/10011056752

Diamonds — A precious new asset?

Auer, Benjamin R.; Schuhmacher, Frank - In: International Review of Financial Analysis 28 (2013) C, pp. 182-189

During the recent turbulences in the world's financial markets, diamond companies have started advertising diamonds as a new asset that can hedge against market volatility and be a valuable portfolio component. To put this claim to the test, this article investigates (i) the performance of...

Persistent link: https://www.econbiz.de/10011056770

Multivariate dependence of implied volatilities from equity options as measure of systemic risk

Jobst, Andreas A. - In: International Review of Financial Analysis 28 (2013) C, pp. 112-129

This paper presents a methodology to examine the multivariate tail dependence of the implied volatility of equity options as an early warning indicator of systemic risk within the financial sector. Using non-parametric methods of estimating changes in the dependence structure in response to...

Persistent link: https://www.econbiz.de/10011056771

The diffusion behavior of a simple map with periodic quenched disorder

Tseng, Hsen-Che; Huang, Peng-Ru; Chen, Hung-Jung; Hu, … - In: Physica A: Statistical Mechanics and its Applications 281 (2000) 1, pp. 323-336

correlation behavior of the sequences of +1 or −1, which are determined by the kinds of disorder (represented by +1 or −1) visited …

Persistent link: https://www.econbiz.de/10011057015

Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes

Duarte Queirós, S.M.; Moyano, L.G. - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 10-15

In this article we analyse linear correlation and non-linear dependence of traded volume, v, of the 30 constituents of …

Persistent link: https://www.econbiz.de/10011058294