969 resultados para existence


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The aim in this paper is to replicate and extend the analysis of visual technical patterns by Lo et al. (2000) using data on the UK market. A non-parametric smoother is used to model a nonlinear trend in stock price series. Technical patterns, such as the 'head-and-shoulders' pattern, that are characterised by a sequence of turning points are identified in the smoothed data. Statistical tests are used to determine whether returns conditioned on the technical patterns are different from random returns and, in an extension to the analysis of Lo et al. (2000), whether they can outperform a market benchmark return. For the stocks in the FTSE 100 and FTSE 250 indices over the period 1986 to 2001, we find that technical patterns occur with different frequencies to each other and in different relativities to the frequencies found in the US market. Our extended statistical testing indicates that UK stock returns are less influenced by technical patterns than was the case for US stock returns.

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It is shown that the spheres S^(2n) (resp: S^k with k ≡ 1 mod 4) can be given neither an indefinite metric of any signature (resp: of signature (r, k − r) with 2 ≤ r ≤ k − 2) nor an almost paracomplex structure. Further for every given Riemannian metric on an almost para-Hermitian manifold with the associated 2-form φ one can construct an almost Hermitian structure (under certain conditions, two different almost Hermitian structures) whose associated 2-form(s) is φ.

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We consider the existence and uniqueness problem for partial differential-functional equations of the first order with the initial condition for which the right-hand side depends on the derivative of unknown function with deviating argument.

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The present paper investigates the existence of integral manifolds for impulsive differential equations with variable perturbations. By means of piecewise continuous functions which are generalizations of the classical Lyapunov’s functions, sufficient conditions for the existence of integral manifolds of such equations are found.

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∗The author was partially supported by Alexander von Humboldt Foundation and the Contract MM-516 with the Bulgarian Ministry of Education, Science and Thechnology.

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Mathematics Subject Classification: 26A33, 34A60, 34K40, 93B05

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Mathematics Subject Classification: 45G10, 45M99, 47H09

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ACM Computing Classification System (1998): E.4.

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2010 Mathematics Subject Classification: 35J65, 35K60, 35B05, 35R05.

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2000 Mathematics Subject Classification: 45F15, 45G10, 46B38.

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This article is searching for necessary and sufficient conditions which are to be imposed on the demand curve to guarantee the existence of pure strategy Nash equilibrium in a Bertrand-Edgeworth game with capacity constraints.

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The concept of types was introduced by Harsányi[8]. In the literature there are two approaches for formalizing types, type spaces: the purely measurable and the topological models. In the former framework Heifetz and Samet [11] showed that the universal type space exists and later Meier[13] proved that it is complete. In this paper we examine the topological approach and conclude that there is no universal topological type space in the category of topological type spaces.

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The existence of an inverse limit of an inverse system of (probability) measure spaces has been investigated since the very beginning of the birth of the modern probability theory. Results from Kolmogorov [10], Bochner [2], Choksi [5], Metivier [14], Bourbaki [3] among others have paved the way of the deep understanding of the problem under consideration. All the above results, however, call for some topological concepts, or at least ones which are closely related topological ones. In this paper we investigate purely measurable inverse systems of (probability) measure spaces, and give a sucient condition for the existence of a unique inverse limit. An example for the considered purely measurable inverse systems of (probability) measure spaces is also given.