Results 161 to 170 of about 310,925 (271)

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Axial Hysteretic Mechanical Characteristics of Wire Rope Isolators and Parameter Identification with a Novel Algebraic Closed-Form Model. [PDF]

Materials (Basel)
Mei G, He Y, Dai M, Zhou L, Yao X, Shen J, Li C.   +6 more
europepmc   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

CAP: Commutative algebra prediction of protein-nucleic acid binding affinities. [PDF]

Mach Learn Sci Technol
Zia M, Suwayyid F, Hozumi Y, Wee J, Feng H, Wei GW.   +5 more
europepmc   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Cryptographic protection of RGB images using SPN over Eisenstein integer ring modulo Eisenstein prime. [PDF]

Sci Rep
Sajjad M, Abdalrahem MK, Elsayed EE, Junjua MU, AlQahtani SA.   +4 more
europepmc   +1 more source

Reading Dürer in Late Sixteenth‐Century Padua: Matteo Macigni (ca. 1510–1582), His Library and the Annotated Institutionum geometricarum (Paris, 1535)

Renaissance Studies, EarlyView.
ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley   +1 more source

GrowCAD: bioinspired mathematical design for additive manufacturing. [PDF]

R Soc Open Sci
Mahmoodi N, Luo GJ, Dyson RJ, Thomas-Seale LEJ.   +3 more
europepmc   +1 more source

Spatial depth for data in metric spaces

Scandinavian Journal of Statistics, EarlyView.
Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley   +1 more source

Positive curvature conditions on contractible manifolds. [PDF]

Math Ann
Sweeney P.
europepmc   +1 more source