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We consider an HJM model setting for Markov-chain modulated forward rates. The underlying Markov chain is assumed to induce regime switches on the forward curve dynamics. Our primary focus is on the interest rate and energy futures markets.…
Systems programming often requires the manipulation of resources like file handles, network connections, or dynamically allocated memory. Programmers need to follow certain protocols to handle these resources correctly. Violating these…
Predictive models often reinforce biases which were originally embedded in their training data, through skewed decisions. In such cases, mitigation methods are critical to ensure that, regardless of the prevailing disparities, model…
We revisit affine diffusion processes on general and on the canonical state space in particular. A detailed study of theoretic and applied aspects of this class of Markov processes is given. In particular, we derive admissibility conditions…
We construct affine algebras with an arbitrary amount of simple modules of each dimension.
In this short note, using our geometric method introduced in a previous paper \cite{phl} and initiated by \cite{ave}, we derive an asymptotic swaption implied volatility at the first-order for a general stochastic volatility Libor Market…
In this paper we study the representations of loop Affine-Virasoro Algebras. As they have canonical triangular decomposition, we define Verma modules and its irreducible quotients. We give necessary and sufficient condition for an…
It is not, in general, possible to have access to all variables that determine the behavior of a system. Having identified a number of variables whose values can be accessed, there may still be hidden variables which influence the dynamics…
We develop some basic properties such as $p$-centers of affine vertex algebras and free field vertex algebras in prime characteristic. We show that the Wakimoto-Feigin-Frenkel homomorphism preserves the $p$-centers by providing explicit…
We study representations of the double affine Lie algebra associated to a simple Lie algebra. We construct a family of indecomposable integrable representations and identify their irreducible quotients. We also give a condition for the…
Several classes of *-algebras associated to the action of an affine transformation are considered, and an investigation of the interplay between the different classes of algebras is initiated. Connections are established that relate…
An affine model of computation is defined as a subset of iterated immediate-snapshot runs, capturing a wide variety of shared-memory systems, such as wait-freedom, t-resilience, k-concurrency, and fair shared-memory adversaries. The…
The characteristic functions of multivariate Feller processes with generator of affine type, and with smooth symbol functions have an explicit representation in terms of power series with rational number coefficients and with monmoms…
Language models increasingly appear to learn similar representations, despite differences in training objectives, architectures, and data modalities. This emerging compatibility between independently trained models introduces new…
We investigate the joint description of the interest-rate term stuctures of Italy and an AAA-rated European country by mean of a --here proposed-- correlated CIR-like bivariate model where one of the state variables is interpreted as a…
We classify affine varieties with an action of a connected, reductive algebraic group such that the group is isomorphic to an open orbit in the variety. This is accomplished by associating a set of one-parameter subgroups of the group to…
The use of image transformations is essential for efficient modeling and learning of visual data. But the class of relevant transformations is large: affine transformations, projective transformations, elastic deformations, ... the list…
We show that the category of affine bundles over a smooth manifold M is equivalent to the category of affine spaces modelled on projective finitely generated C^\infty(M)-modules. Using this equivalence of categories, we are able to give an…
Since 2020, finite weight modules have been studied over twisted affine Lie superalgebras. To complete the characterization of modules over affine Lie superalgebras, we need some information regarding modules over untwisted affine Lie…
Affine gravity, a gravity theory based on affine connection with no notion of metric, supports scalar field dynamics only if scalar fields have non-vanishing potential. The non-vanishing vacuum energy ensures that the cosmological constant…