Results 91 to 100 of about 1,252,117 (301)
Limit Orders and Knightian Uncertainty
International Economic Review, EarlyView.ABSTRACT A wide variety of financial instruments allows risk‐averse traders to reduce their exposure to risk. This raises the question of what financial instruments allow ambiguity‐averse traders to reduce their exposure to ambiguity. We show in this paper that price‐contingent orders, such as limit orders, are sufficient: In a two‐period trading model,
Michael Greinecker, Christoph Kuzmics
wiley +1 more source
Atom-bond connectivity index and diameter of graphs
Journal of Hebei University of Science and Technology, 2016 For further study of the numerous nice properties of topological indices in physical and chemical fields, it is worth considering the relation between a degree-based index and a distance-based index.
Lin WU, Yumei HU
doaj +1 more source
Alexandroff Topology of Algebras Over an Integral Domain [PDF]
, 2020 Shai Sarussi
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A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
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International Journal of Distributed Sensor Networks, 2018 Designing of distributed consensus algorithms featuring accuracy, robustness, reliability, and speed of convergence is in high demand for various multi-agent applications. In this research, it has been investigated to device a novel design of distributed
Ali Mustafa +3 more
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Topological analysis of number theory and its applications in quantum cryptography [PDF]
مجلة جامعة الانبار للعلوم الصرفةThis study investigates the application of algebraic topology, in particular homology theory and persistent homology. It includes the analysis of elliptic curves and their use in cryptographic systems and cybersecurity.
Noor Kadhim, Ruaa Abd, Saja AL-Khafaji
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.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
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Estimate of the Neural Network Dimension Using Algebraic Topology and Lie Theory [PDF]
, 2021 Luciano Melodia, Richard Lenz
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Multivariate representations of univariate marked Hawkes processes
Scandinavian Journal of Statistics, EarlyView.Abstract Univariate marked Hawkes processes are used to model a range of real‐world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on social media platforms, and order book dynamics. This paper illustrates a fundamental connection between univariate marked Hawkes processes and multivariate Hawkes ...
Louis Davis +3 more
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