Related papers: Sequences of Arbitrages
Symmetries and reductions of some algebraic equations are considered. Transformations that preserve the form of several algebraic equations, as well as transformations that reduce the degree of these equations, are described. Illustrative…
A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…
We give a description, in analytic and geometric terms, of the interpolation sequences for the algebra of entire functions of exponential type which are bounded on the real line.
We study some natural operators acting on configurations of points and lines in the plane and remark that many interesting configurations are fixed points for these operators. We review ancient and recent results on line or point…
Opportunities for stochastic arbitrage in an options market arise when it is possible to construct a portfolio of options which provides a positive option premium and which, when combined with a direct investment in the underlying asset,…
This survey outlines a general and modular theory for proving approximation guarantees for equilibria of auctions in complex settings. This theory complements traditional economic techniques, which generally focus on exact and optimal…
We consider a trader who aims to liquidate a large position in the presence of an arbitrageur who hopes to profit from the trader's activity. The arbitrageur is uncertain about the trader's position and learns from observed price…
We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…
An abstract argumentation framework is a commonly used formalism to provide a static representation of a dialogue. However, the order of enunciation of the arguments in an argumentative dialogue is very important and can affect the outcome…
This paper concerns the relation between process algebra and Hoare logic. We investigate the question whether and how a Hoare logic can be used for reasoning about how data change in the course of a process when reasoning equationally about…
Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…
This paper studies arbitrage pricing theory in financial markets with implicit transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded…
Despite the wide variety of input types in machine learning, this diversity is often not fully reflected in their representations or model architectures, leading to inefficiencies throughout a model's lifecycle. This paper introduces an…
The aim of this paper is to show that even if the natural algebraic semantic for modal (normal) logic is modal algebra, the more general class of subordination algebras (roughly speaking, the non symmetric contact algebras) is adequate too…
Financial structures such as securitisations, insurance contracts, and other hierarchical claims systems can be interpreted as deterministic allocation mechanisms acting on stochastic inflow processes. This paper develops a general…
In this paper we present the set of intervals as a normed vector space. We define also a four-dimensional associative algebra whose product gives the product of intervals in any cases. This approach allows to give a notion of divisibility…
In a previous paper, a process algebra based on ACP (Algebra of Communicating Processes) was proposed in which processes involving data can be handled by means of features originating from imperative programming. In this paper, an extension…
Projection algorithms are well known for their simplicity and flexibility in solving feasibility problems. They are particularly important in practice due to minimal requirements for software implementation and maintenance. In this work, we…
Financial transactions can be considered edges in a heterogeneous graph between entities sending money and entities receiving money. For financial institutions, such a graph is likely large (with millions or billions of edges) while also…
We look at thin interpolating sequences and the role they play in uniform algebras, Hardy spaces, and model spaces.