A Neutrosophic Event-Indexed Framework for Evaluating Sports Classroom Teaching Effectiveness Based on Big Data and Artificial Intelligence [PDF]
Neutrosophic Sets and SystemsAssessing teaching effectiveness in sports classrooms is complicated by uncertain, incomplete, and often conflicting data collected from wearable sensors, computer vision, and AI-based platforms.
Shihao Wang
doaj +1 more source
Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales [PDF]
, 2015 The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$.
Chen, Jinshu, Wang, Caishi
core +3 more sources
On the Hedging of Options On Exploding Exchange Rates [PDF]
, 2012 We study a novel pricing operator for complete, local martingale models. The new pricing operator guarantees put-call parity to hold for model prices and the value of a forward contract to match the buy-and-hold strategy, even if the underlying follows ...
Carr, Peter +2 more
core +1 more source
On arbitrages arising from honest times [PDF]
, 2013 In the context of a general continuous financial market model, we study whether the additional information associated with an honest time gives rise to arbitrage profits.
A. Grorud +40 more
core +3 more sources
Coherent Price Systems and Uncertainty-Neutral Valuation [PDF]
, 2012 We consider fundamental questions of arbitrage pricing arising when the uncertainty model is given by a set of possible mutually singular probability measures.
Beißner, Patrick
core +5 more sources
Weak and strong no-arbitrage conditions for continuous financial markets [PDF]
, 2014 We propose a unified analysis of a whole spectrum of no-arbitrage conditions for finan- cial market models based on continuous semimartingales. In particular, we focus on no-arbitrage conditions weaker than the classical notions of No Arbitrage ...
Fontana, Claudio
core +5 more sources
User-friendly tail bounds for sums of random matrices [PDF]
, 2010 This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the large-deviation behavior ...
A. Buchholz +50 more
core +6 more sources
Valuation equations for stochastic volatility models [PDF]
, 2011 We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of the state ...
Bayraktar, Erhan +2 more
core +3 more sources
Martingale representations in dynamic enlargement setting: the role of the accessible jump times
, 2019 Let M and N be an F-martingale and an H-martingale respectively on the same probability space, both enjoying the predictable representation property. We discuss how, under the assumption of the existence of an equivalent decoupling measure for F and H ...
Calzolari, Antonella, Torti, Barbara
core +1 more source
On maximal inequalities for purely discontinuous martingales in infinite dimensions
, 2013 The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.
Marinelli, Carlo, Röckner, Michael
core +1 more source