Related papers: Deriving Derivatives
Despite great advances in computation, materials design is still science fiction. The construction of structure-property relations on the quantum scale will turn computational empiricism into true design.
Containers conveniently represent a wide class of inductive data types. Their derivatives compute representations of types of one-hole contexts, useful for implementing tree-traversal algorithms. In the category of containers and cartesian…
In a Systems Engineering setting, various models are produced using a variety of methods and tools. Focusing on a type of models -- called descriptive models -- which we shall describe, we argue that, while the clarity and precision of…
We introduce derivation depth-a computable metric of the reasoning effort needed to answer a query based on a given set of premises. We model information as a two-layered structure linking abstract knowledge with physical carriers, and…
To facilitate rational molecular and materials design, this research proposes an integrated computational framework that combines stochastic simulation, ab initio quantum chemistry, and molecular docking. The suggested workflow allows…
Computational models corresponding to supply security in natural gas networks aim to describe flows and consumption values in the case of component failures or unforseen pipeline shutdowns. The role of natural gas reservoires in this…
In this article, we analyze two modeling approaches for the pricing of derivative contracts on a commodity index. The first one is a microscopic approach, where the components of the index are modeled individually, and the index price is…
Safety and liveness are elementary concepts of computation, and the foundation of many verification paradigms. The safety-liveness classification of boolean properties characterizes whether a given property can be falsified by observing a…
The paper presents derivation and interpretation of one type of variable order derivative definitions. For mathematical modelling of considering definition the switching and numerical scheme is given. The paper also introduces a numerical…
There are many studies on development of models for analyzing some derivatives such as credit default swaps .
We find that second order quantification is problematic when a quantified concept variable is supposed to function predicatively. This issue is analyzed and it is shown that a constructive interpretation of the falling under relation…
The rational design of molecules and materials is becoming more and more important. With the advent of powerful computer systems and sophisticated algorithms, quantum chemistry plays an important role in rational design. While traditional…
Classical block designs are important combinatorial structures with a wide range of applications in Computer Science and Statistics. Here we give a new abstract description of block designs based on the arrow category construction. We show…
Implementing smart contracts to automate the performance of high-value over-the-counter (OTC) financial derivatives is a formidable challenge. Due to the regulatory framework and the scale of financial risk if a contract were to go wrong,…
The objective of this paper is to explore how financial big data and machine learning methods can be applied to model and understand financial products. We focus on residential mortgage backed securities, resMBS, which were at the heart of…
In this note we describe the application of existing smart contract technologies with the aim to construct a new digital representation of a financial derivative contract. We compare several existing DLT based technologies. We provide a…
Quantum Finance represents the synthesis of the techniques of quantum theory (quantum mechanics and quantum field theory) to theoretical and applied finance. After a brief overview of the connection between these fields, we illustrate some…
Classically, risk is characterized by a point value probability indicating the likelihood of occurrence of an adverse effect. However, there are domains where the attainability of objective numerical risk characterizations is increasingly…
We propose here to look at how abstract a model of a usable system can be, but still say something useful and interesting, so this paper is an exercise in abstraction and formalisation, with usability-of-design as an example target use. We…
A clear definition of system dynamics modeling can provide shared understanding and clarify the impact of the field. We introduce a set of characteristics that define quantitative system dynamics, selected to capture core philosophy,…