Results 61 to 70 of about 38,984 (134)

Tackling nonlinear price impact with linear strategies

open access: yesMathematical 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

A Vulnerability Lens for Intuitive‐Logic Scenarios

open access: yesFUTURES &FORESIGHT SCIENCE, Volume 8, Issue 1, April 2026.
ABSTRACT Exploration of possibilities by means of intuitive logic is hampered by a large number of scenarios, which easily exceed the limits imposed by human bounded rationality. While many practitioners constrain their scenarios within a 2 × 2 $2\times 2$ matrix by design, more structured approaches point to rationales such as eliminating ...
Guido Fioretti
wiley   +1 more source

Stationary and Nonstationary Influences of Teleconnections on Terrestrial Water Storage Anomalies in Vietnam

open access: yesJAWRA Journal of the American Water Resources Association, Volume 62, Issue 2, April 2026.
ABSTRACT Previous studies of teleconnection (TC) impacts on Terrestrial Water Storage Anomalies (TWSA) rarely focus on Vietnam or on the nonstationary nature of TC–TWSA relationships. This study addresses these gaps by examining both stationary and nonstationary TC influences on TWSA using correlation analysis (Pearson and cross‐spectral methods) and ...
Hoa Thi Pham   +2 more
wiley   +1 more source

Hausdorff dimension of double‐base expansions and binary shifts with a hole

open access: yesBulletin of the London Mathematical Society, Volume 58, Issue 4, April 2026.
Abstract For two real bases q0,q1>1$q_0, q_1 > 1$, a binary sequence i1i2⋯∈{0,1}∞$i_1 i_2 \cdots \in \lbrace 0,1\rbrace ^\infty$ is the (q0,q1)$(q_0,q_1)$‐expansion of the number πq0,q1(i1i2⋯)=∑k=1∞ikqi1⋯qik.$$\begin{equation*} \pi _{q_0,q_1}(i_1 i_2 \cdots) = \sum _{k=1}^\infty \frac{i_k}{q_{i_1} \cdots q_{i_k}}.
Jian Lu, Wolfgang Steiner, Yuru Zou
wiley   +1 more source

Mecanismos de construcción-destrucción de patrones macroestructurales en microclimas como sistemas complejos

open access: yesBoletín de la Sociedad Española de Cerámica y Vidrio, 2006
The structures of microcline perthites collected from granitic pegmatites have been studied at different observation scales using optical microscopy (OM), X-ray diffraction (XRD), 27Al MASS-NMR spectroscopy, and electron microprobe (EMPA) with Na ...
Sánchez-Muñoz, L.   +3 more
doaj  

Ergodicity Breaking and Self-Destruction of Cancer Cells by Induced Genome Chaos. [PDF]

open access: yesEntropy (Basel), 2023
Shityakov S   +3 more
europepmc   +1 more source

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