Results 171 to 180 of about 355,626 (313)

Measure‐valued processes for energy markets

open access: yesMathematical 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

Macroscopic Market Making Games

open access: yesMathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

Aggregation and the Structure of Value

open access: yesNoûs, EarlyView.
ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley   +1 more source

Dimension reduction for optimal design problems with Kronecker product structure

open access: yesScandinavian Journal of Statistics, EarlyView.
Abstract This paper is motivated by the problem of optimal allocation of trials in multi‐environment crop variety testing with a large number of varieties. Optimizing the allocation of trials results in the minimization of a design criterion with a Kronecker product structure in the information matrix.
Taras Bodnar, Maryna Prus
wiley   +1 more source

Real-Time Cascaded State Estimation Framework on Lie Groups for Legged Robots Using Proprioception. [PDF]

open access: yesBiomimetics (Basel)
Liu B   +6 more
europepmc   +1 more source

The Impacts of Problem‐Posing Intervention on the Mathematical Proficiency of Undergraduate Developmental Mathematics Students' Developmental Mathematics

open access: yesSchool Science and Mathematics, EarlyView.
ABSTRACT This study investigates the impact of problem‐posing on the mathematical proficiency and engagement of 56 Developmental Mathematics (DM) students enrolled in a noncredit college mathematics course. Using a quasi‐experimental design, one of two existing classes was selected as the experimental group and received a 5‐week intervention focused on
John Sevier   +2 more
wiley   +1 more source

Home - About - Disclaimer - Privacy