Multiplicity-Free Gradings on Semisimple Lie and Jordan Algebras and Skew Root Systems [PDF]
, 2019 Gang Han, Yucheng Liu, Kang Lu
openalex +1 more source
Limit Orders and Knightian Uncertainty
International Economic Review, EarlyView.ABSTRACT A wide variety of financial instruments allows risk‐averse traders to reduce their exposure to risk. This raises the question of what financial instruments allow ambiguity‐averse traders to reduce their exposure to ambiguity. We show in this paper that price‐contingent orders, such as limit orders, are sufficient: In a two‐period trading model,
Michael Greinecker, Christoph Kuzmics
wiley +1 more source
Variance Matrix Priors for Dirichlet Process Mixture Models With Gaussian Kernels
International Statistical Review, EarlyView.Summary Bayesian mixture modelling is widely used for density estimation and clustering. The Dirichlet process mixture model (DPMM) is the most popular Bayesian non‐parametric mixture modelling approach. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels are adopted.
Wei Jing +2 more
wiley +1 more source
Beyond Euclid: an illustrated guide to modern machine learning with geometric, topological, and algebraic structures. [PDF]
Mach Learn Sci TechnolPapillon M +10 more
europepmc +1 more source
Some modules over Lie algebras related to the Virasoro algebra [PDF]
, 2019 Guo‐Bo Chen, Jianzhi Han, Yucai Su
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A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Compacting the Time Evolution of the Forced Morse Oscillator Using Dynamical Symmetries Derived by an Algebraic Wei-Norman Approach. [PDF]
J Chem Theory ComputHamilton JR, Remacle F, Levine RD.
europepmc +1 more source
A generalized Abhyankar's conjecture for simple Lie algebras in characteristic $p>5$
, 2020 Shusuke Otabe, Fabio Tonini, Lei Zhang
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Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes
International Statistical Review, EarlyView.Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh +3 more
wiley +1 more source
Revealing the topological nature of entangled orbital angular momentum states of light. [PDF]
Nat Communde Mello Koch R +5 more
europepmc +1 more source