Absolute regularity of the Nörlund mean

On absolute Nörlund summability factors

MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION

In this paper, we discuss a multiperiod portfolio selection problem with fuzzy returns. We present a new credibilitic multiperiod mean semi- absolute deviation portfolio selection with some real factors including transaction costs, borrowing constraints, entropy constraints, threshold constraints and risk control. In the proposed model, we quantify the investment return and risk associated with...

Path Regularity and Regularity in Mean of 1st Order Processes

The study of path properties of stochastic processes is a very active area of probabilistic research, where it is of considerable interest to find necessary conditions and sufficient conditions for the regularity of the trajectories of a stochastic process. (1-4,5-10) In Ref. 4, we proved that every random function holomorphic in mean on an open subset D of the complex field is equivalent to a ...

MEAN-ABSOLUTE DEVIATION PORTFOLIO SELECTION MODEL WITH FUZZY RETURNS

In this paper, we consider portfolio selection problem in which security returns are regarded as fuzzy variables rather than random variables. We first introduce a concept of absolute deviation for fuzzy variables and prove some useful properties, which imply that absolute deviation may be used to measure risk well. Then we propose two mean-absolute deviation models by defining risk as abs...

Partial Regularity of Mean-Convex Hypersurfaces Flowing by Mean Curvature

In this paper we announce various new results about singularities in the mean curvature flow. Some results apply to any weak solution (i.e., any Brakke flow of integral varifolds.) Our strongest results, however, are for initially regular mean-convex hypersurfaces. (We say a hypersurface is mean-convex if it bounds a region such that the mean curvature with respect to the inward unit normal is ...