## 11 Citations

On the statistical differences between binary forecasts and real-world payoffs

- EconomicsInternational Journal of Forecasting
- 2020

Eliminating COVID-19: A Community-based Analysis

- Economics
- 2020

The analysis suggests that for the coronavirus to be eliminated, it is not necessary to impose aggressive social distancing measures all over the world at once, but rather only in communities in which active spreading is detected.

Eliminating COVID-19: The Impact of Travel and Timing

- Economics
- 2020

We analyze the spread of COVID-19 by considering the transmission of the disease among individuals both within and between regions. A set of regions can be defined as any partition of a population…

The impact of travel and timing in eliminating COVID-19

- Economics
- 2020

While the spread of communicable diseases such as coronavirus disease 2019 (COVID-19) is often analyzed assuming a well-mixed population, more realistic models distinguish between transmission within…

Consistent Formulations for Active Share and Portfolio Concentration

- Computer Science
- 2021

An improved formulation for the widely used active share metric is proposed that is consistent across benchmarks and gives a first approximation of a portfolio's active risk, measured as the standard deviation of its active returns.

Working Paper Eliminating COVID-19: A Community-based Analysis

- Economics
- 2020

We analyze the spread of COVID-19 by considering the transmission of the disease among individuals both within and between communities. COVID-19 can be eliminated if the community-tocommunity…

MORAL EMOTIONS PHENOMENON WITH POSITIVE VALENCE AS A SOCIAL BEHAVIOR INCENTIVE

- Psychology

The study aims at determining the role and significance of such moral emotions as nobility, gratitude, admiration for the socially significant behavior of a person in society. That involves…

Developing a Parametric Cash Flow Forecasting Model for Complex Infrastructure Projects: A Comparative Study

- Business, EngineeringSustainability
- 2021

A mathematical parameter-based comparison between the trends analysed from previous studies revealed that the cost flows of infrastructure projects procured through a design-bid-build (D-B-B) route behaved in a similar manner to building projects procuring through a construction management route.

Swarm intelligence begins now or never

- MedicineProceedings of the National Academy of Sciences
- 2021

Marketing Engineering as a Progressive Platform for Optimizing Managerial Decision-making Processes in the Context of Current Challenges of Marketing Management

- Business
- 2020

Marketing engineering is nowadays considered as a progressive platform for optimizing managerial decision-making process in the context of current challenges of marketing management. Unfortunately,…

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Sums of log-normals frequently appear in a variety of situations, including engineering and financial mathematics. In particular, the pricing of Asian or basket options is directly related to finding…

Finiteness of variance is irrelevant in the practice of quantitative finance

- EconomicsComplex.
- 2009

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Further results on the approximation of log-normal power sum via pearson type IV distribution: a general formula for log-moments computation

- Mathematics, Computer ScienceIEEE Transactions on Communications
- 2009

The aim of this Letter is to provide an alternative approach for computing the parameters of the approximating Pearson distribution, based on the Method of Moments (MoMs) in the logarithmic domain, which can be obtained from the Mellin transform of the MGF of the Log-Normal power sum in the linear domain.

Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

- Economics
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The 1/n Pension Investment Puzzle

- Economics
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Abstract This paper examines the so-called 1/n investment puzzle that has been observed in defined contribution plans whereby some participants divide their contributions equally among the available…

Subexponential distribution functions

- Mathematics
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Abstract A distribution function (F on [0,∞) belongs to the subexponential class if and only if 1−F(2) (x) ~ 2(1−F(x)), as x→ ∞. For an important class of distribution functions, a simple, necessary…