Searching for and quantifying nonconvexity regions of functions

DOI10.1007/s10986-019-09465-6zbMath1437.91132OpenAlexW2987510241MaRDI QIDQ2304429

Youri Davydov, Ričardas Zitikis, Elina Moldavskaya

Publication date: 11 March 2020

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-019-09465-6

zbMATH Keywords

HessianWeyl inequalitypenalty functionconvex analysisnonconvexityrisk assessment

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Convexity of real functions of several variables, generalizations (26B25) Risk models (general) (91B05)

Cites Work

• Unnamed Item
• Unnamed Item
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Convex rearrangements of random walks
• Quantifying non-monotonicity of functions and the lack of positivity in signed measures
• Estimating the index of increase via balancing deterministic and random data
• On the measurement of concentration and variability of characters
• Assessing transfer functions in control systems

This page was built for publication: Searching for and quantifying nonconvexity regions of functions