Results 131 to 140 of about 133,676 (303)
The RAND Journal of Economics, EarlyView.ABSTRACT We study a long‐horizon, oligopolistic market with random shocks to demand that can be arbitraged by two storage operators with finite capacity. This problem applies to any storable commodity—that is, most commodities. Because the arbitrage spread is so sensitive to market power, storage operators face strong incentives to restrain quantities ...
Sergei Balakin, Guillaume Roger
wiley +1 more source
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Psychological concepts are increasingly understood as complex dynamic systems that change over time. To study these complex systems, researchers are increasingly gathering intensive longitudinal data (ILD), revealing non‐linear phenomena such as asymptotic growth, mean‐level switching, and regulatory oscillations.
Jan I. Failenschmid +3 more
wiley +1 more source
Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Asymptotic behavior of varying discrete Jacobi–Sobolev orthogonal polynomials
Journal of Computational and Applied Mathematics, 2016 18 pages, 4 figures, 8 tables corresponding to numerical experiments.
Mañas Mañas, Juan Francisco +2 more
openaire +4 more sources
Evaluating Allocations of Opportunities
International Economic Review, EarlyView.ABSTRACT This paper provides a robust criterion for comparing lists of probability distributions—interpreted as allocations of opportunities—faced by different social groups. We axiomatically argue in favor of comparing those lists of probability distributions on the basis of a uniform—among groups—valuation of their expected utility.
Francesco Andreoli +3 more
wiley +1 more source
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
wiley +1 more source
Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley +1 more source
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
wiley +1 more source
DCKTKT: A New Discrete Cosine-Krawtchouk-Tchebichef Transform
Journal of EngineeringReal-world signals are often intricate and difficult to analyze. Therefore, to facilitate the analysis of signal components, the researchers represent the signal in different domains (transform domain), providing a new perspective and offering ...
Mariam Taha Yaseen +1 more
doaj +1 more source
The Fourier extension method and discrete orthogonal polynomials on an arc of the circle [PDF]
Advances in Mathematics, 2019 J. Geronimo, Karl Liechty
semanticscholar +1 more source