The axiom-system for fuzzy inequality degree

2003 ◽  
Author(s):  
Shu-Xin Luo ◽  
Fa-Chao Li ◽  
Ji-Qing Qiu
Keyword(s):  
Axiom System ◽  
Fuzzy Inequality

CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH

2019 ◽  
Vol 34 (2) ◽  
pp. 297-315
Author(s):  
Linxiao Wei ◽  
Yijun Hu
Keyword(s):  
Standard Deviation ◽  
Portfolio Management ◽  
Risk Measures ◽  
Risk Measure ◽  
Axiomatic Approach ◽  
Capital Allocation ◽  
Axiom System ◽  
Multivariate Risk ◽  
Multivariate Risk Measures ◽  
Multivariate Risk Measure

AbstractCapital allocation is of central importance in portfolio management and risk-based performance measurement. Capital allocations for univariate risk measures have been extensively studied in the finance literature. In contrast to this situation, few papers dealt with capital allocations for multivariate risk measures. In this paper, we propose an axiom system for capital allocation with multivariate risk measures. We first recall the class of the positively homogeneous and subadditive multivariate risk measures, and provide the corresponding representation results. Then it is shown that for a given positively homogeneous and subadditive multivariate risk measure, there exists a capital allocation principle. Furthermore, the uniqueness of the capital allocation principe is characterized. Finally, examples are also given to derive the explicit capital allocation principles for the multivariate risk measures based on mean and standard deviation, including the multivariate mean-standard-deviation risk measures.

scholarly journals Comparing DNR and WWKL

2004 ◽  
Vol 69 (4) ◽  
pp. 1089-1104 ◽  
Author(s):  
Klaus Ambos-Spies ◽  
Bjørn Kjos-Hanssen ◽  
Steffen Lempp ◽  
Theodore A. Slaman
Keyword(s):  
Reverse Mathematics ◽  
Axiom System ◽  
Recursive Functions ◽  
Weak König’S Lemma ◽  
König’S Lemma

Abstract.In Reverse Mathematics, the axiom system DNR. asserting the existence of diagonally non-recursive functions, is strictly weaker than WWKL0 (weak weak König's Lemma).

An Independent Axiom System for the Real Numbers

2009 ◽  
Vol 40 (2) ◽  
pp. 78-86
Author(s):  
Greg Oman
Keyword(s):  
Axiom System ◽  
Real Numbers ◽  
The Real ◽  
Independent Axiom

PROOF SYSTEMS FOR VARIOUS FDE-BASED MODAL LOGICS

2019 ◽  
Vol 13 (4) ◽  
pp. 720-747
Author(s):  
SERGEY DROBYSHEVICH ◽  
HEINRICH WANSING
Keyword(s):  
Modal Logic ◽  
Sequent Calculus ◽  
Axiom System ◽  
Modal Logics ◽  
Cut Elimination ◽  
Proof Systems ◽  
Image Position ◽  
Axiomatic Extension

AbstractWe present novel proof systems for various FDE-based modal logics. Among the systems considered are a number of Belnapian modal logics introduced in Odintsov & Wansing (2010) and Odintsov & Wansing (2017), as well as the modal logic KN4 with strong implication introduced in Goble (2006). In particular, we provide a Hilbert-style axiom system for the logic $BK^{\square - } $ and characterize the logic BK as an axiomatic extension of the system $BK^{FS} $. For KN4 we provide both an FDE-style axiom system and a decidable sequent calculus for which a contraction elimination and a cut elimination result are shown.

A fuzzy inequality evaluation approach for measuring the relative efficiency

2019 ◽  
Vol 37 (5) ◽  
pp. 6589-6600 ◽  
Author(s):  
Xiao-Li Meng ◽  
Liu-Tang Gong ◽  
Jen-Chih Yao
Keyword(s):  
Relative Efficiency ◽  
Evaluation Approach ◽  
Fuzzy Inequality

scholarly journals A Certain Kind of Formal Theories

1965 ◽  
Vol 25 ◽  
pp. 59-86 ◽  
Author(s):  
Katuzi Ono
Keyword(s):  
Classical Logic ◽  
Axiom System ◽  
Logical System ◽  
First Order ◽  
Formal Theories

A common feature of formal theories is that each theory has its own system of axioms described in terms of some symbols for its primitive notions together with logical symbols. Each of these theories is developed by deduction from its axiom system in a certain logical system which is usually the classical logic of the first order.

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