Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Audrius Kabasinskas"'
Publikováno v:
Frontiers in Artificial Intelligence, Vol 5 (2022)
The influence of Artificial Intelligence is growing, as is the need to make it as explainable as possible. Explainability is one of the main obstacles that AI faces today on the way to more practical implementation. In practise, companies need to use
Externí odkaz:
https://doaj.org/article/d38b76a0e8e145af9eeee0184d7f3760
Publikováno v:
Mathematics, Vol 9, Iss 17, p 2086 (2021)
Pension funds became a fundamental part of financial security in pensioners’ lives, guaranteeing stable income throughout the years and reducing the chance of living below the poverty level. However, participating in a pension accumulation scheme d
Externí odkaz:
https://doaj.org/article/d17729a0955d4b4e87f3da03a9247f8d
Publikováno v:
Mathematics, Vol 9, Iss 9, p 945 (2021)
The area in which a multivariate α-stable distribution could be applied is vast; however, a lack of parameter estimation methods and theoretical limitations diminish its potential. Traditionally, the maximum likelihood estimation of parameters has b
Externí odkaz:
https://doaj.org/article/6255184ca8fc4c65b805328ce568f6b4
Autor:
Audrius Kabašinskas, Kristina Šutienė
Publikováno v:
Entropy, Vol 23, Iss 4, p 455 (2021)
The evolving crypto-currency market is seen as dynamic, segmented, and inefficient, coupled with a lack of regulatory oversight, which together becomes conducive to observing the arbitrage. In this context, a crypto-network is designed using bid/ask
Externí odkaz:
https://doaj.org/article/939d80bc0fc0411dbe15a5158193a920
Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
Publikováno v:
Mathematics, Vol 8, Iss 5, p 719 (2020)
The pension landscape is changing due to the market situation, and technological change has enabled financial innovations. Pension savers usually seek financial advice to make a personalised decision in selecting the right pension fund for them. As s
Externí odkaz:
https://doaj.org/article/9c6879e8acbb40b68300e1554a4af791
Publikováno v:
Croatian Operational Research Review, Vol 5, Iss 2, Pp 387-399 (2014)
The paper provides a scientific approach to the problem of selecting a pension fund by taking into account some specific characteristics of the Lithuanian Republic (LR) pension accumulation system. The decision making model, which can be used to plan
Externí odkaz:
https://doaj.org/article/ea97ba288249439f8609f1a55b85bbc3
Publikováno v:
Lietuvos Matematikos Rinkinys, Vol 48, Iss proc. LMS (2008)
Relationships between financial instruments are very important in practical portfolio management. Under the assumption of stability, when the second moment does not exist, traditional relationship measures cannot be applied. In this paper we introduc
Externí odkaz:
https://doaj.org/article/3a8fb9b588b848ceaf8c03c6b760e7a2
Publikováno v:
Informacijos Mokslai, Vol 42, Iss 43 (2008)
Formuojant vertybinių popierių portfelį svarbu nustatyti ryšius tarp atskirų akcijų grąžų. Tačiau laikantis stabilumo prielaidos (modeliuojant akcijų grąžų sekas stabiliaisiais dėsniais) klasikiniai ryšio matai (kovariacija, koreliaci
Externí odkaz:
https://doaj.org/article/ca21db8798c54d59bb36c71643df3f78
Autor:
Kristina Sutiene, Peter Schwendner, Ciprian Sipos, Luis Lorenzo, Miroslav Mirchev, Petre Lameski, Audrius Kabasinskas, Chemseddine Tidjani, Belma Ozturkkal, Jurgita Cerneviciene
Publikováno v:
Frontiers in Artificial Intelligence, Vol 7 (2024)
Building an investment portfolio is a problem that numerous researchers have addressed for many years. The key goal has always been to balance risk and reward by optimally allocating assets such as stocks, bonds, and cash. In general, the portfolio m
Externí odkaz:
https://doaj.org/article/cc06a180ef644ed29fb4f6587a369713
Autor:
Audrius Kabašinskas
Publikováno v:
Journal of Mathematics in Industry, Vol 14, Iss 1, Pp 1-48 (2024)
Abstract Pension funds are an essential part of retirement planning, and their performance and risks play a significant role in ensuring financial stability for retirees. This study aims to analyse the connectedness and spillover effects in the Lithu
Externí odkaz:
https://doaj.org/article/33e83f6df12544a9979c0832f6f6c724