… to be an outcome from some probability space ( Ω , F , P ) , where Ω is a set of random events,
F is a sigma-algebra, and P is a probability measure, which belongs to a linear space X of …

… The underlying probability distribution of y in IRm will be assumed for convenience to have
density, which we denote by p(y). This assumption is not critical for the considered approach. …

… In a more general setting one may assume to be a separated locally convex space; for our
purposes it suffices to consider = l p (Ω, f, P), 1 ≤ p ≤ ∞, where the particular value of p shall …

… The underlying probability distribution of y in IRm will be assumed for convenience to have
density, which we denote by p(y). This assumption is not critical for the considered approach …

… For any p = 2 , … , n , the p-exchange local neighborhood N p of a feasible solution to the
MAP may be defined as the set of solutions obtained from the given one by permuting exactly p …

… |V| of nodes in the graph, the graph’s density p, and the total number of k-cliques in the
graph (#CLQ). The density parameter p is used for generation of the graphs, and is equal to the …

29.1 Introduction This paper applies risk management methodologies to the optimization of
a portfolio of hedge funds (fund of funds). We compare risk management techniques based …

… In this study, m out of p principal components p 1 , p 2 ,…,p m were selected such that at
least 80% of the original data's variability was preserved, where the variability attributed to ith …

We study a framework for constructing coherent and convex measures of risk that is inspired
by infimal convolution operator, and which is shown to constitute a new general …

We propose an approach to constructing metrics of network resilience, where resilience is
understood as the network's amenability to restoring its optimal or near‐optimal operations …