Article
Computer Science, Theory & Methods
Junsheng Qiao
Summary: This paper presents the theoretical research of overlap functions and their related derivative concepts, focusing on the concept, properties, and construction methods of irreducible quasi-D-overlap functions defined on a grid of unit square.
FUZZY SETS AND SYSTEMS
(2023)
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Jose Juan Quesada-Molina, Manuel Ubeda-Flores
Summary: This paper proves the equivalence between the set of all irreducible discrete quasi-copulas and the set of all discrete quasi-copulas with minimal range. It also provides answers to questions posed in previous literature and offers additional results on discrete (quasi-)copulas.
FUZZY SETS AND SYSTEMS
(2021)
Article
Mathematics
Bobo Hua
Summary: We study ancient solutions of polynomial growth to heat equations on graphs and extend Colding and Minicozzi's theorem on manifolds to graphs. For a graph with polynomial volume growth, the dimension of the space of ancient solutions of polynomial growth is bounded by the product of the growth degree and the dimension of harmonic functions with the same growth.
INTERNATIONAL MATHEMATICS RESEARCH NOTICES
(2022)
Article
Mathematics, Applied
Damjana Kokol Bukovsek, Tomaz Kosir, Matjaz Omladic, Nik Stopar
Summary: The paper presents a method that gives all possible quasi-copulas that extend a given sub-quasi-copula to the whole domain, as well as a construction of two quasi-copulas that unveil an interesting counterexample in imprecise probability theory.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
(2021)
Article
Economics
Silvia Goncalves, Ulrich Hounyo, Andrew J. Patton, Kevin Sheppard
Summary: This article provides results on the validity of bootstrap inference methods for two-stage quasi-maximum likelihood estimation involving time series data. The authors show the consistency of the bootstrap distribution and bootstrap variance estimators, justifying the use of bootstrap percentile intervals and bootstrap standard errors.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
(2023)
Article
Management
Shen Peng, Francesca Maggioni, Abdel Lisser
Summary: This paper presents deterministic inner approximations for single and joint independent or dependent probabilistic constraints based on classical inequalities from probability theory, modeled through copulas in the dependent case. New assumptions for convex bounds-based approximations are derived, allowing for efficient problem-solving. When convexity conditions cannot be met, an efficient sequential convex approximation approach is proposed, along with piecewise linear and tangent approximations for reducing computational complexity. Extensive numerical results on a blend planning problem under uncertainty are provided for comparison with the Second Order Cone (SOCP) formulation and Sample Average Approximation (SAA).
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
(2022)
Article
Mathematics
Reem Alzahrani, Saiful R. Mondal
Summary: This paper aims to construct inequalities of the Redheffer type for functions defined by infinite product involving zeroes. The proofs rely on classical results regarding the monotonicity of the ratio of differentiable functions. Special cases lead to examples involving special functions such as Bessel, Struve, and Hurwitz functions, as well as other trigonometric functions.
Article
Mathematics, Applied
Omar M. Eidous
Summary: This paper proposes new simple lower and upper bounds for the cumulative standard normal distribution FoxTHORN. The proposed bounds have smaller maximum absolute differences with FoxTHORN compared to existing bounds, making them more compact.
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
(2023)
Article
Meteorology & Atmospheric Sciences
Manqiu Hao, Cheng Gao, Jian Chen
Summary: Taking the Taihu Lake Basin as an example, this study analyzed the characteristics of rainfall factors in the study area using daily rainfall data from 1955 to 2019. Three factors, namely the contribution rate of rainfall in the flood season, rainfall frequency, and maximum daily rainfall, were selected to determine the optimal probability distribution function for each factor. The optimal copula function for the three-dimensional joint probability distribution of rainfall factors was determined using the root mean square error goodness-of-fit test. The research findings demonstrate that the three-dimensional copula joint probability method provides more information than single-variable probability calculations, and it can be used to analyze the multi-dimensional joint distribution of rainfall factors, filling the research gap in multiple rainfall factors.
THEORETICAL AND APPLIED CLIMATOLOGY
(2023)
Article
Computer Science, Information Systems
Junsheng Qiao
Summary: This paper discusses the generalization of overlap functions, a class of bivariate aggregation operators widely used in various application problems, to forms such as quasi-overlap functions. It also explores the significance of considering aggregation operators on finite chains, especially the commonly used bivariate aggregation operators.
