Showing 21 - 28 of 28
In this paper we apply the Monte Carlo method to find the eigenvalues and the eigenvectors of a k-symmetric matrix A. At first we add to the main diagonal of A a real number large enough to obtain a covariance matrix B and we take into account that the minimum sum of the squares in the principal...
Persistent link: https://www.econbiz.de/10005042726
In this paper we will solve some linear programming problems by solving systems of differential equations using game theory. The linear programming problem must be a classical constraints problem or a classical menu problem, i.e. a maximization/minimization problem in the canonical form with all...
Persistent link: https://www.econbiz.de/10005027127
In this paper we have found an analytical formula for a copula that connects the numbers Ni of customers in the nodes of a Gordon and Newell queueing network. We have considered two cases: the first one is the case of the network with 2 nodes, and the second one is the case of the network with...
Persistent link: https://www.econbiz.de/10005037753
In this paper we will classify patterns using a modified Perceptron algorithm (Dumitrache et al., 1999). The generalization uses the eigenvalues and the eigenvectors of the sample covariance matrix, as we did for classifying patterns using PCR (Ciuiu 2007b).We shall also define measurements for...
Persistent link: https://www.econbiz.de/10005612198
In this paper we classify competitive markets using a new form of normalized Herfindahl index and the degree of dominance of the leader. For this purpose we use the notion of copula, which connects two or more random variables with given marginals. The parameters of the two marginals (which are...
Persistent link: https://www.econbiz.de/10009004848
In this paper we will study the influence of qualitative variables on the unit root tests for stationarity. For the linear regressions involved the implied assumption is that they are not influenced by such qualitative variables. For this reason, after we have introduced such variables, we...
Persistent link: https://www.econbiz.de/10011110957
In this paper we will solve some nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and some results from games theory.
Persistent link: https://www.econbiz.de/10008564513
The Granger causality test is reduced, after co-integration, to the test of the fact that some coefficients of linear regressions are equal to zero or not. In this paper we will build multi-variate Bayes tests for the signification of the parameters of linear regression provided by the above...
Persistent link: https://www.econbiz.de/10011257905