A probability weighting function (w(p)) is considered to be a nonlinear function of probability (p) in behavioral decision theory. This study proposes a psychophysical model of probability weighting functions derived from a hyperbolic time discounting model and a geometric distribution. The aim of the study is to show probability weighting functions from the point of view of waiting time for a ...

Asymptotically bounded velocity profiles describe the vertical velocity variations in compacted sediments in a more realistic way than unbounded velocity models, and allow presenting the subsurface by a smaller number of thicker layers. The first and the simplest asymptotically bounded model is the Hyperbolic velocity profile proposed by Muscat in 1937, and our paper is an extension of this ear...

‎Semidiscrete finite element approximation of a hyperbolic type‎ ‎integro-differential equation is studied. The model problem is‎ ‎treated as the wave equation which is perturbed with a memory term.‎ ‎Stability estimates are obtained for a slightly more general problem.‎ ‎These, based on energy method, are used to prove optimal order‎ ‎a priori error estimates.‎

In this study, the mechanical buckling response of refined hyperbolic shear deformable (FG) functionally graded nanobeams embedded in an elastic foundation is investigated based on the refined hyperbolic shear deformation theory. Material properties of the FG nanobeam change continuously in the thickness direction based on the power-law model. To capture small size effects, Eringen’s nonlocal e...

Given a complex space X, we cosidered the problem of finding a hyperbolic model of X. This is an object Ip(X) with a morphism i : X → Ip(X) in such a way that Ip(X) is “hyperbolic” in a suitable sense and i is as close as possible to be an isomorphism. Using the theory of model categories, we found a definition of hyperbolic simplicial sheaf (for the strong topology) that extends the classical ...

Financial returns exhibit stylized facts such as leptokurtosis, skewness and heavy-tailness. Regarding this behavior, in this paper, we apply multivariate generalized hyperbolic (mGH) distribution for portfolio modeling and performance evaluation, using conditional value at risk (CVaR) as a risk measure and allocating best weights for portfolio selection. Moreover, a robust portfolio optimizati...

this paper examines whether combining generalized hyperbolic skew-t distribution, recently introduced in the field of insurance, and extreme value theory (evt) could result in a modeling of loss function that could model central value as well as extreme value in appropriate manner. the data used in this study are the amount of property damage and bodily injury covered under automobile liability...

In Euclidean geometry, it is well-known that the k-order Voronoi diagram in R can be computed from the vertical projection of the k-level of an arrangement of hyperplanes tangent to a convex potential function in R: the paraboloid. Similarly, we report for the Klein ball model of hyperbolic geometry such a concave potential function: the northern hemisphere. Furthermore, we also show how to bui...