INFORMATION SCIENCES
(2022)
Article
Physics, Particles & Fields
T. Cridge, L. A. Harland-Lang, A. D. Martin, R. S. Thorne
Summary: We present the MSHT20qed set of parton distribution functions (PDFs) with QED corrections, including photon and neutron PDFs. The results show that the inclusion of QED effects in the PDFs leads to small but significant corrections on other particles and fit quality.
EUROPEAN PHYSICAL JOURNAL C
(2022)
Article
Computer Science, Theory & Methods
Matjaz Omladic, Nik Stopar
Summary: This study investigates the maximal possible difference N of values of a quasi-copula at two different points of the unit square, leading to upper and lower bounds for quasi-copulas with fixed values at a given point. The results show that these bounds are actually copulas, with N also being crucial in revealing new characterizations of quasi-copulas. The applications of these results in probability theory, including both standard and imprecise approaches, are significant.
FUZZY SETS AND SYSTEMS
(2021)
Article
Computer Science, Information Systems
Junsheng Qiao
Summary: This study focuses on the theoretical research of regular aggregation operators on finite chains and specifically investigates the additive generators of discrete quasi-overlap functions and their properties.
INFORMATION SCIENCES
(2024)
Article
Computer Science, Information Systems
Junsheng Qiao
Summary: Overlap functions are a class of aggregation functions that have been widely used in the theory and applications of fuzzy sets and systems. The study of extension and properties of overlap functions, especially quasi-overlap functions, has become a hot topic recently. In this paper, the authors investigate the set-based extended quasi-overlap functions and study their properties. The results show that the family of set-based extended quasi-overlap functions is closed to convex combination and is not affected by repetition of values or the addition of values between the minimum and maximum values in the input vectors.
INFORMATION SCIENCES
(2023)
Article
Astronomy & Astrophysics
Ilkka Helenius, Marina Walt, Werner Vogelsang
Summary: New nuclear parton distribution functions (nPDFs) are presented at next-to-leading order and next-to-next-to-leading order in perturbative QCD, based on a combination of deeply inelastic scattering data and experimental data from LHC collisions. The analysis includes fitting a set of proton baseline PDFs within the same framework. Results show good agreement with the included data and lower chi(2)/N-dp value at next-to-next-to-leading order. Application of the nuclear PDFs to electroweak boson production in LHC Pb + Pb collisions is compared to recent ATLAS and CMS data.
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Manuel Ubeda-Flores
FUZZY SETS AND SYSTEMS
(2019)
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Manuel Ubeda-Flores
FUZZY SETS AND SYSTEMS
(2019)
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Manuel Ubeda-Flores
FUZZY SETS AND SYSTEMS
(2020)
Article
Computer Science, Theory & Methods
Enrique de Amo, Juan Fernandez-Sanchez, Manuel Ubeda-Flores
FUZZY SETS AND SYSTEMS
(2020)
Article
Computer Science, Information Systems
Juan Fernandez-Sanchez, Manuel Ubeda-Flores
INFORMATION SCIENCES
(2019)
Article
Computer Science, Artificial Intelligence
Juan Fernandez-Sanchez, Manuel Ubeda-Flores
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS
(2020)
Article
Computer Science, Theory & Methods
Fabrizio Durante, Juan Fernandez-Sanchez, Manuel Ubeda-Flores
Summary: This study examines the extreme points of semilinear copulas and provides their characterization, while also exploring the broader setting of conjunctive aggregation functions. The results contribute to a better understanding of the properties of these functions.
FUZZY SETS AND SYSTEMS
(2022)
Article
Mathematics
Fabrizio Durante, Juan Fernandez-Sanchez, Wolfgang Trutschnig, Manuel Ubeda-Flores
Article
Mathematics, Applied
Fernando Chamizo, Juan Fernandez-Sanchez, Manuel Ubeda-Flores
Summary: This paper investigates necessary and sufficient conditions for a nondecreasing homeomorphisms f defined on [0, 1] such that f(x) < x for all x in ]0, 1[ to be part of a C-hairpin that concentrates the mass of a bivariate copula. It also explores when copulas of this kind come from modular functions, and provides a multidimensional method to construct extreme points in the set of multidimensional copulas under certain conditions.
MEDITERRANEAN JOURNAL OF MATHEMATICS
(2021)
Article
Computer Science, Theory & Methods
Gleb Beliakov, Enrique de Amo, Juan Fernandez-Sanchez, Manuel Ubeda-Flores
Summary: This paper investigates the pointwise best-possible bounds on the set of copulas with a given value of the Spearman's footrule coefficient. It is found that the lower bound is always a copula but the upper bound can be a copula or a proper quasi-copula, with both cases being characterized.
