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MANSCI
2006
122views more  MANSCI 2006»
13 years 7 months ago
Stochastic Dominance and Cumulative Prospect Theory
Second order stochastic dominance characterizes risk-averse preferences represented by expected utility. This paper supplies second order stochastic dominance conditions that char...
Manel Baucells, Franz H. Heukamp
GC
2008
Springer
13 years 7 months ago
Domination in Graphs of Minimum Degree at least Two and Large Girth
We prove that for graphs of order n, minimum degree 2 and girth g 5 the domination number satisfies 1 3 + 2 3g n. As a corollary this implies that for cubic graphs of order n ...
Christian Löwenstein, Dieter Rautenbach
SODA
1997
ACM
76views Algorithms» more  SODA 1997»
13 years 8 months ago
Markov Chains for Linear Extensions, the Two-Dimensional Case
We study the generation of uniformly distributed linear extensions using Markov chains. In particular we show that monotone coupling from the past can be applied in the case of lin...
Stefan Felsner, Lorenz Wernisch
ANOR
2011
124views more  ANOR 2011»
13 years 2 months ago
Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
Rudi Zagst, Julia Kraus
AI
2006
Springer
13 years 7 months ago
Backward-chaining evolutionary algorithms
Starting from some simple observations on a popular selection method in Evolutionary Algorithms (EAs)--tournament selection--we highlight a previously-unknown source of inefficien...
Riccardo Poli, William B. Langdon