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The economic intuition behind risk measure subadditivity is that a portfolio risk exposure should, at worst, simply equal the sum of the risk exposures of the individual positions that compose the portfolio. The lack of subadditivity is one of the main critiques of VaR models which do not rely on the assumption of normality of risk factors.
Maximum subarray problems arise in many fields, such as genomic sequence analysis and computer vision.. Genomic sequence analysis employs maximum subarray algorithms to identify important biological segments of protein sequences that have unusual properties, by assigning scores to points within the sequence that are positive when a motif to be recognized is present, and negative when it is not ...
where i is the index of summation; a i is an indexed variable representing each term of the sum; m is the lower bound of summation, and n is the upper bound of summation. The "i = m" under the summation symbol means that the index i starts out equal to m. The index, i, is incremented by one for each successive term, stopping when i = n. [b]
The formula for an integration by parts is () ′ = [() ()] ′ (). Beside the boundary conditions , we notice that the first integral contains two multiplied functions, one which is integrated in the final integral ( g ′ {\displaystyle g'} becomes g {\displaystyle g} ) and one which is differentiated ( f {\displaystyle f} becomes f ...
In number theory, the divisor summatory function is a function that is a sum over the divisor function. It frequently occurs in the study of the asymptotic behaviour of the Riemann zeta function. The various studies of the behaviour of the divisor function are sometimes called divisor problems.
The Cesàro sum is defined as the limit, as n tends to infinity, of the sequence of arithmetic means of the first n partial sums of the series. This special case of a matrix summability method is named for the Italian analyst Ernesto Cesàro (1859–1906).
The subset sum problem (SSP) is a decision problem in computer science. In its most general formulation, there is a multiset of integers and a target-sum , and the question is to decide whether any subset of the integers sum to precisely . [1] The problem is known to be NP-complete.
In mathematics and statistics, sums of powers occur in a number of contexts: . Sums of squares arise in many contexts. For example, in geometry, the Pythagorean theorem involves the sum of two squares; in number theory, there are Legendre's three-square theorem and Jacobi's four-square theorem; and in statistics, the analysis of variance involves summing the squares of quantities.