Inverse problems in Pareto's demand theory and their applications to analysis of stock market crises

DOI10.1515/jiip-2017-0021zbMath1407.91154OpenAlexW2731131817MaRDI QIDQ682037

Shuhua Zhang, Alexander A. Shananin, Nikolay I. Klemashev

Publication date: 13 February 2018

Published in: Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip-2017-0021

zbMATH Keywords

inverse problemmathematical programmingrevealed preferenceforecastingdemand theory

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistical methods; risk measures (91G70) Consumer behavior, demand theory (91B42)

Related Items

Nonparametric method and its application for the analysis of changes in consumer behavior ⋮ Numerical study of the stock market crises based on mean field games approach

Cites Work

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