Results 61 to 70 of about 38,984 (134)
Tackling nonlinear price impact with linear strategies
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
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
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
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
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
A Classification of Intrinsic Ergodicity for Recognisable Random Substitution Systems. [PDF]
Gohlke P, Mitchell A.
europepmc +1 more source
Quantum avalanches in [Formula: see text]-preserving interacting Ising Majorana chain. [PDF]
Zhang L, Xu K, Fan H.
europepmc +1 more source
Stationary distribution and density function analysis of SVIS epidemic model with saturated incidence and vaccination under stochastic environments. [PDF]
Mahato P, Mahato SK, Das S, Karmakar P.
europepmc +1 more source
Finite-Time Thermodynamics and Complex Energy Landscapes: A Perspective. [PDF]
Schön JC.
europepmc +1 more source
Ergodicity Breaking and Self-Destruction of Cancer Cells by Induced Genome Chaos. [PDF]
Shityakov S +3 more
europepmc +1 more source

