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Wyświetlanie 1-3 z 3
Tytuł:
Analysis of monotonicity properties of some rule interestingness measures
Autorzy:
Greco, S.
Słowiński, R.
Szczęch, I.
Powiązania:
https://bibliotekanauki.pl/articles/1839193.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
association rules
Piatetsky-Shapiro's rule interest function
gain measure
dependency factor
anti-support
Pareto-optimal border
Opis:
One of the crucial problems in the field of knowledge discovery is development of good interestingness measures for evaluation of the discovered patterns. In this paper, we consider quantitative, objective interestingness measures for "if..., then... " association rules. We focus on three popular interestingness measures, namely rule interest function of Piatetsky-Shapiro, gain measure of Fukuda et al., and dependency factor used by Pawlak. We verify whether they satisfy the valuable property M of monotonic dependency on the number of objects satisfying or not the premise or the conclusion of a rule, and property of hypothesis symmetry (HS). Moreover, analytically and through experiments we show an interesting relationship between those measures and two other commonly used measures of rule support and anti-support.
Źródło:
Control and Cybernetics; 2009, 38, 1; 9-25
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Joint investment strategies with a superadditive capitalization function
Autorzy:
Cruz Rambaud, S.
Ventre, A. G.
Powiązania:
https://bibliotekanauki.pl/articles/970601.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
current account
joint investment
sharing interest
capitalization function
superadditivity
Opis:
Some financial investments offer different profitabilities according to the invested amounts. They are operations which differentiate rates of interest depending on the placed capital, i.e., operations whose underlying capitalization functions are not linear with respect to the invested sums. Usually, this differentiation is performed by assigning a variable rate that is an increasing function of the amounts at given jump points, and constant in each interval. As a result, the capitalization function is discontinuous with a finite number of jumps, once the investment term has been fixed. In this situation, an investor can take advantage of differentials in interest rates between two intervals and so it could be convenient, for a group of investors, to join their quantities of money because greater rates of interest can be achieved. The question is how to fairly distribute, among the individual agents, the obtained joint interest. Our answer is based on a modified sharing, according to the interests generated by a new continuous capitalization function which "covers" the discontinuities of the original function.
Źródło:
Control and Cybernetics; 2008, 37, 3; 649-667
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Determination of continuous shifts in the term structure of interest rates against which a bond portfolio is immunized
Autorzy:
Zaremba, L. S.
Rządkowski, G.
Powiązania:
https://bibliotekanauki.pl/articles/206147.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
immunization
bond portfolios
Lagrange function
Opis:
In this paper we identify those shifts (continuous functions) of the term structure of interest rates, against which a given bond portfolio (BP) is immunized. The set of such shifts (IMMU) happens to be an (m − 1)-dimensional linear subspace in an m-dimensional linear space of all admissible shifts. In the proof we use triangular (Lagrange) functions, by means of which we build a base for IMMU. How this IMMU space varies in response to changes in the cash flow generated by bond portfolio, BP, is also discussed in the last section of the paper.
Źródło:
Control and Cybernetics; 2016, 45, 4; 525-537
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

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