Results 31 to 40 of about 79,195 (126)

Strong games played on random graphs [PDF]

, 2015
In a strong game played on the edge set of a graph G there are two players, Red and Blue, alternating turns in claiming previously unclaimed edges of G (with Red playing first). The winner is the first one to claim all the edges of some target structure (
Ferber, Asaf, Pfister, Pascal
core   +1 more source

Disjoint Dominating Sets with a Perfect Matching

, 2017
In this paper, we consider dominating sets $D$ and $D'$ such that $D$ and $D'$ are disjoint and there exists a perfect matching between them. Let $DD_{\textrm{m}}(G)$ denote the cardinality of smallest such sets $D, D'$ in $G$ (provided they exist ...
Ayello, Alejandro Angeli, Klostermeyer, William F., Messinger, Margaret-Ellen   +2 more
core   +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

Evaluating Allocations of Opportunities

International Economic Review, EarlyView.
ABSTRACT This paper provides a robust criterion for comparing lists of probability distributions—interpreted as allocations of opportunities—faced by different social groups. We axiomatically argue in favor of comparing those lists of probability distributions on the basis of a uniform—among groups—valuation of their expected utility.
Francesco Andreoli, Mathieu Faure, Nicolas Gravel, Tista Kundu   +3 more
wiley   +1 more source

Vessel arrival planning with full information

International Transactions in Operational Research, EarlyView.
Abstract Planning efficiency and timely arrival of vessels is crucial to smooth operations of maritime transport networks, ensuring optimal utilization of resources and minimizing operational costs. Coordination between vessel operators and terminals has the potential to reduce costs, fuel consumption, and waiting time.
Pim Willem Antoon van Leeuwen, Rommert Dekker   +1 more
wiley   +1 more source

Artificial intelligence‐powered microscopy: Transforming the landscape of parasitology

Journal of Microscopy, EarlyView.
Abstract Microscopy and image analysis play a vital role in parasitology research; they are critical for identifying parasitic organisms and elucidating their complex life cycles. Despite major advancements in imaging and analysis, several challenges remain. These include the integration of interdisciplinary data; information derived from various model
Mariana De Niz, Sara Silva Pereira, David Kirchenbuechler, Leandro Lemgruber, Constadina Arvanitis   +4 more
wiley   +1 more source

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

Agents' Behavior and Interest Rate Model Optimization in DeFi Lending

Mathematical Finance, EarlyView.
ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci, Louis Bertucci, Mathis Gontier Delaunay, Olivier Guéant, Matthieu Lesbre   +4 more
wiley   +1 more source

Perfect State Transfer in Laplacian Quantum Walk [PDF]

, 2014
For a graph $G$ and a related symmetric matrix $M$, the continuous-time quantum walk on $G$ relative to $M$ is defined as the unitary matrix $U(t) = \exp(-itM)$, where $t$ varies over the reals.
Alvir, R., Dever, S., Lovitz, B, Myer, J., Tamon, C., Xu, Y., Zhan, H.   +6 more
core  

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source