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Related papers: Extended Gini Index

200 papers

The aim of this paper is to introduce a risk measure that extends the Gini-type measures of risk and variability, the Extended Gini Shortfall, by taking risk aversion into consideration. Our risk measure is coherent and catches variability,…

Risk Management · Quantitative Finance 2018-03-21 Mohammed Berkhouch , Ghizlane Lakhnati , Marcelo Brutti Righi

In this paper, we draw attention to a promising yet slightly underestimated measure of variability - the Gini coefficient. We describe two new ways of defining and interpreting this parameter. Using our new representations, we compute the…

Statistics Theory · Mathematics 2022-10-13 Marta Milewska , Remco van der Hofstad , Bert Zwart

This contribution is a technical description of details for implementing infinite elements. The novelty is the closed, analytic form used for most quantities.

Computational Physics · Physics 2025-01-13 Tobias Marx

An information theory description of finite systems explicitly evolving in time is presented for classical as well as quantum mechanics. We impose a variational principle on the Shannon entropy at a given time while the constraints are set…

Statistical Mechanics · Physics 2007-05-23 Philippe Chomaz , Francesca Gulminelli , Olivier Juillet

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…

Data Analysis, Statistics and Probability · Physics 2021-03-23 Motahareh Parsa , Antonio Di Crescenzo , Hadi Jabbari

Given a set of primes $\pi$, the $\pi$-index of an element $x$ of a finite group $G$ is the $\pi$-part of the index of the centralizer of $x$ in $G$. If $\pi=\{p\}$ is a singleton, we just say the $p$-index. If the $\pi$-index of $x$ is…

Group Theory · Mathematics 2024-06-05 A-Ming Liu , Andrey V. Vasil'ev

The Gini index is a number that attempts to measure how equitably a resource is distributed throughout a population, and is commonly used in economics as a measurement of inequality of wealth or income. The Gini index is often defined as…

Combinatorics · Mathematics 2020-10-26 Grant Kopitzke

In this paper we will show that the Gini coefficient and the introduced measure of angular inequality are special cases of a wider indexed family of measurements. We will discuss the properties of the defined class based, inter alia, on a…

Methodology · Statistics 2015-06-02 Piotr Dniestrzanski

The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class. It is a transform which has previously been treated as a fixed feature transformation, on top of which a…

Machine Learning · Computer Science 2019-10-29 Patric Bonnier , Patrick Kidger , Imanol Perez Arribas , Cristopher Salvi , Terry Lyons

Gibbs' theorem, which is originally intended for canonical ensembles with complete statistics has been generalized to open systems with incomplete statistics. As a result of this generalization, it is shown that the stationary equilibrium…

Statistical Mechanics · Physics 2015-05-13 G. B. Bagci

For the comparison of inequality and welfare in multiple attributes the use of generalized Gini indices is proposed. Individual endowment vectors are summarized by using attribute weights and aggregated in a spectral social evaluation…

Applications · Statistics 2022-11-10 Karl Mosler

In recent years, the concepts of ``diversity'' and ``inclusion'' have attracted considerable attention across a range of fields, encompassing both social and biological disciplines. To fully understand these concepts, it is critical to not…

Social and Information Networks · Computer Science 2024-10-10 Keita Kinjo

We develop appropriately generalized notions of indexability for problems of dynamic resource allocation where the resource concerned may be assigned more flexibility than is allowed, for example, in classical multi-armed bandits. Most…

Probability · Mathematics 2012-11-09 Kevin D. Glazebrook , David J. Hodge , Chris Kirkbride

The Gittins index is a tool that optimally solves a variety of decision-making problems involving uncertainty, including multi-armed bandit problems, minimizing mean latency in queues, and search problems like the Pandora's box model.…

Optimization and Control · Mathematics 2025-08-05 Ziv Scully , Alexander Terenin

Let G be a finitely presented group, and let {G_i} be a collection of finite index normal subgroups that is closed under intersections. Then, we prove that at least one of the following must hold: 1. G_i is an amalgamated free product or…

Group Theory · Mathematics 2007-05-23 Marc Lackenby

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…

Information Theory · Computer Science 2021-06-28 Lampros Gavalakis , Ioannis Kontoyiannis

We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival…

Information Theory · Computer Science 2023-10-12 Marco Capaldo , Antonio Di Crescenzo , Alessandra Meoli

We define a notion of equivariant non-degeneracy of $G$-maps to introduce the class of equivariantly non-degenerate flows on smooth compact manifolds with compact Lie group action. We prove genericity of this class and use this result to…

Dynamical Systems · Mathematics 2013-01-31 Philipp Wruck

The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc.…

General Finance · Quantitative Finance 2013-09-17 Dmitry Schmerling