Results 191 to 200 of about 100,117 (287)

Tackling nonlinear price impact with linear strategies

open access: yesMathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.
Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann   +3 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Becoming Dostoevsky (how Rowan Williams opens up Bakhtin)

open access: yesModern Theology, EarlyView.
Abstract With the end of Communism in Russia, non‐materialist contexts were enthusiastically restored to Mikhail Bakhtin's globally famous ideas of carnival, dialogism, and polyphony. This essay surveys Rowan Williams's 2008 study Dostoevsky: Language, Faith + Fiction as a major contribution to this effort, concentrating on those general philosophical ...
Caryl Emerson
wiley   +1 more source

Why Are All the Sets All the Sets?

open access: yesNoûs, EarlyView.
ABSTRACT Necessitists about set theory think that the pure sets exists, and are the way they are, as a matter of necessity. They cannot explain why the sets (de rebus) are all the sets. This constitutes the Ur‐Objection against necessitism; it is the primary motivation cited by potentialists about set theory.
Tim Button
wiley   +1 more source

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