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We consider the XY spin chain with arbitrary time-dependent magnetic field and anisotropy. We argue that a certain subclass of Gaussian states, called Coherent Ensemble (CE) following [1], provides a natural and unified framework for…
Drifts of asset returns are notoriously difficult to model accurately and, yet, trading strategies obtained from portfolio optimization are very sensitive to them. To mitigate this well-known phenomenon we study robust growth-optimization…
This paper investigates a robust optimal consumption, investment, and reinsurance problem for an insurer with Epstein-Zin recursive preferences operating under model uncertainty. The insurer's surplus follows the diffusion approximation of…
We study the S parameter, considering especially its sign, in models of electroweak symmetry breaking (EWSB) in extra dimensions, with fermions localized near the UV brane. Such models are conjectured to be dual to 4D strong dynamics…
The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium…
The main goal of this paper is an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal CAPM model we built a general sampling model suitable in…
The sporadic large fluctuations are seen in the stock market due to changes in fundamental parameters, technical setups, and external factors. These large fluctuations are termed as Extreme Events (EE). The EEs may be positive or negative…
Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering…
We present a factorization formula for the energy-energy correlator in the collinear limit for the case of heavy ion collisions. Employing Soft Collinear Effective Theory, we provide a complete framework for jet production and evolution by…
In this paper, we first give a necessary and sufficient condition for a factor code with an unambiguous symbol to admit a subshift of finite type restricted to which it is one-to-one and onto. We then give a necessary and sufficient…
In a large-momentum nucleon state, the matrix element of a gauge-invariant Euclidean Wilson line operator accessible from lattice QCD can be related to the standard light-cone parton distribution function through the large-momentum…
In this research, we have empirically investigated the key drivers affecting liquidity in equity markets. We illustrated how theoretical models, such as Kyle's model, of agents' interplay in the financial markets, are aligned with the…
The Pairwise Einstein Model (PEM) of steps not only justifies the use of the Generalized Wigner Distribution (GWD) for Terrace Width Distributions (TWDs), it also predicts a specific form for the Step Position Distribution (SPD), i.e., the…
A recent result by Kardo\v{s}, M\'a\v{c}ajov\'a and Zerafa [J. Comb. Theory, Ser. B. 160 (2023) 1--14] related to the famous Berge-Fulkerson conjecture implies that given an arbitrary set of odd pairwise edge-disjoint cycles, say $\mathcal…
We use the method of gauging equations to construct the electromagnetic current operator for the two-nucleon system in a theory with a finite cutoff. The employed formulation ensures that the two-nucleon T-matrix and corresponding…
We are concerned here with the likelihood ratio statistics in two exponential random graph models -- the $\beta$-model and the Bradley-Terry model, in which the degree sequence on an undirected graph and the out-degree sequence on a…
This paper studies the action dynamics of network coordination games with bounded-rational agents. I apply the experience-weighted attraction (EWA) model to the analysis as the EWA model has several free parameters that can capture…
In a sequential decision-making problem, having a structural dependency amongst the reward distributions associated with the arms makes it challenging to identify a subset of alternatives that guarantees the optimal collective outcome.…
We discuss the exact quantization of general one-dimensional potentials in view of the exact-WKB formalism. Building on our previous work, we perform analytic continuations across different sectors via the complexification to the spectral…
We establish universal relations between pattern formation and dissipation with a geometric approach to nonequilibrium thermodynamics of deterministic reaction-diffusion systems. We first provide a way to systematically decompose the…