نتایج جستجو برای: مدل mv tgarch
تعداد نتایج: 142658 فیلتر نتایج به سال:
By considering the notion of MV-algebras, we recall some results on enumeration of MV-algebras and wecarry out a study on characterization of MV-algebras of orders $2$, $3$, $4$, $5$, $6$ and $7$. We obtain that there is one non-isomorphic MV-algebra of orders $2$, $3$, $5$ and $7$ and two non-isomorphic MV-algebras of orders $4$ and $6$.
An MV-convergence is a convergence on an MV-algebra which renders the operations continuous. We show that such convergences on a given MV-algebra A are exactly the restrictions of the bounded `-convergences on the abelian `-group in which A appears as the unit interval. Thus the theory of `-convergence and Cauchy structures transfers to MV-algebras. We outline the general theory, and then apply...
We derive empirical tests for the mean-variance efficiency of a given portfolio. The tests can be computed using straightforward linear programming, and they give substantial flexibility in modeling the investment possibilities. Using this test, we can reject the hypothesis that the S&P 500 index is mean-variance efficient relative to the 25 Fama and French (1993) equity portfolios. Mean-varian...
An MV-pair is a pair (B, G), where B is a Boolean algebra and G is a subgroup of the automorphism group of B satisfying certain condition. Recently it was proved by one of the authors that for an MV-pair (B, G), ∼G is an effect-algebraic congruence and B/ ∼G is an MV-algebra. Moreover, every MV-algebra M can be represented by an MV-pair in this way. In this paper we show that one can define a s...
پیش بینی نرخ تورم در فرآیند سیاستگذاری اقتصادی از حساسیت زیادی برخوردار است و بر این اساس، بالا بردن دقت پیش بینی های کمی و تلفیق آن با معیارهای قضاوتی از ضروریات سیاستگذاری اقتصادی می باشد. این پژوهش در صدد مدلسازی و پیش بینی نرخ تورم با استفاده از مدل های غیر خطی سری زمانی می باشد. از این رو در این پژوهش ابتدا مدل های خطی ar و tgarch و egarch بهینه تخمین زده شدند. در ادامه با آزمون های bds و ...
نحوه ارتباط میان ریسک و نرخ بازده، اصلی ترین موضوع در مبحث سرمایه گذاری است . برای بررسی این رابطه می توان از مدلهای اقتصادسنجی مختلفی استفاده کرد. در مطالعات اخیر از برخی مدلهای اقتصادسنجی که تحت عنوان کلی garch-m شناخته می شود استفاده شده است . این مدلها به سبب ارتباطی که میان میانگین یک متغیر(نرخ بازگشت ) و واریانس متغیر(ریسک ) برقرار می کند، مورد توجه قرار گرفته اند. در این پایان نامه با اس...
We introduce a generalization of MV algebras motivated by the investigations into the structure of quantum logical gates. After laying down the foundations of the structure theory for such quasi-MV algebras, we show that every quasi-MV algebra is embeddable into the direct product of an MV algebra and a "at" quasi-MV algebra, and prove a completeness result w.r.t. a standard quasi-MV algebra o...
Flaminio and Montagna (2008) enlarged the language of MV-algebras by a unary operation σ, called internal state or a state operator, equationally defined so as to preserve the basic properties of a state in its usual meaning. The resulting class of MV-algebras is called state MV-algebras. Jenča (2007) and Vetterlein (2008), using different approaches, represented MV-algebras through the quotien...
We shall make a survey of the most recent results obtained in connection with the programme of investigating notable categorical equivalences for MV-algebras from a topos-theoretic perspective commenced in [3]. In [3] and [2] we generalize to a topos-theoretic setting two classical equivalences arising in the context of MV-algebras: Mundici’s equivalence [4] between the category of MV-algebras ...
We give a realization of the crystal B(−∞) for ̂ sl2 using decorated polygons. The construction and proof are combinatorial, making use of Kashiwara and Saito’s characterization of B(−∞), in terms of the ∗ involution. The polygons we use have combinatorial properties suggesting they are the ̂ sl2 analogues of the Mirković-Vilonen polytopes defined by Anderson and the third author in finite type. ...
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