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The value of an American option is the maximized value of the discounted cash flows from the option. At each time step, one needs to compare the immediate exercise value with the continuation value and decide to exercise as soon as the…

Computational Finance · Quantitative Finance 2023-06-27 Zineb El Filali Ech-Chafiq , Pierre Henry-Labordere , Jérôme Lelong

Participatory budgeting is one of the exciting developments in deliberative grassroots democracy. We concentrate on approval elections and propose proportional representation axioms in participatory budgeting, by generalizing relevant…

Computer Science and Game Theory · Computer Science 2017-11-23 Haris Aziz , Barton Lee , Nimrod Talmon

No physical measurement can be performed with infinite precision. This leaves a loophole in the standard no-go arguments against non-contextual hidden variables. All such arguments rely on choosing special sets of quantum-mechanical…

Quantum Physics · Physics 2009-10-31 Rob Clifton , Adrian Kent

In this note basic properties of unbounded weighted conditional expectation operators are investigated. A description of polar decomposition and quasinormality in this context are provided. Also, we study hyperexpan- sive weighted…

Functional Analysis · Mathematics 2015-02-03 Yousef Estaremi

The aim of this article is to establish basic results in a conditional measure theory. The results are applied to prove that arbitrary kernels and conditional distributions are represented by measures in a conditional set theory. In…

Probability · Mathematics 2018-03-21 Asgar Jamneshan , Michael Kupper , Martin Streckfuß

In contrast to that a weak value of an observable is usually divided into real and imaginary parts, here we show that separation into modulus and argument is important for modular values. We first show that modular values are expressed by…

Quantum Physics · Physics 2016-12-12 Le Bin Ho , Nobuyuki Imoto

In an earlier paper, a new theory of measurefree "conditional" objects was presented. In this paper, emphasis is placed upon the motivation of the theory. The central part of this motivation is established through an example involving a…

Artificial Intelligence · Computer Science 2013-04-11 I. R. Goodman

This paper is concerned with objective value performance of the scenario approach for robust convex optimization. A novel method is proposed to derive probabilistic bounds for the objective value from scenario programs with a finite number…

Optimization and Control · Mathematics 2022-04-20 Zheming Wang , Raphaël M. Jungers

Shapley values are extensively used in explainable artificial intelligence (XAI) as a framework to explain predictions made by complex machine learning (ML) models. In this work, we focus on conditional Shapley values for predictive models…

Machine Learning · Statistics 2023-12-07 Lars Henry Berge Olsen

In order to reason about effects, we can define quantitative formulas to describe behavioural aspects of effectful programs. These formulas can for example express probabilities that (or sets of correct starting states for which) a program…

Logic in Computer Science · Computer Science 2019-04-29 Niels Voorneveld

The Operator axioms have produced new real numbers with new operators. New operators naturally produce new equations and thus extend the traditional mathematical models which are selected to describe various scientific rules. So new…

Numerical Analysis · Computer Science 2021-02-08 Pith Peishu Xie

How do we assign value to economic transactions? To answer this question, we must consider whether the value of objects is inherent, is a product of social interaction, or involves other mechanisms. Economic theory predicts that there is an…

General Finance · Quantitative Finance 2014-03-28 Bradly Alicea

Signed systems were introduced as a general, syntax-independent framework for paraconsistent reasoning, that is, non-trivialised reasoning from inconsistent information. In this paper, we show how the family of corresponding paraconsistent…

Logic in Computer Science · Computer Science 2007-05-23 Philippe Besnard , Torsten Schaub , Hans Tompits , Stefan Woltran

Absolute value equations, due to their relation to the linear complementarity problem, have been intensively studied recently. In this paper, we present error bounds for absolute value equations. Along with the error bounds, we introduce an…

Optimization and Control · Mathematics 2020-01-20 Moslem Zamani , Milan Hladic

We derive analytic solutions for the potential and field in a one-dimensional system of masses or charges with periodic boundary conditions, in other words Ewald sums for one dimension. We also provide a set of tools for exploring the…

Mathematical Physics · Physics 2015-05-19 Bruce N. Miller , Jean-Louis Rouet

Proposition algebra is based on Hoare's conditional connective, which is a ternary connective comparable to if-then-else and used in the setting of propositional logic. Conditional statements are provided with a simple semantics that is…

Logic in Computer Science · Computer Science 2026-05-15 Jan A. Bergstra , Alban Ponse

Weighted mean value identities over balls are considered for harmonic functions and their derivatives. Logarithmic and other weights are involved in these identities for functions. Some applications of weighted identities are presented.…

Analysis of PDEs · Mathematics 2023-02-14 Nikolay Kuznetsov

Usually, probabilistic automata and probabilistic grammars have crisp symbols as inputs, which can be viewed as the formal models of computing with values. In this paper, we first introduce probabilistic automata and probabilistic grammars…

Artificial Intelligence · Computer Science 2007-05-23 Yongzhi Cao , Lirong Xia , Mingsheng Ying

Structured prediction provides a general framework to deal with supervised problems where the outputs have semantically rich structure. While classical approaches consider finite, albeit potentially huge, output spaces, in this paper we…

Machine Learning · Statistics 2018-06-27 Alessandro Rudi , Carlo Ciliberto , Gian Maria Marconi , Lorenzo Rosasco

The research on conditional planning rejects the assumptions that there is no uncertainty or incompleteness of knowledge with respect to the state and changes of the system the plans operate on. Without these assumptions the sequences of…

Artificial Intelligence · Computer Science 2011-05-30 J. Rintanen
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