Related papers: A bounded operator approach to technical indicator…
We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that…
Recent results by Harrow et. al. and by Ta-Shma, suggest that quantum computers may have an exponential advantage in solving a wealth of linear algebraic problems, over classical algorithms. Building on the quantum intuition of these…
Given a bounded linear operator $T$ on separable Hilbert space, we develop an approach allowing one to construct a matrix representation for $T$ having certain specified algebraic or asymptotic structure. We obtain matrix representations…
The innovations algorithm is a classical recursive forecasting algorithm used in time series analysis. We develop the innovations algorithm for a class of nonnegative regularly varying time series models constructed via transformed-linear…
We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of…
We construct an operational formulation of classical mechanics without presupposing previous results from analytical mechanics. In doing so, several concepts from analytical mechanics will be rediscovered from an entirely new perspective.…
In this paper we discuss some physical applications of topological *-algebras of unbounded operators. Our first example is a simple system of free bosons. Then we analyze different models which are related to this one. We also discuss the…
Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…
We present a novel targeted exploration strategy for linear time-invariant systems without stochastic assumptions on the noise, i.e., without requiring independence or zero mean, allowing for deterministic model misspecifications. This work…
We study in this short report the boundedness of classical non-linear operators: Nemytskii, Urysohn, Hammerstein acting from one Grand Lebesgue Space to another one, and deduce some its upper norm estimates. We bring also some examples to…
Using techniques from the theory of von Neumann algebras, we propose a framework for addressing questions of controllability of bilinear systems on infinite dimensional Hilbert spaces. In the setup, we assume only that the drift and control…
In topological equivalence, a bounded linear operator between Banach spaces - we focus on the case of Hilbert spaces - is viewed as only acting linearly and continuously between them qua different spaces with the structure of linear…
Linear temporal logic (LTL) is a specification language for finite sequences (called traces) widely used in program verification, motion planning in robotics, process mining, and many other areas. We consider the problem of learning LTL…
Periodically-driven quantum systems can exhibit topologically non-trivial behaviour, even when their quasi-energy bands have zero Chern numbers. Much work has been conducted on non-interacting quantum-mechanical models where this kind of…
Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…
In this paper we investigate the boundedness of classical operators, namely the Hardy-Littlewood maximal operator, fractional integral operators, and Calderon-Zygmund operators, on generalized weighted Morrey spaces and generalized weighted…
In this paper we initiate the study of a fundamental yet untapped random model of non-selfadjoint, bounded linear operators acting on a separable complex Hilbert space. We replace the weights $w_n=1$ in the classical unilateral shift $T$,…
In this paper, by introducing some parameters, we define and study certain $p$-adic Hardy-Littlewood-P\'{o}lya-type integral operators acting on $p$-adic weighted Lebesgue spaces. We completely characterize $L^{q}-L^{r}$ boundedness of…
This paper considers method of creation of an advisor and indicator based on the spectral stochastic analysis model, both with linear and non-linear approximation. The problem of entrance to one or another trade position is solved on the…
Weighted timed automata have been defined in the early 2000's for modelling resource-consumption or -allocation problems in real-time systems. Optimal reachability is decidable in weighted timed automata, and a symbolic forward algorithm…