FUZZY SETS AND SYSTEMS
(2022)
Article
Computer Science, Artificial Intelligence
Juan Fernandez-Sanchez, Jose Juan Quesada-Molina, Manuel Ubeda-Flores
Summary: In this article, we affirmatively answer an open question regarding the extensions of discrete copulas to shuffles of Min, as posed in [G. Mayor, J. Suner, and J. Torrens, Copula-like operations on finite settings, IEEE Trans. Fuzzy Syst., vol. 13, no. 4, pp. 468-477, Aug. 2005]. Additionally, we utilize the extension of discrete copulas to sparse copulas associated with idempotent copulas, particularly the copulaM, in an alternative manner to address the open question.
IEEE TRANSACTIONS ON FUZZY SYSTEMS
(2021)
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Anna Kolesarova, Radko Mesiar, Jose Juan Quesada-Molina, Manuel Ubeda-Flores
Summary: In this paper, we propose new fuzzy implications by complementing and generalizing existing constructions based on two arbitrary copulas. We introduce a general method for constructing fuzzy implications using (restricted) aggregation functions on a fixed finite or infinite set S within the range of [0, 1], along with related S-systems of fuzzy implications and transforming functions. Several examples demonstrating our results are provided.
FUZZY SETS AND SYSTEMS
(2023)
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Manuel Ubeda-Flores
Summary: In this paper, it is shown that the set of fuzzy numbers has the same cardinality as the set of real numbers. Additionally, the set of triangular fuzzy numbers is proved to be nowhere dense within the set of fuzzy numbers (using a suitable distance), and the set of real numbers is also nowhere dense within the set of triangular fuzzy numbers. Moreover, the concept of quasilineability is introduced, and the sets of bounded fuzzy number sequences without a lower limit and bounded, monotonic decreasing with respect to a partial ordering, and not convergent are studied.
FUZZY SETS AND SYSTEMS
(2023)
Article
Computer Science, Theory & Methods
Ana Perez, Mercedes Prieto-Alaiz, Fernando Chamizo, Eckhard Liebscher, Manuel Ubeda-Flores
Summary: In this paper, two new estimators for the multivariate rank correlation coefficient Spearman's footrule are proposed based on two general estimators. The new proposals are compared with an existing estimator in the literature and it is shown that the three estimators are asymptotically equivalent. However, in small samples, one of the proposed estimators outperforms the others. The Pitman efficiency of these indices to test for multivariate independence is also analyzed compared to multivariate versions of Kendall's tau and Spearman's rho.
FUZZY SETS AND SYSTEMS
(2023)
Article
Computer Science, Theory & Methods
Juan Fernandez-Sanchez, Jose Juan Quesada-Molina, Manuel Ubeda-Flores
Summary: This paper investigates the support set of fitting quasi-nil functions as self-similar fractal sets and provides similar results for both bivariate and multivariate cases.
FUZZY SETS AND SYSTEMS
(2023)
Article
Economics
Bingjie Wang, Jinzhu Li
Summary: This paper focuses on the asymptotic behavior of a popular risk measure called the tail moment (TM). The study reveals precise asymptotic results for the TM under scenarios where individual risks are mutually independent or have a specific dependence structure. Furthermore, the article provides an analysis of the relative errors between the asymptotic results and the exact values.
INSURANCE MATHEMATICS & ECONOMICS
(2024)
Article
Economics
Guangyuan Gao
Summary: This article proposes a new method for fitting the Tweedie model, which uses the EM algorithm to address heterogeneous dispersion and estimate the power variance parameter.
INSURANCE MATHEMATICS & ECONOMICS
(2024)
Article
Economics
Anna Rita Bacinello, Rosario Maggistro, Ivan Zoccolan
Summary: In this paper, a model is proposed for pricing GLWB variable annuities under a stochastic mortality framework. The contract value is defined through an optimization problem solved by using dynamic programming. The authors prove the validity of the bang-bang condition for the withdrawal strategies of the model using backward induction. Extensive numerical examples are presented, comparing the results for different parameters and policyholder behaviours.
INSURANCE MATHEMATICS & ECONOMICS
(2024)
Article
Economics
Sascha Gunther, Peter Hieber
Summary: The financial return of equity-indexed annuities depends on an underlying fund or investment portfolio complemented by an investment guarantee. This study introduces a novel scenario-matrix method for valuation and risk management, specifically for the cliquet-style or ratchet-type guarantee. Numerical tests show that this method outperforms existing approaches in terms of computation time and accuracy.
INSURANCE MATHEMATICS & ECONOMICS
(2024)
