Averaging Principle and Shape Theorem for a Growth Model with Memory
, 2018 Amir Dembo +3 more
openalex +2 more sources
Regularity of Conjugacies of Linearizable Generalized Interval Exchange Transformations. [PDF]
Commun Math PhysGhazouani S, Ulcigrai C.
europepmc +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source
On the Growth of Variances in a Central Limit Theorem for Strongly Mixing Sequences [PDF]
, 1999 Richard C. Bradley
openalex +1 more source
Latent Abstractions in Generative Diffusion Models. [PDF]
Entropy (Basel)Franzese G +4 more
europepmc +1 more source
Noncausal AR‐ARCH Model and Its Applications to Financial Time Series
International Journal of Finance &Economics, EarlyView.ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan +3 more
wiley +1 more source
Spatial Segregation Across Travelling Fronts in Individual-Based and Continuum Models for the Growth of Heterogeneous Cell Populations. [PDF]
Bull Math BiolCarrillo JA, Lorenzi T, Macfarlane FR.
europepmc +1 more source
The “Zhang Xuefeng Effect”: Information Intervention and the College Admission Problem in China
International Studies of Economics, EarlyView.ABSTRACT Information regarding the quality of colleges and labor‐market prospects of majors plays an important role in parents' and students' school‐choice decisions, particularly when these decisions are crucially relevant to the students' long‐run career choices and life earnings.
Yutong Huo, Yun Wang
wiley +1 more source
Stopper vs. Singular Controller Games With Degenerate Diffusions. [PDF]
Appl Math OptimBovo A, De Angelis T, Palczewski J.
europepmc +1 more source
Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper proposes a novel integration of the proxy structural vector autoregression approach with narrative sign restrictions to identify multiple shocks with multiple instrumental variables. We show that this combination leads to informative inferences on shock effects through both analytical demonstrations and Monte Carlo simulations ...
Yang Yang, Ren Zhang
wiley +1 more source