Related papers: Threshold levels in Economics
This is a survey paper on the dimension theory of self-similar measures on the real line focusing on the role of entropy rates.
In this paper, we propose a clearing model for prices in a financial markets due to margin calls on short sold assets. In doing so, we construct an explicit formulation for the prices that would result immediately following asset purchases…
In this paper, we will prove some sufficient conditions for the solvability of groups.
Definitions and notations with historical references are given for some numerical coefficients commonly used to quantify relations among collections of objects for the purpose of expressing approximate knowledge and probabilistic reasoning.
Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…
We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…
This work is attached to the BRICS 2013 competition. We propose a two-stage model for dealing with the temporal degradation of credit scoring models. This methodology produced motivating results in a 1-year horizon. We anticipate that it…
We derive a simple analytical expression for the level correlation function of an integrable system. It accounts for both the lack of correlations at smaller energy scales and for global rigidity (level number conservation) at larger…
A $\{0,1\}$-valued function on a two-dimensional rectangular grid is called threshold if its sets of zeros and ones are separable by a straight line. In this paper we study 2-threshold functions, i.e. functions representable as the…
This paper offers a solution method that allows one to find exact values for a large class of convergent series of rational terms. Sums of this form arise often in problems dealing with Quantum Field Theory.
We study fragments of dependence logic defined either by restricting the number k of universal quantifiers or the width of dependence atoms in formulas. We find the sublogics of existential second-order logic corresponding to these…
The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…
We study modular forms of some congruence subgroups. In this paper, we treat the cases level is 2-power, 3-power or 5. Structures of graded rings and many identities of infinite sum or infinite product are given. Theory of rational (1/3,…
Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…
Technical debt happens when teams take shortcuts on software development to gain short-term benefits at the cost of making future changes more expensive. Previous results show that there is a misalignment between the prioritization done by…
We derive hierarchies of separability criteria that identify the different degrees of entanglement ranging from bipartite to genuine multi-partite in mixed quantum states of arbitrary size.
This article belongs to a subject, Directed Algebraic Topology, whose general aim is including non-reversible processes in the range of topology and algebraic topology. Here, as a further step, we also want to cover "critical processes",…
The goal of this article is to describe several presentations of the infinity category of algebras over some monad on the infinity category of chain complexes.
We provide a framework connecting several well known theories related to the linearity of graded modules over graded algebras. In the first part, we pay a particular attention to the tensor products of graded bimodules over graded algebras.…
The goal of this paper is to unify two lines in a particular area of graph limits. First, we generalize and provide unified treatment of various graph limit concepts by means of a combination of model theory and analysis. Then, as an…