Probability and Measure
نویسنده
چکیده
منابع مشابه
Fractional Probability Measure and Its Properties
Based on recent studies by Guy Jumarie [1] which defines probability density of fractional order and fractional moments by using fractional calculus (fractional derivatives and fractional integration), this study expands the concept of probability density of fractional order by defining the fractional probability measure, which leads to a fractional probability theory parallel to the classical ...
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In the study, we propose the Associated Probability Intuitionistic Fuzzy Weighted Averaging (As-P-IFWA) and the Associated Probability Intuitionistic Fuzzy Weighted Geometric (As-P-IFWG) aggregation operators with associated probabilities of a fuzzy measure presenting an uncertainty. Decision makers' evaluations are given as intuitionistic fuzzy values and are used as the arguments of the aggre...
متن کاملRisk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process
This paper focuses on two main issues that are based on two important concepts: exponential Levy process and minimal entropy martingale measure. First, we intend to obtain risk measurement such as value-at-risk (VaR) and conditional value-at-risk (CvaR) using Monte-Carlo methodunder minimal entropy martingale measure (MEMM) for exponential Levy process. This Martingale measure is used for the...
متن کاملSome Observations on Dirac Measure-Preserving Transformations and their Results
Dirac measure is an important measure in many related branches to mathematics. The current paper characterizes measure-preserving transformations between two Dirac measure spaces or a Dirac measure space and a probability measure space. Also, it studies isomorphic Dirac measure spaces, equivalence Dirac measure algebras, and conjugate of Dirac measure spaces. The equivalence classes of a Dirac ...
متن کاملVariants of Mixtures: Information Properties and Applications
In recent years, we have studied information properties of various types of mixtures of probability distributions and introduced a new type, which includes previously known mixtures as special cases. These studies are disseminated in different fields: reliability engineering, econometrics, operations research, probability, the information theory, and data mining. This paper presents a holistic ...
متن کاملاندازه گیری سطح عدم تقارن اطلاعات برای شرکت های منتخب فعال در بورس اوراق بهادار تهران: احتمال مبادله آگاهانه(PIN)
The level of asymmetric information in financial markets is important for its impact on the market formation, price levels and its interaction with investment risk. Also, determining the optimal rules by policy makers and determining the trading strategy by investors is done according to the level of information symmetry in the market. In financial literature, many metrics have been developed t...
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