Results 41 to 50 of about 146 (117)
Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
From Turing machines to computer viruses
, 2012 International audienceSelf-replication is one of the fundamental aspects of computing where a program or a system may duplicate, evolve and mutate. Our point of view is that Kleene's (second) recursion theorem is essential to understand self-replication ...
Marion, Jean-Yves, Jean-Yves Marion
core +1 more source
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Metasemantics and the Continuum Hypothesis
Noûs, EarlyView.ABSTRACT The Continuum Hypothesis featured top of Hilbert's list of 23 problems in 1900. Today, we still consider the question, with various programmes pulling in different directions. This conceptual diversity raises a puzzle: In what sense do we disagree when we talk about it?
Neil Alexander Barton
wiley +1 more source
Revenge Russell‐Myhill and the Ramified Hierarchy
Theoria, EarlyView.ABSTRACT The Russell‐Myhill paradox targeting the structuralist view of proposition in classical higher‐order logic is blocked by implementing restrictions associated with an ordinary account of predicativity. However, it has been shown that these restrictions are not safe: “revenge” versions of the paradox show the inconsistency of the structuralist ...
Jacopo Berneri
wiley +1 more source
Topics in algorithmic information theory
, 1998 Full text is available to authenticated members of The University of Auckland only.An explicit recursion-theoretic definition of the program-size complexity measure operating on finite strings of symbols was given by Chaitin [17]-[18], Kolmogorov [47 ...
Arslanov, Asat
core
Journal of the Association for Information Science and Technology, Volume 77, Issue 12, Page 1514-1529, December 2026.Abstract Information science rests on a compact: its mediating signs maintain a traceable relation to what they describe. Large language models (LLMs) break it architecturally, generating discourse that is statistically plausible yet epistemically ungrounded, while standard metrics (precision, recall, relevance) cannot detect the rupture.
Martin Thellefsen, Alon Friedman
wiley +1 more source
A Domain-Theoretic Approach to Computability on the Real Line
, 1997 In recent years, there has been a considerable amount of work on using continuous domains in real analysis. Most notably are the development of the generalized Riemann integral with applications in fractal geometry, several extensions of the programming ...
Abbas Edalat, Philipp Sünderhauf
core
The Retirement Spending Smile Revisited: Cross‐Sectional Patterns Versus Within‐Household Dynamics
FINANCIAL PLANNING REVIEW, Volume 9, Issue 4, December 2026.ABSTRACT The “retirement spending smile” (Blanchett, 2014), a U‐shaped pattern in the rate of retiree spending change, has influenced how advisors project retirement spending. We reconstruct Blanchett's analysis using RAND HRS/CAMS data (2001–2009) and extend it with panel methods through 2021.
Derek Tharp
wiley +1 more source