A Shapley value representation of network potentials
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Game Theory"
DOI: 10.1007/s00182-017-0605-7
Abstract: We consider network formation games by Jackson and Wolinsky (J Econ Theory 71:44–74, 1996) and characterize the class of games that have a network potential. We show that there exists a network potential if and… read more here.
Keywords: network potential; shapley value; network; representation network ... See more keywords
Mortality models ensemble via Shapley value
Sign Up to like & getrecommendations! Published in 2024 at "Decisions in Economics and Finance"
DOI: 10.1007/s10203-024-00455-z
Abstract: Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single model. The… read more here.
Keywords: via shapley; mortality models; models ensemble; model ... See more keywords
The Shapley value decomposition of optimal portfolios
Sign Up to like & getrecommendations! Published in 2020 at "Annals of Finance"
DOI: 10.1007/s10436-020-00380-2
Abstract: Investors want the ability to evaluate the true and complete risk of the financial assets held in a portfolio. Yet, the current analytic methods provide only partial risk measures. I suggest that, by viewing a… read more here.
Keywords: decomposition; risk; portfolio; value ... See more keywords
The extended Shapley value for generalized cooperative games under precedence constraints
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DOI: 10.1007/s12351-017-0341-6
Abstract: We introduce a new class of games where cooperation among players is restricted by precedence constraints vis á vis the worth of a coalition depends on the order in which the players enter into the… read more here.
Keywords: extended shapley; precedence constraints; value; cooperative games ... See more keywords
Counter Deception in Belief Functions Using Shapley Value Methodology
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DOI: 10.1007/s40815-021-01139-1
Abstract: Counter deception is one of the main content in data fusion. The existence of deceptive data may cause great hidden dangers to the generation of correct decisions. While among previous studies, whether evidence should aggregate… read more here.
Keywords: value methodology; methodology; counter deception; shapley value ... See more keywords
Improving Generalization of Genetic Programming for High-Dimensional Symbolic Regression with Shapley Value Based Feature Selection
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DOI: 10.1007/s41019-024-00270-x
Abstract: Symbolic Regression (SR) on high-dimensional datasets often encounters significant challenges, resulting in models with poor generalization capabilities. While feature selection has the potential to enhance the generalization and learning performance in general, its application in… read more here.
Keywords: high dimensional; shapley value; generalization; feature ... See more keywords
Balanced contributions based on indirect claims and the Shapley value
Sign Up to like & getrecommendations! Published in 2018 at "Economics Letters"
DOI: 10.1016/j.econlet.2018.03.008
Abstract: Abstract We provide a new axiom that is weaker than the balanced contributions property but stronger than the balanced cycle contributions property. It axiomatizes the Shapley value, together with efficiency and a weaker variation of… read more here.
Keywords: contributions based; shapley value; based indirect; indirect claims ... See more keywords
Sign symmetry vs symmetry: Young’s characterization of the Shapley value revisited
Sign Up to like & getrecommendations! Published in 2018 at "Economics Letters"
DOI: 10.1016/j.econlet.2018.05.017
Abstract: Abstract We revisit Young’s (Young, 1985) characterization of the Shapley value by efficiency, symmetry, and marginality/strong monotonicity. In particular, we suggest a relaxation of symmetry called sign symmetry. While symmetry requires equally productive players to… read more here.
Keywords: characterization shapley; shapley value; sign symmetry; symmetry symmetry ... See more keywords
Shapley Value-Based Techno-Economic Framework for Harmonic and Loss Mitigation
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DOI: 10.1109/access.2019.2936859
Abstract: This study presents a multi-objective policy for harmonic distortion and loss mitigation in micro-grid and active distribution grid. The implementation of this policy in networks including Distributed Generation (DG), is put forward based on the… read more here.
Keywords: loss mitigation; shapley value; loss; mitigation ... See more keywords
Incremental Benefit Allocation for Joint Operation of Multi-Stakeholder Wind-PV-Hydro Complementary Generation System With Cascade Hydro-Power: An Aumann-Shapley Value Method
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DOI: 10.1109/access.2020.2985630
Abstract: In order to ensure joint operation of wind-PV-hydro complementary generation system with cascade hydro-power owned by multiple stakeholders, an equitable and efficient allocating mechanism for incremental benefit is of great importance. Firstly, the incremental benefit… read more here.
Keywords: value method; method; wind hydro; complementary generation ... See more keywords
Efficient Computation and Estimation of the Shapley Value for Traveling Salesman Games
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DOI: 10.1109/access.2021.3113282
Abstract: The traveling salesman game (TSG) consists of dividing the cost of a round trip among several customers. One of the most significant solution concepts in cooperative game theory is the Shapley value, which provides a… read more here.
Keywords: efficient computation; value; shapley value; traveling salesman ... See more keywords