Related papers: Affine Models
This paper deals with certain fundamental results about affine hulls and simplices in a real normed linear space. The framework of the paper is Bishop's constructive mathematics, which, with its characteristic interpretation of existence as…
Roughly speaking, functional analysis is the study of vector spaces of arbitrary dimension over the field of real or complex numbers, and the continuous linear mappings between such spaces. Naturally, the notion of continuity requires a…
A multivariate regression model of affine and diffeomorphic transformation sequences - FineMorphs - is presented. Leveraging concepts from shape analysis, model states are optimally "reshaped" by diffeomorphisms generated by smooth vector…
Asking which sets are fixed-parameter tractable for a given parameterization constitutes much of the current research in parameterized complexity theory. This approach faces some of the core difficulties in complexity theory. By focussing…
A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…
We study the singular affine structures of integrable systems with focus-focus singular fibers on the image of momentum maps. The classification of singular affine structures is equivalent to the classification of simple semitoric systems…
We introduce a class of finite tight frames called prime tight frames and prove some of their elementary properties. In particular, we show that any finite tight frame can be written as a union of prime tight frames. We then characterize…
The authors' ATR programming formalism is a version of call-by-value PCF under a complexity-theoretically motivated type system. ATR programs run in type-2 polynomial-time and all standard type-2 basic feasible functionals are ATR-definable…
The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with…
The existence of stylized facts in financial data has been documented in many studies. In the past decade the modeling of financial markets by agent-based computational economic market models has become a frequently used modeling approach.…
This is an expended and revised version of the preprint "Schematization of homotopy types". The purpose of this work is to introduce a notion of \emph{affine stacks}, which is a homotopy version of the notion of affine schemes, and to give…
Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely…
The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises. Financial cycles have a well defined…
The theory of abstract argumentation frameworks (afs) has, in the main, focused on finite structures, though there are many significant contexts where argumentation can be regarded as a process involving infinite objects. To address this…
Systems programming often requires the manipulation of resources like file handles, network connections, or dynamically allocated memory. Programmers need to follow certain protocols to handle these resources correctly. Violating these…
Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount…
We classify complex compact parallelizable manifolds which admit flat torsion free holomorphic affine connections. We exhibit complex compact manifolds admitting holomorphic affine connections, but no flat torsion free holomorphic affine…
Finite fields form an important chapter in abstract algebra, and mathematics in general. We aim to provide a geometric and intuitive model for finite fields, involving algebraic numbers, in order to make them accessible and interesting to a…
We introduce a Cox-type model for relative intensities of orders flows in a limit order book. The model assumes that all intensities share a common baseline intensity, which may for example represent the global market activity. Parameters…
While alignment of texts on the sentential level is often seen as being too coarse, and word alignment as being too fine-grained, bi- or multilingual texts which are aligned on a level in-between are a useful resource for many purposes.…