Results 161 to 170 of about 1,589,926 (279)

$\sigma$-Invariant Cauchy and statistically $\sigma$-Invariant Cauchy sequences

Malaya Journal of Matematik
In most theories of convergence, it is highly desirable to have criteria that allow the verification of convergence without explicitly requiring the limit's value. In the context of invariant convergence, the notion of an invariant Cauchy sequence becomes essential.
openaire   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Relational nonlinear almost contractions of Lakshmikantham-Ćirić type and applications to boundary value problems. [PDF]

PLoS One
Filali D, Alharbi AF, Alruwaytie MZ, Alshammari AA, Khan FA, Alatawi A.   +5 more
europepmc   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

Mathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

Faithful Explanation Regeneration via Cauchy-Schwarz Mixture Information Bottleneck. [PDF]

Entropy (Basel)
Wang Z, Du J.
europepmc   +1 more source

Risk Measure Duality Without Structure

Mathematical Finance, EarlyView.
ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley   +1 more source

Cauchyformer: Few-Shot Spectrum Inference for Photonic Metasurfaces via Mixture of Cauchy. [PDF]

ACS Omega
Yang S, Zhao X, Li C, Li Y, Fu H, Tang Y, Dong K.   +6 more
europepmc   +1 more source

Assessing the Effectiveness of Workers' Selection Exams: The Case of the Bank of Italy

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT High‐stakes exams can be used to rank and select candidates for job openings, and the ability of those selected hinges on the design of the exam. I propose a method to model candidates' performance to assess how effective the exam is at selecting high‐ability candidates.
Santiago Pereda‐Fernández
wiley   +1 more source

The Additive Logic of Epistemic Reasons: An Axiomatic Account

Theoria, EarlyView.
ABSTRACT The article argues for a system of axioms that is meant to capture the logic of normative reasons for belief. The system concerns a primitive direct‐reason relation, a defined doxastic‐reason relation, and a primitive function for the revision of rational belief by reasons.
Hannes Leitgeb
wiley   +1 more source

Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities

The World Economy, EarlyView.
ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán, Rita Mátrai, Dénes Kiss   +2 more
wiley   +1 more source