Related papers: A bounded operator approach to technical indicator…
We create classical (non-quantum) dynamic data structures supporting queries for recommender systems and least-squares regression that are comparable to their quantum analogues. De-quantizing such algorithms has received a flurry of…
Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet. We propose quantum algorithms for high-frequency statistical…
On the one hand, termination analysis of logic programs is now a fairly established research topic within the logic programming community. On the other hand, non-termination analysis seems to remain a much less attractive subject. If we…
Introducing an algebraic framework for modeling limit order books (LOBs) with tools from physics and stochastic processes, our proposed framework captures the creation and annihilation of orders, order matching, and the time evolution of…
Analytic torsion is a functional on graphs which only needs linear algebra to be defined. In the continuum it corresponds to the Ray-Singer analytic torsion. We have formulas for analytic torsion if the graph is contractible or if it is a…
On one hand, termination analysis of logic programs is now a fairly established research topic within the logic programming community. On the other hand, non-termination analysis seems to remain a much less attractive subject. If we divide…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
A quantitative model of concurrent interaction is introduced. The basic objects are linear combinations of partial order relations, acted upon by a group of permutations that represents potential non-determinism in synchronisation. This…
This paper focuses on some simple models of limit order book dynamics which simulate market trading mechanisms. We start with a discrete time/space Markov process and then perform a re-scaling procedure leading to a deterministic dynamical…
Traditional technical analysis methods face limitations in accurately predicting trends in today's complex financial markets. This paper introduces ElliottAgents, an multi-agent system that integrates the Elliott Wave Principle with AI for…
We demonstrate a method of associating the principal symbol at a $K$-point with a linear differential operator acting between modules over a commutative algebra, and we use it to define the ellipticity of a linear differential operator in a…
The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…
We present a static analysis technique for non-termination inference of logic programs. Our framework relies on an extension of the subsumption test, where some specific argument positions can be instantiated while others are generalized.…
Deterministic timed automata are strictly less expressive than their non-deterministic counterparts, which are again less expressive than those with silent transitions. As a consequence, timed automata are in general non-determinizable.…
Let $X$ be a finite connected graph, each of whose vertices has degree at least three. The fundamental group $\Gamma$ of $X$ is a free group and acts on the universal covering tree $\Delta$ and on its boundary $\partial \Delta$, endowed…
This paper characterizes a new parametrization of nonlinear networked incrementally $L_2$-bounded operators in discrete time. The distinctive novelty is that our parametrization is \emph{free} -- that is, a sparse large-scale operator with…
Bounded linear types have proved to be useful for automated resource analysis and control in functional programming languages. In this paper we introduce an affine bounded linear typing discipline on a general notion of resource which can…
Semiclassical Mechanics allows for a description of quantum systems which preserves their phase information, while using only the system's classical dynamics as an input. Over the time an identification has been developed between stationary…
We provide a computational definition of the notions of vector space and bilinear functions. We use this result to introduce a minimal language combining higher-order computation and linear algebra. This language extends the Lambda-calculus…
We consider elliptic operators associated with discrete groups of quantized canonical transformations. In order to be able to apply results from algebraic index theory, we define the localized algebraic index of the complete symbol of an…