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Classical time series models have serious difficulties in modeling and forecasting the enormous fluctuations of electricity spot prices. Markov regime switch models belong to the most often used models in the electricity literature. These…
Recently two-loop electroweak corrections to the neutral current four-fermion processes at high energies have been presented. The basic ingredient of this calculation is the evaluation of the two-loop corrections to the Abelian vector form…
We give a spectral gap characterization of fullness for type $\mathrm{III}$ factors which is the analog of a theorem of Connes in the tracial case. Using this criterion, we generalize a theorem of Jones by proving that if $M$ is a full…
The distributions of two-jet event shapes contain information on hadronization in QCD. Near the two-jet limit, these distributions can be described by convolutions of nonperturbative event shape functions with the same distributions…
We study the structure of soft gluon corrections to multi-leg scattering amplitudes in a non-Abelian gauge theory by analysing the corresponding product of semi-infinite Wilson lines. We prove that diagrams exponentiate such that the colour…
A complete description of taxation systems that ensure sustainable economic development is given. These tax systems depend on production technologies and gross output volumes. Explicit formulas for such dependencies are found. In a…
The soft emission factor is a central ingredient in the factorization of generic $n$-particle gauge theory amplitudes with one soft gluon in the external state. We present the complete two-loop soft factor, capturing the leading power…
We consider the problem of optimal portfolio selection under forward investment performance criteria in an incomplete market. Given multiple traded assets, the prices of which depend on multiple observable stochastic factors, we construct a…
We study welfare analysis for policy changes when supply and demand behavior are only partially known. We augment the robust approach pioneered by Kang and Vasserman (2025) by incorporating the supply side. We posit intervals of feasible…
This paper examines a trade execution game for two large traders in a generalized price impact model. We incorporate a stochastic and sequentially dependent factor that exogenously affects the market price into financial markets. Our model…
If the dynamics behind EWSB are of strongly-coupled nature, the Standard Model ceases to be renormalizable and should be instead understood as an effective field theory (EFT). Here I will discuss the systematics behind this effective field…
We study the conflict between two links in a multiple-input single-output interference channel. This setting is strictly competitive and can be related to perfectly competitive market models. In such models, general equilibrium theory is…
We introduce a multi-factor stochastic volatility model for commodities that incorporates seasonality and the Samuelson effect. Conditions on the seasonal term under which the corresponding volatility factor is well-defined are given, and…
The study of amplitudes and cross sections in the soft and collinear limits allows for an understanding of their all orders behavior, and the identification of universal structures. At leading power soft emissions are eikonal, and described…
We investigate the response of the bound state structure of a two-boson system, within a Yukawa model with a scalar boson exchange, to the inclusion of the cross-ladder contribution to the ladder kernel of the Bethe-Salpeter equation. The…
We apply a quadratic teleparallel torsion scalar of the $f(T)=T+\alpha T^{2}$ field equations to the spatially flat Friedmann-Robertson-Walker (FRW) model. We assume two perfect fluid components, the matter component has a fixed equation of…
We examine a general multi-factor model for commodity spot prices and futures valuation. We extend the multi-factor long-short model in Schwartz and Smith (2000) and Yan (2002) in two important aspects: firstly we allow for both the long…
We compute the form factors of the order and disorder operators, together with those of the stress-energy tensor, of the two-dimensional three-state Potts model with vacancies along its thermal deformation of the critical point. At…
With uncertain changes of the economic environment, macroeconomic downturns during recessions and crises can hardly be explained by a Gaussian structural shock. There is evidence that the distribution of macroeconomic variables is skewed…
Let $E$ is be vector bundle with meromorphic connection on $\proj^1/k$ for some field $k \subset \cplx$, and let $\mathbf{E}$ be the sheaf of horizontal sections on the analytic points of $X$. The irregular Riemann-Hilbert correspondence…