Results 181 to 190 of about 163,993 (328)
The Classification of Limits of 2n-cycle Algebras [PDF]
Allan P. Donsig, S. C. Power
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Tensor Changepoint Detection and Eigenbootstrap
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
Algebraic formulas for first-passage times of Markov processes in the linear framework. [PDF]
Nam KM, Gunawardena J.
europepmc +1 more source
$\\mathbb A^1$-connectivity on Chow monoids v.s. rational equivalence of\n algebraic cycles [PDF]
Vladimir Guletskiĭ
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The fundamental theorem of asset pricing with and without transaction costs
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Irrational dynamics, superpitchfork bifurcation, and equilibrium hierarchy in a mass-spring system exhibiting chaos and bursting. [PDF]
Abobda LT.
europepmc +1 more source
Index formula for MacPherson cycles of affine algebraic varieties [PDF]
Joerg Schuermann, Mihai Tibăr
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Order Routing and Market Quality: Who Benefits From Internalization?
ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source

