Related papers: A note comprising a negative resolution of the Eff…

This short note, in part of expository nature, points out several new or recent consequences of a quite nice decomposition for positive semi-definite matrices.

I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem whose solution can be verified in polynomial time can also be…

We deal with the Euler's alternating series of the Riemann zeta function to define a regularized ratio appeared in the functional equation even in the critical strip and show some evidence to indicate the hypothesis in this note.

The paper develops an explicit a priori error estimate for finite element solution to nonhomogeneous Neumann problems. For this purpose, the hypercircle equation over finite element spaces is constructed and the explicit upper bound of the…

The aim of this note is to prove a new discrepancy principle. The advantage of the new discrepancy principle compared with the known one consists of solving a minimization problem approximately, rather than exactly, and in the proof of a…

The purpose of this note is to give an affirmative answer to a conjecture appearing in [Integral Transforms Spec. Funct. 26 (2015) 90-95].

Equity premium, the surplus returns of stocks over bonds, has been an enduring puzzle. While numerous prior works approach the problem assuming the utility of money is invariant across contexts, our approach implies that in efficient…

In this note, we find a new inequality involving primes and deduce several Bonse-type inequalities.

In its semi-strong form, the Efficient Market Hypothesis (EMH) implies that technical analysis will not reveal any hidden statistical trends via intermarket data analysis. If technical analysis on intermarket data reveals trends which can…

There is a serious flaw in the proposal [arXiv:1603.06857] for the achievement of unity efficiency in SPDC. This is a replacement due to mistakes in the table of probabilities. Numbers have been corrected.

We prove an effective version of the Oppenheim conjecture with a polynomial error rate. The proof is based on an effective equidistribution theorem which in turn relies on recent progress towards restricted projection problem.

In this note, we show various versions of holomorphic Morse inequalities tensoring with a coherent sheaf.

In this paper, we will present an algorithm to resolve the counterfeit coins problem in the case that the number of false coins is unknown in advance.

This paper investigates the efficiency of an alternative to ratio estimator under the super population model with uncorrelated errors and a gamma-distributed auxiliary variable. Comparisons with usual ratio and unbiased estimators are also…

At the zero lower bound, the New Keynesian model predicts that output and inflation collapse to implausibly low levels, and that government spending and forward guidance have implausibly large effects. To resolve these anomalies, we…

The aim of this note is to provide a natural extension of Gelfond's constant $e^\pi$ using a hypergeometric function approach. An extension is also found for the square root of this constant. A few interesting special cases are presented.

We consider a discrete-time model of a financial market where a risky asset is bought and sold with transactions having a transient price impact. It is shown that the corresponding utility maximization problem admits a solution. We manage…

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…

This paper is a continuation of Ishitani and Kato (2015), in which we derived a continuous-time value function corresponding to an optimal execution problem with uncertain market impact as the limit of a discrete-time value function. Here,…