DEP20 - Capítulos de monografíasDpto. Economía Aplicada - Capítulos de monografíashttp://uvadoc.uva.es/handle/10324/12632019-07-24T02:57:39Z2019-07-24T02:57:39Znew class of functions for integrating weighting means and OWA operatorsLlamazares Rodríguez, Bonifaciohttp://uvadoc.uva.es/handle/10324/362382019-06-19T13:11:31Z2013-01-01T00:00:00ZIn this paper we introduce the semi-uninorm based ordered weighted averaging (SUOWA) operators, a new class of aggregation functions that integrates weighted means and OWA operators. To do this we take into account that weighted means and OWA operators are particular cases of Choquet integrals. So, the capacities associated to SUOWA operators are defined by using the values of the capacities associated to these functions and idempotent semi-uninorms.
2013-01-01T00:00:00ZOn the behavior of WOWA operatorsLlamazares Rodríguez, Bonifaciohttp://uvadoc.uva.es/handle/10324/362372019-06-19T13:02:59Z2011-01-01T00:00:00ZIn this paper we analyze the behavior of WOWA operators, a class of functions that simultaneously generalize weighted means and OWA operators. Moreover, we introduce functions that also generalize both operators and characterize those satisfying a condition imposed to maintain the relationship among the weights.
2011-01-01T00:00:00ZOn the orness of SUOWA operatorsLlamazares Rodríguez, Bonifaciohttp://uvadoc.uva.es/handle/10324/362362019-06-19T13:11:30Z2015-01-01T00:00:00ZThere is in the literature a great variety of functions utilized in the aggregation processes. For this reason, numerous indicators have been suggested to understand the behavior of such functions. One of the measures proposed for this purpose is the orness, which allows to know the degree of closeness to the maximum. The aim of this paper is to provide the orness of some specific cases of SUOWA operators, a family of aggregation functions that simultaneously generalize weighted means and OWA operators.
2015-01-01T00:00:00ZAn ordinal multi-criteria decision-making procedure in the context of uniform qualitative scalesGarcía Lapresta, José LuisGonzález del Pozo, Raquelhttp://uvadoc.uva.es/handle/10324/229162019-06-19T13:32:09Z2017-01-01T00:00:00ZIn this contribution, we propose a multi-criteria decision-making procedure that has been devised in a purely ordinal way. Agents evaluate the alternatives regarding several criteria by assigning one or two consecutive terms of a uniform ordered qualitative scale to each alternative in each criterion. Weights assigned to criteria are managed through replications of the corresponding ratings, and alternatives are ranked according to the medians of their ratings after the replications.
2017-01-01T00:00:00ZConsensus-Based Agglomerative Hierarchical ClusteringGarcía Lapresta, José LuisPérez Román, Davidhttp://uvadoc.uva.es/handle/10324/215712019-06-14T12:29:51Z2017-01-01T00:00:00ZIn this contribution, we consider that a set of agents assess a set of alternatives
through numbers in the unit interval. In this setting, we introduce a measure
that assigns a degree of consensus to each subset of agents with respect to every
subset of alternatives. This consensus measure is defined as 1 minus the outcome
generated by a symmetric aggregation function to the distances between
the corresponding individual assessments. We establish some properties of the
consensus measure, some of them depending on the used aggregation function.
We also introduce an agglomerative hierarchical clustering procedure that is generated
by similarity functions based on the previous consensus measures
2017-01-01T00:00:00ZAggregating Imprecise Linguistic ExpressionsFalcó, EdurneGarcía Lapresta, José LuisRoselló, Llorençhttp://uvadoc.uva.es/handle/10324/215692019-06-14T12:29:51Z2013-01-01T00:00:00ZIn this chapter, we propose a multi-person decision making procedure
where agents judge the alternatives through linguistic expressions generated by an
ordered finite scale of linguistic terms (for instance, ‘very good’, ‘good’, ‘acceptable’,
‘bad’, ‘very bad’). If the agents are not confident about their opinions, they
might use linguistic expressions composed by several consecutive linguistic terms
(for instance, ‘between acceptable and good’). The procedure we propose is based
on distances and it ranks order the alternatives taking into account the linguistic information
provided by the agents. The main features and properties of the proposal
are analyzed.
2013-01-01T00:00:00ZMultidistances and Dispersion MeasuresMartínez Panero, MiguelGarcía Lapresta, José LuisMeneses, Luis Carloshttp://uvadoc.uva.es/handle/10324/215012019-06-14T12:29:51Z2016-01-01T00:00:00ZIn this paper, we provide a formal notion of absolute dispersion measure that
is satisfied by some classical dispersion measures used in Statistics, such as the
range, the variance, the mean deviation and the standard deviation, among others,
and also by the absolute Gini index, used in Welfare Economics for measuring
inequality. The notion of absolute dispersion measure shares some properties
with the notion of multidistance introduced and analyzed by Mart´ın and
Mayor in several recent papers. We compare absolute dispersion measures and
multidistances and we establish that these two notions are compatible by showing
some functions that are simultaneously absolute dispersion measures and
multidistances. We also establish that remainders obtained through the dual decomposition
of exponential means, introduced by Garc´ıa-Lapresta and Marques
Pereira, are absolute dispersion measures up to sign
2016-01-01T00:00:00ZValuation of commodity derivatives under jump-diffusion processesGómez del Valle, María LourdesHabibi Lashkari, ZibaMartínez-Rodríguez, Juliahttp://uvadoc.uva.es/handle/10324/214692019-06-14T12:29:51Z2016-01-01T00:00:00ZThe estimation of the market prices of risk is an open question in the jumpdi
usion derivative literature when a closed-form solution for the future pricing
problem is not known. In this paper, we obtain some results that relate
the drifts and jump intensities of the risk-neutral processes with future and
spot prices. These results provide an original procedure to estimate the riskneutral
drifts and jump intensities. These functions are not observable but
their estimation is necessary for pricing commodity derivatives. Moreover,
this new approach avoids the estimation of the physical drift as well as the
market prices of risk in order to price commodity futures. Finally, an application
to NYMEX (New York Mercantile Exchange) data is illustrated.
2016-01-01T00:00:00Z