Results 241 to 250 of about 26,022 (315)
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley +1 more source
Generalized Pentagon Equations. [PDF]
Ann Henri PoincareAlekseev A, Naef F, Ren M.
europepmc +1 more source
Lie algebra actions on module categories for truncated shifted yangians [PDF]
Joel Kamnitzer +3 more
openalex +1 more source
Measure‐valued processes for energy markets
Mathematical 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
Classification of prime modules of quantum affine algebras corresponding to 2-column tableaux. [PDF]
J Algebr Comb (Dordr)Early N, Li JR.
europepmc +1 more source
Construction of $\Gamma$-algebra and $\Gamma$-Lie admissible algebras
, 2018 Akbar Rezaei, Bijan Davvaz
openalex +2 more sources
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Characterizing barren plateaus in quantum ansätze with the adjoint representation. [PDF]
Nat CommunFontana E +7 more
europepmc +1 more source
Macroscopic Market Making Games
Mathematical 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
Transitivity, contextuality and decision making. [PDF]
Philos Trans A Math Phys Eng SciSulis WH.
europepmc +1 more source