منابع مشابه
conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market
ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...
Intelligent prediction of heating value of coal
The gross calorific value (GCV) or heating value of a sample of fuel is one of the important properties which defines the energy of the fuel. Many researchers have proposed empirical formulas for estimating GCV value of coal. There are some known methods like Bomb Calorimeter for determining the GCV in the laboratory. But these methods are cumbersome, costly and time consuming. In this paper, m...
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The vague notion of "probabilistic patents" is formalized through a model which combines real option theory and a fuzzy methodology. The imprecise estimates the patent holder possesses about her future profits, the validity and scope of the patent, the litigation costs, the court's decision etc. under a regime of imperfect enforcement of property rights are specified modelling uncertainty with ...
متن کاملThe Value of Using Imprecise Probabilities in Engineering Design
Engineering design decisions inherently are made under risk and uncertainty. The characterization of this uncertainty is an essential step in the decision process. In this paper, we consider imprecise probabilities (e.g. intervals of probabilities) to express explicitly the precision with which something is known. Imprecision can arise from fundamental indeterminacy in the available evidence or...
متن کاملThe Prediction value
We introduce the prediction value (PV) as a measure of players’ informational importance in probabilistic TU games. The latter combine a standard TU game and a probability distribution over the set of coalitions. Player i’s prediction value equals the difference between the conditional expectations of v(S) when i cooperates or not. We characterize the prediction value as a special member of the...
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ژورنال
عنوان ژورنال: Philosophy, Theory, and Practice in Biology
سال: 2020
ISSN: 2475-3025
DOI: 10.3998/ptpbio.16039257.0012.004