Related papers: A bounded operator approach to technical indicator…
We identify a common scheme in several existing algorithms addressing computational problems on linear differential equations with polynomial coefficients. These algorithms reduce to computing a linear relation between vectors obtained as…
The classical-statistical limit of quantum mechanics is studied. It is proved that the limit $\hbar \to 0$ is the good limit for the operators algebra but it si not so for the state compact set. In the last case decoherence must be invoked…
We discuss the introduction of boundary Hilbert spaces for a class of physical systems for which it is not possible to factor their state spaces as tensor products of Hilbert spaces naturally associated to their boundaries and bulks…
Languages based on the theory of timed automata are a well established approach for modelling and analysing real-time systems, with many applications both in industrial and academic context. Model checking for timed automata has been…
This paper develops a rigorous functional-analytic framework for the MACD (Moving Average Convergence Divergence) indicator, a classical tool in technical analysis. We show that MACD, commonly defined as the difference between two moving…
Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…
We present three statistical descriptions for systems of classical particles and consider their extension to hybrid quantum-classical systems. The classical descriptions are ensembles on configuration space, ensembles on phase space, and a…
We establish new integral inequalities for the numerical radius and the operator norm of bounded linear operators on Hilbert spaces. Our results refine classical triangle-type and operator matrix inequalities by incorporating convex…
This research presents a novel approach to predicting option movements by analyzing residual transactions, which are trades that deviate from standard hedging activities. Unlike traditional methods that primarily focus on open interest and…
Coupled relaxation oscillators, realized via chemical or other means, can exhibit a multiplicity of steady states, characterized by spatial patterns resulting from lateral inhibition. We show that perturbation-initiated transformations…
We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric…
Let $\,T^{j,k}_{N}:L^{p}(B)\, \rightarrow\,L^{q}([0,1])\,$ be the oscillatory integral operators defined by $\;\displaystyle T^{j,k}_{N}f(s):=\int_{B} \,f(x)\,e^{\imath N{|x|}^{j}s^{k}}\,dx, \quad (j,k)\in\{1,2\}^{2},\,$ where $\,B\,$ is…
The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological…
Constrained Hamiltonian dynamics of a quantum system of nonlinear oscillators is used to provide the mathematical formulation of a coarse-grained description of the quantum system. It is seen that the evolution of the coarse-grained system…
The task of inferring logical formulas from examples has garnered significant attention as a means to assist engineers in creating formal specifications used in the design, synthesis, and verification of computing systems. Among various…
Linear Time Invariant (LTI) systems are ubiquitous in control applications. Unbounded-time reachability analysis that can cope with industrial-scale models with thousands of variables is needed. To tackle this problem, we use abstract…
The paper contains a survey of a class of Fourier integral operators defined by symbols with tempered weight. These operators are bounded (respectively compact) in $L^2$ if the weight of the amplitude is bounded (respectively tends to $0$).
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…
Lifted linear predictor (LLP) is an artificial linear dynamical system designed to predict trajectories of a generally nonlinear dynamical system based on the current state (or measurements) and the input. The main benefit of the LLP is its…
It is our view that the state of the art in constructing a large collection of graph algorithms in terms of linear algebraic operations is mature enough to support the emergence of a standard set of primitive building blocks. This paper is…