Results 131 to 140 of about 81,140 (282)
Cyclic amenability of Lau product and module extension Banach algebras
پژوهشهای ریاضی, 2022 Introduction The notion of weak amenability for commutative Banach algebras was introduced and studied for the first time by Bade, Curtis and Dales. Johnson extended this concept to the non commutative case and showed that group algebras of all locally ...
Mohammad Ramezanpour, Mahdieh Alikahi
doaj
Algorithms and Data Structures for Sparse Polynomial Arithmetic
Mathematics, 2019 We provide a comprehensive presentation of algorithms, data structures, and implementation techniques for high-performance sparse multivariate polynomial arithmetic over the integers and rational numbers as implemented in the freely available Basic ...
Mohammadali Asadi +3 more
doaj +1 more source
Tensor Changepoint Detection and Eigenbootstrap
Journal of Time Series Analysis, EarlyView.ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
On the representation type of triangular matrix algebras over special algebras [PDF]
, 1991 Zbigniew Leszczyński
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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
Automophisms of Nil-Triangular Subrings of Algebras Chevalley Type $G_2$ Over Integral Domain. I
Известия Иркутского государственного университета: Серия "Математика"Let $N\Phi(K)$ be the nil-triangular subalgebra of the Chevalley algebra over an associative commutative ring $K$ with the identity associated with a root system $\Phi$.
A. V. Kazakova
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Optimal Contracts for Delegated Order Execution
Mathematical Finance, EarlyView.ABSTRACT We determine the optimal affine contract for a client who delegates their order execution to a dealer. Existence and uniqueness are established for general linear price impact dynamics of the dealer's trades. Explicit solutions are available for the model of Obizhaeva and Wang, for example, and a simple gradient descent algorithm is applicable
Martin Larsson +2 more
wiley +1 more source
Representations of triangular subalgebras of groupoid C*-algebras [PDF]
, 1996 Paul S. Muhly, Baruch Solel
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Validating DSGE Models Through SVARs Under Imperfect Information
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We study the ability of SVARs to match impulse responses of a well‐established DSGE model where the information of agents can be imperfect. We derive conditions for the solution of a linearized NK‐DSGE model to be invertible given this information set. In the absence of invertibility, an approximate measure is constructed. An SVAR is estimated
Paul Levine +3 more
wiley +1 more source
Statistical disaggregation—A Monte Carlo approach for imputation under constraints
Scandinavian Journal of Statistics, EarlyView.Abstract Equality‐constrained models naturally arise in problems in which the measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting to instead sampling from the joint distribution by means of a Monte Carlo approach is also ...
Shenggang Hu +5 more
wiley +1 more source