Related papers: Sequences of Arbitrages
This paper studies an equity market of stochastic dimension, where the number of assets fluctuates over time. In such a market, we develop the fundamental theorem of asset pricing, which provides the equivalence of the following statements:…
A matrix approach to continuous iteration is proposed for general formal series. It leads, in particular, to an order{to{order iteration of the exponential function, and consequently to an algorithmic approach to tetration. Lower{order…
Large language models have recently shown promising progress in mathematical reasoning when fine-tuned with human-generated sequences walking through a sequence of solution steps. However, the solution sequences are not formally structured…
The article discusses building models based on the reconstructed attractors of the time series. Discusses the use of the properties of dynamical chaos, namely to identify the strange attractors structure models. Here is used the group…
With distributed computing and mobile applications becoming ever more prevalent, synchronizing diverging replicas of the same data is a common problem. Reconciliation -- bringing two replicas of the same data structure as close as possible…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
We study the combinatorial and structural properties of the circle map sequences. We introduce an embedding procedure which gives a map from the hull(closure of the set of translates) to the sequence of embedding operations through which we…
The need to explain the output from Machine Learning systems designed to predict the outcomes of legal cases has led to a renewed interest in the explanations offered by traditional AI and Law systems, especially those using factor based…
The aim of this paper is to introduce a new framework for defining abductive reasoning operators based on a notion of retraction in arbitrary logics defined as satisfaction systems. We show how this framework leads to the design of…
There are many different models of concurrent processes. The goal of this work is to introduce a common formalized framework for current research in this area and to eliminate shortcomings of existing models of concurrency. Following up the…
In this paper, we present a new algorithm for computing the linear recurrence relations of multi-dimensional sequences. Existing algorithms for computing these relations arise in computational algebra and include constructing structured…
The successes of Artificial Intelligence in recent years in areas such as image analysis, natural language understanding and strategy games have sparked interest from the world of finance. Specifically, there are high expectations, and…
The article suggests a description of a system of tables with a set of special lists absorbing a semantics of data and reflects a fullness of data. It shows how their parallel processing can be constructed based on the descriptions. The…
In practice there are temporary arbitrage opportunities arising from the fact that prices for a given asset at different stock exchanges are not instantaneously the same. We will show that even in such an environment there exists a…
In the paper the main attention is paid to conditions on algebras from a given variety which provide coincidence of their algebraic geometries. The main part here play the notions mentioned in the title of the paper.
The wide application of estimation techniques in system analysis enable us to best determine and understand the history of system states. This paper attempts to delineate the theory behind linear and non-linear estimation with a suitable…
Algebraic effects are computational effects that can be described with a set of basic operations and equations between them. As many interesting effect handlers do not respect these equations, most approaches assume a trivial theory,…
Using theory and experiments, this paper shows that the difficulty of making tradeoffs offers a parsimonious explanation for a wide range of behavioral phenomena. We develop a model of imprecise comparisons applicable to multiattribute,…
This paper is a survey of our recent work on operator algebras associated to dynamical systems that lead to classification results for the systems in terms of algebraic invariants of the operator algebras.
A dual approach to defining the triangle sequence (a type of multidimensional continued fraction algorithm, initially developed in NT/9906016) for a pair of real numbers is presented, providing a new, clean geometric interpretation of the…