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Feature Models (FMs) are a mechanism to model variability among a family of closely related software products, i.e. a software product line (SPL). Analysis of FMs using formal methods can reveal defects in the specification such as…

Software Engineering · Computer Science 2016-04-04 Anjali Sree-Kumar , Elena Planas , Robert Clarisó

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…

Statistical Finance · Quantitative Finance 2018-06-06 Kartik Anand , Jonathan Khedair , Reimer Kuehn

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

We propose a tractable unified framework to study the evolution and interaction of model-misspecification concerns and complexity aversion in repeated decision problems. This aims to capture environments where decision makers worry that…

Theoretical Economics · Economics 2026-02-18 Drew Fudenberg , Florian Mudekereza

Affine type systems are substructural type systems where copying of information is restricted, but discarding of information is permissible at all types. Such type systems are well-suited for describing quantum programming languages,…

Logic in Computer Science · Computer Science 2021-03-19 Vladimir Zamdzhiev

We develop a behavioral asset pricing model in which agents trade in a market with information friction. Profit-maximizing agents switch between trading strategies in response to dynamic market conditions. Due to noisy private information…

Trading and Market Microstructure · Quantitative Finance 2019-05-02 Zhentao Shi , Huanhuan Zheng

We study the most famous example of a large financial market: the Arbitrage Pricing Model, where investors can trade in a one-period setting with countably many assets admitting a factor structure. We consider the problem of maximising…

Portfolio Management · Quantitative Finance 2020-10-06 Laurence Carassus , Miklos Rasonyi

Empirical determination of the scaling properties and exponents of time series presents a formidable challenge in testing, and developing, a theoretical understanding of turbulence and other out-of-equilibrium phenomena. We discuss the…

Fluid Dynamics · Physics 2020-01-29 S. C. Chapman , B. Hnat , G. Rowlands , N. W. Watkins

This paper aims to develop a theory of projective and affine structures on higher-dimensional varieties in positive characteristic. This theory deals with Frobenius-projective and Frobenius-affine structures, which have been previously…

Algebraic Geometry · Mathematics 2026-05-19 Yasuhiro Wakabayashi

We study preferences estimated from finite choice experiments and provide sufficient conditions for convergence to a unique underlying "true" preference. Our conditions are weak, and therefore valid in a wide range of economic environments.…

Theoretical Economics · Economics 2020-11-03 Christopher P. Chambers , Federico Echenique , Nicolas Lambert

In affine formation control problems, the construction of the framework with universal rigidity and affine localizability is a critical prerequisite, but it has not yet been well addressed, especially when additional agents join the…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Huiming Li , Hao Chen , Xiangke Wang , Zhongkui Li , Lincheng Shen

This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…

Pricing of Securities · Quantitative Finance 2013-06-27 Stefan Tappe , Thorsten Schmidt

This book explores an alternative to the current dominant paradigm where a discrete computer model is constructed as an attempt to approximate some continuum theory. We focus on a class of discrete computer models that are based on simple…

Logic in Computer Science · Computer Science 2017-04-14 Garry Pantelis

Affine logic is a fragment of continuous logic, introduced by Bagheri, in which only affine functions are allowed as connectives. This has the effect of endowing type spaces with the structure of compact convex sets. We study extremal…

Logic · Mathematics 2024-12-03 Itaï Ben Yaacov , Tomás Ibarlucía , Todor Tsankov

We consider a stochastic factor financial model where the asset price process and the process for the stochastic factor depend on an observable Markov chain and exhibit an affine structure. We are faced with a finite time investment horizon…

Portfolio Management · Quantitative Finance 2014-03-21 Marcos Escobar , Daniela Neykova , Rudi Zagst

We study the property of a normal scheme, that the complement of every hypersurface is an affine scheme. To this end we introduce the affine class group. It is a factor group of the divisor class group and measures the deviation from this…

Commutative Algebra · Mathematics 2009-09-29 Holger Brenner

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

The compactness theorem for a logic states, roughly, that the satisfiability of a set of well-formed formulas can be determined from the satisfiability of its finite subsets, and vice versa. Usually, proofs of this theorem depend on the…

Logic · Mathematics 2025-07-04 Sayantan Roy , Sankha S. Basu , Mihir K. Chakraborty

Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of models is in terms of operator-analytic methods. For the first…

Probability · Mathematics 2022-03-01 Nigel G. Bean , Małgorzata M. O'Reilly , Zbigniew Palmowski

Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data.…

Statistical Finance · Quantitative Finance 2010-08-31 R. Vilela Mendes
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