Decision trees with soft numbers
In the classical probability in continuous random variables there is no distinguishing
between the probability involving strict inequality and non strict inequality. Moreover a …
between the probability involving strict inequality and non strict inequality. Moreover a …
[PDF][PDF] Independence tests based on the conditional expectation
S Ortobelli, T Lando - WSEAS Transactions on Mathematics, 2015 - wseas.us
In this paper we propose a new procedure for testing independence of random variables,
which is based on the conditional expectation. As it is well known, the behaviour of the …
which is based on the conditional expectation. As it is well known, the behaviour of the …
[PDF][PDF] Alternative methods to evaluate the arbitrage opportunities
N Kouaissah, S Ortobelli - WSEAS Transactions on Business and …, 2015 - wseas.us
In this paper, we present alternative methods to evaluate the presence of the arbitrage
opportunities in the market. In particular, we investigate empirically the well-known put-call …
opportunities in the market. In particular, we investigate empirically the well-known put-call …
[PDF][PDF] Polynomial Interpolation of Normal Conditional Expectation
A Rezgui - AL JOUR, 2019 - epe.lac-bac.gc.ca
In this paper we are interested in approximating the conditional expectation of a given
random variable X with respect to the standard normal distribution N (0, 1). Actually we have …
random variable X with respect to the standard normal distribution N (0, 1). Actually we have …
[PDF][PDF] Independence tests for financial variables
This paper proposes an alternative method to evaluate the independence between random
variables. The new method is particularly useful when the tested random variables are …
variables. The new method is particularly useful when the tested random variables are …