Related papers: Threshold levels in Economics
This paper investigates the phenomenon of support and resistance levels (SR levels) in financial time series, which act as temporary price barriers that reverses price trends. We develop a heuristic discovery algorithm for this purpose, to…
This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.
The debts' clearing problem is about clearing all the debts in a group of $n$ entities (e.g. persons, companies) using a minimal number of money transaction operations. In our previous works we studied the problem, gave a dynamic…
Threshold queries are an important class of queries that only require computing or counting answers up to a specified threshold value. To the best of our knowledge, threshold queries have been largely disregarded in the research literature,…
There are several relations which may fall short of genuine identity, but which behave like identity in important respects. Such grades of discrimination have recently been the subject of much philosophical and technical discussion. This…
Context: Technical Debt requirements are related to the distance between the ideal value of the specification and the system's actual implementation, which are consequences of strategic decisions for immediate gains, or unintended changes…
We analyze the degree-structure induced by large reducibilities under the Axiom of Determinacy. This generalizes the analysis of Borel reducibilities given in references [1], [6] and [5] e.g. to the projective levels.
Disease and information spread over social and information networks. Understanding the spread phenomena in networks requires paying attention not only to the degree distribution but also to the degree correlation. However, it is considered…
We consider a class of systems of difference equations defined on an elementary quadrilateral of the ${\mathbb{Z}}^2$ lattice, define their eliminable and dynamical variables, and demonstrate their use. Using the existence of infinite…
We present some results on character degree sums in connection with certain characteristics of finite groups such as p-solvability, solvability, supersolvability, and nilpotency. Some of them strengthen known results in the literature.
We classify crossed product gradings for arbitrary groups and fields up to several equivalence relations in terms of group actions and their orbits.
We introduce a necessary and sufficient criterion for determining the existence and the values of ratio limits of complex sequences generated by arbitrary linear recurrences.
The criteria determining the sign of entropy change in the open system are formulated. The concepts of entrostat, degree of openness, critical level of ordering are entered. The opportunity of occurrence of entropy oscillations in a…
Introducing the notion of a rational system of measure preserving transformations and proving a recurrence result for such systems, we give sufficient conditions in order a subset of rational numbers to contain arbitrary long arithmetic…
Fixed income markets share many features with the equity markets. However there are significant differences as well and many attempts have been done in the past to develop specific tools which describe (and possibly forecasts) the behavior…
We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…
The notion of a credit spread curve is fundamental in fixed income investing, but in practice it is not `given' and needs to be constructed from bond prices either for a particular issuer, or for a sector rating-by-rating. Rather than…
The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth…
This short paper proposes a simple general equilibrium approach within a Markov-switching regime to explain how asymmetric information between lenders and speculators may lead to currency crises. The paper concludes by providing necessary…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…