Aggregate stock market returns are naturally categorized as either small or large movements. In the continuous-time model setup, we can formally identify these movements as continuous or discontinuous (jump). Using a large, novel, highfrequency dataset, I investigate how individual stocks respond to these two different market changes. I also explore whether the different systematic risks associ...

Given a system where the real-valued states of the agents are aggregated by a function to a real-valued state of the entire system, we are interested in the influence of the different agents on that function. This generalizes the notion of power indices for binary voting systems to decisions over convex one-dimensional policy spaces and has applications in economics, engineering, security analy...

The paper concerns a dynamic model of influence in which agents have to make a yes-no decision. Each agent has an initial opinion, which he may change during different phases of interaction, due to mutual influence among agents. The influence mechanism is assumed to be stochastic and to follow a Markov chain. In the paper, we investigate a model of influence based on aggregation functions. Each...

Iceberg queries are to compute aggregate functions over an attribute (or set of attributes) to nd aggregate values above some speci ed threshold. It's di cult to execute these queries because the number of unique data is greater than the number of counter buckets in memory. However, previous research has the limitation that average functions were out of consideration among aggregate functions. ...

Diverse classes of fuzzy relations such as reflexive, irreflexive, symmetric, asymmetric, antisymmetric, connected, and transitive fuzzy relations are studied. Moreover, intersections of basic relation classes such as tolerances, tournaments, equivalences, and orders are regarded and the problem of preservation of these properties by n-ary operations is considered. Namely, with the use of fuzzy...

This paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity.

This work presents a multiple objective linear programming (MOLP) model based on the desirability function approach for solving the aggregate production planning (APP) decision problem upon Masud and Hwang’s model. The proposed model minimises total production costs, carrying or backordering costs and rates of change in labor levels. An industrial case demonstrates the feasibility of applying t...

Marketing’s fundamental problem today is low productivity and lack of accountability. This paper suggests two ways to improve marketing productivity. First, marketing must shift its focus from aggregate markets to individual customers. Second, the marketing function should be treated more like the production function as investment in brands and distribution to be amortized over time rather than...

Unlike infrastructure-based counterparts, services and applications of future infrastructure-less mobile networks highly depend on the mobility patterns of wireless device carriers. Analyzing and modeling their mobility is essential in precise performance evaluation of these opportunistic networks, where inter-contacts are taken advantage of as opportunities for message forwarding. Recently, th...

We propose an extension of Datalog that supports aggregates under set semantics and is as expressive as the previous extensions of Datalog which use bag semantics to represent aggregate programs. We show that under set semantics, our extension has greater expressive power than the previous extensions of Datalog which support aggregates. By expressing aggregate Datalog queries under set semantic...