capital asset pricing model (capm) has been among the common models to estimate expected returns rate. since the linearity assumption is considered in the standard version of the capital asset pricing model, estimating beta in nonlinear setting will be inconsistent and bias-oriented. therefore, this study tries to evaluate predictive power of nonlinear capital asset pricing model as well as sta...

Model trees are tree-based regression models that associate leaves with linear regression models. A new method for the stepwise induction of model trees (SMOTI) has been developed. Its main characteristic is the construction of trees with two types of nodes: regression nodes, which perform only straight-line regression, and splitting nodes, which partition the feature space. In this way, intern...

We introduce a graph-theoretic generalization of classical Arrow-Debreu economics, in which an undirected graph specifies which consumers or economies are permitted to engage in direct trade, and the graph topology may give rise to local variations in the prices of commodities. Our main technical contributions are: (1) a general existence theorem for graphical equilibria, which require local ma...

In recent years, game-theoretic Shapley values have gained increasing attention with respect to local model explanation by feature attributions. While the approach using is model-independent, their (exact) computation usually intractable, so efficient model-specific algorithms been devised including approaches for decision trees or ensembles in general. Our work goes further this direction exte...

The problem considered here is that of determining whether a given spanning tree is a minimal spanning tree. In 1984, Komll os presented an algorithm which required only a linear number of comparisons, but nonlinear overhead to determine which comparisons to make. We simplify his algorithm and give a linear time procedure for its implementation in the unit cost RAM model. The procedure uses tab...

Recent work on ranking, sampling and other approximate solutions to natural language processing problems indicate that researchers are coming back to the hard problems in speech and text, for which efficient algorithms are not known to exist. In addition, there has been increasing interest in moving away from systems that make chains of local decisions independently, and instead toward systems ...

BACKGROUND This simulation study investigated potential modulations of total peripheral resistance (TPR), due to distributed peripheral vascular activity, by means of a lumped model of the arterial tree and a non linear model of microcirculation, inclusive of local controls of blood flow and tissue-capillary fluid exchange. RESULTS Numerical simulations of circulation were carried out to comp...

We replace strong independence in credal networks with the weaker notion of epistemic irrelevance. Focusing on directed trees, we show how to combine local credal sets into a global model, and we use this to construct and justify an exact message-passing algorithm that computes updated beliefs for a variable in the tree. The algorithm, which is essentially linear in the number of nodes, is form...