Results 71 to 80 of about 14,963 (314)
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions
Mathematics, 2019 Background: This paper aims to characterize the absence of arbitrage in the context of the Arbitrage Theory proposed by Kreps (1981) and Clark (2000) which involves a certain number of well-known financial markets.
Salvador Cruz Rambaud
doaj +1 more source
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, EarlyView.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
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Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Sustainability‐oriented collaborations are inter‐organisational arrangements where the competencies of multiple companies are pooled together to tackle environmental challenges. These collaborations differ from traditional strategic alliances in that they tackle complex goals amidst greater uncertainties that extend beyond economic performance,
Vittorio Maria Garibbo +3 more
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International Journal of Robust and Nonlinear Control, EarlyView., 2023 Abstract We propose a hierarchical energy management scheme for aggregating Distributed Energy Resources (DERs) for grid flexibility services. To prevent a direct participation of numerous prosumers in the wholesale electricity market, aggregators, as self‐interest agents in our scheme, incentivize prosumers to provide flexibility. We firstly model the
Xiupeng Chen +3 more
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Contributions to Plasma Physics, EarlyView.ABSTRACT A methodological study is presented on a noninvasive photometric diagnostic for determining trends in electron density and sheath dynamics in single (1f) and a dual (2f) radio frequency capacitively coupled (CCRF) argon plasmas. The 1f discharges are operated at 13.56 and 27.12 MHz, respectively, while the 2f discharge is driven by both ...
Daniel Zuhayra +3 more
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Evolutionary dynamics on a regular networked structured and unstructured multi‐population
International Journal of Robust and Nonlinear Control, EarlyView., 2023 Abstract In this paper, we study collective decision‐making in a multi‐population framework, where groups of individuals represent whole populations that interact by means of a regular network. Each group consists of a number of players and every player can choose between two options.
Wouter Baar +2 more
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The Curriculum Journal, EarlyView.Abstract This study explored how lecturers in a post‐92 UK university conceptualise and enact decolonial curriculum principles within their teaching and programme design. Drawing on semi‐structured interviews with academic staff across multiple disciplines, the research adopts a qualitative, phenomenologically informed approach to examine the interplay
Reece Sohdi
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