Two expected utility models are considered for a multi-period portfolio selection task of a special nature: the generalized logarithmic and negative exponential models. A weak version of the models is formulated in which the single parameter of each of the models is allowed to vary freely from one period to another in order to account for observed individual differences between subjects as well...

in this paper we introduce a new scheme of censoring and study it under the weibull distribution. this scheme is a mixture of progressive type ii censoring and self relocating design which was first introduced by srivastava [8]. we show the superiority of this censoring scheme (psrd) relative to the classical schemes with respect to “asymptotic variance”. comparisons are also made with respect ...

We consider stochastic, time-varying transportation networks, where the arc weights (arc travel times) are random variables with probability distribution functions that vary with time. Efficient procedures are widely available for determining least time paths in deterministic networks. In stochastic but time-invariant networks, least expected time paths can be determined by setting each random ...

Remote sensing provides a capability to make frequent and spatially distributed measurements of surface soil moisture, whilst recent advances in affordable Time Domain Reflectometry probes allow continuous monitoring of profile soil moisture at specific points. We believe that reliable estimation of the spatial and temporal variation of profile soil moisture on a routine basis will require a co...

The question of the measurement of strategic long-term financial risks is of considerable importance. Existing modelling instruments allow for a good measurement of market risks of trading books over relatively small time intervals. However, these approaches may have severe deficiencies if they are routinely applied to longer time periods. In this paper we give an overview on methodologies that...

Reducing the cost of dynamic mobility management in wireless communication networks has been an interesting and important issue. It is well known that by using a selective paging method, both costs for location update and terminal paging can be reduced significantly. However, an efficient selective paging method needs the information of the location distribution of a mobile terminal. Based on o...

We address the problem of predicting the expected opinion share over a social network at a target time from the opinion diffusion data under the value-weighted voter model with multiple opinions. The value update algorithm ensures that it converges to a correct solution and the share prediction results outperform a simple linear extrapolation approximation when the available data is limited. We...

In this paper, a new approach is adopted to update the user preference profile by seeking users with similar interests based on the context obtainable for a mobile network instead of from desktop networks. The trust degree between mobile users is calculated by analyzing their behavior based on the context, and then the approximate neighbors are chosen by combining the similarity of the mobile u...

A major virtue of von Neumann-Morgenstern utilities, for example, in the theory of general financial equilibrium (GFE), is that they ensure time consistency: consumption-portfolio plans (for the future) are in fact executed (in the future) — assuming that there is perfect foresight about relevant endogenous variables. This paper proposes an alternative to expected utility, one which also delive...

Title of Document: THE CRIMINAL CONDUCT OF RADICAL ENVIRONMENTAL AND ANIMAL RIGHTS GROUPS: A RATIONAL CHOICE PERSPECTIVE Jennifer Varriale Carson, Doctor of Philosophy, 2010 Directed By: Professor Gary LaFree, Department of Criminology and Criminal Justice In this dissertation, I examine whether members of radical environmental and animal rights groups are deterred by legal sanctions, morality,...