A stochastic dominance approach to the measurement of discrimination

Electricity Procurement for Large Consumers with Second Order Stochastic Dominance Constraints

This paper presents a decision making approach for mid-term scheduling of large industrial consumers based on the recently introduced class of Stochastic Dominance (SD)- constrained stochastic programming. In this study, the electricity price in the pool as well as the rate of availability (unavailability) of the generating unit (forced outage rate) is considered as uncertain parameters. Th...

Decision criteria in risk analysis : an application of stochastic dominance with respect to a function

Stochastic Fuzzy Discrimination Information Measure Cost Function in Image Processing

A new cost function based on stochastic fuzzy discrimination information measure is introduced in this paper. Focusing on their significant parts, this cost function is used to find the optimal value of threshold for denoising image. It is, in fact, an extension of fuzzy entropy cost function by the present author. Multivariable normal distribution is used for creating focus on significant part...

An economic-risk analysis of alternative rotations by stochastic simulation in Fars province

ABSTRACT - Cultivation of legumes in crop rotations results in atmosphere nitrogen fixation. After harvesting, part of this external nitrogen remains in soil and is used by subsequent crops. This implies that producers would gain from lowering the amount of nitrogen fertilizer in their fields. In this study, stochastic simulation is used to generate probability distributions of net present valu...

محاسبه ریسک با معیار تسلط تصادفی و مقایسه آن با سایر معیارهای متداول در بورس اوراق بهادار تهران

Nowadays stock market as a means to facilitate and direct micro investment for economic development is deemed as one of the most effective tools in the market economy system. Analyzing the risk and output of various companies' shares is among the most important preconditions of stock investment. In general, although conventional risk measures such as Beta and standard deviation are relatively e...

A Fuzzy Stochastic Dominance Approach to the Measurement of Regional Disparities: Application to The Tunisian Case

This paper propose a fuzzy version of dynamic stochastic approach to analyze between-region inequalities. We propose a class of fuzzy index and include them in a stochastic dominance framework to present a dominance criterion able to class regional distribution. This study contribute to the literatures of inequalities as it take into consideration the intrinsec nature of poverty.