Results 91 to 100 of about 3,042 (217)
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
Geometric and arithmetic characterization of [Formula: see text]-module flatness with applications to tensor products. [PDF]
PLoS OneTang JG, Lei HR, Liu M, Peng JY.
europepmc +1 more source
Mathematical Finance, EarlyView.ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley +1 more source
A note on integrated local energy decay estimates for spherically symmetric black hole spacetimes. [PDF]
Math AnnHolzegel G, Mavrogiannis G, Ruiz RV.
europepmc +1 more source
Renaissance Studies, EarlyView.ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley +1 more source
Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
Image of mathematics: A case study of two women's early mathematics experiences
School Science and Mathematics, EarlyView.Abstract People often view mathematics as abstract, cold, and irrelevant to real life, and their school experiences likely influence such views. In this case study, we investigated the mathematics experiences of two women who participated in an afterschool girls‐only STEM club 30 years ago when they were in fifth and sixth grades.
Lili Zhou +4 more
wiley +1 more source
Comparison of neural and traditional techniques for soliton structures and dynamical behavior in a double-chain DNA model. [PDF]
Sci RepMajid SZ, Sağlam FNK, Ullah MS.
europepmc +1 more source
Follow Me Into Math: Near‐Peer Influencers Take the Stage
School Science and Mathematics, EarlyView.ABSTRACT Young people like to be entertained, and to entertain others. What if students were to invest enough of their time and effort into learning topics from our mathematics courses to become experts in the eyes of their peers? In this study we positioned college students and high school students as mathematical performers on the stage in front of ...
Aaron T. Wilson +3 more
wiley +1 more source
Routing Functions for Parameter Space Decomposition to Describe Stability Landscapes of Ecological Models. [PDF]
Bull Math BiolCummings J +3 more
europepmc +1 more source