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Life continuously changes its own components and states at each moment through interaction with the external world, while maintaining its own individuality in a cyclical manner. Such a property, known as "autonomy," has been formulated…

Category Theory · Mathematics 2023-05-25 Ryuzo Hirota , Hayato Saigo , Shigeru Taguchi

We define a construction on operads which yields a new description of the minimal model. The construction also allows us to define algebraic structures on the homology of chain complexes with homologously trivial operad algebra structures,…

Algebraic Topology · Mathematics 2015-08-17 Cole Hugelmeyer

Opacity is an information flow property characterizing whether a system reveals its secret to a passive observer. Several notions of opacity have been introduced in the literature. We study the notions of language-based opacity,…

Systems and Control · Electrical Eng. & Systems 2021-06-29 Jiří Balun , Tomáš Masopust

We characterize absence of arbitrage with simple trading strategies in a discounted market with a constant bond and several risky assets. We show that if there is a simple arbitrage, then there is a 0-admissible one or an obvious one, that…

Pricing of Securities · Quantitative Finance 2012-10-22 Christian Bender

The basic notions of category theory, such as limit, adjunction, and orthogonality, all involve assertions of the existence and uniqueness of certain arrows. Weak notions arise when one drops the uniqueness requirement and asks only for…

Category Theory · Mathematics 2012-05-25 Stephen Lack , Jiri Rosicky

Constellations are asymmetric generalisations of categories. Although they are not required to possess a notion of range, many natural examples do. These include commonly occurring constellations related to concrete categories (since they…

Category Theory · Mathematics 2021-12-17 Victoria Gould , Tim Stokes

Categorization systems are widely studied in psychology, sociology, and organization theory as information-structuring devices which are critical to decision-making processes. In the present paper, we introduce a sound and complete…

Logic in Computer Science · Computer Science 2017-07-28 Willem Conradie , Sabine Frittella , Alessandra Palmigiano , Michele Piazzai , Apostolos Tzimoulis , Nachoem M. Wijnberg

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

We construct a monoidal category of open transition systems that generate material history as transitions unfold, which we call situated transition systems. The material history generated by a composite system is composed of the material…

Category Theory · Mathematics 2022-11-04 Chad Nester

No trade theorems examine conditions under which agents cannot agree to disagree on the value of a security which pays according to some state of nature, thus preventing any mutual agreement to trade. A large literature has examined…

Theoretical Economics · Economics 2026-04-23 Spyros Galanis

Financial markets such as bond, derivatives, and repo markets form networks of interdependent obligations. Existing multilateral netting methods typically trade off the extent of netting against preservation of counterparty exposure:…

Trading and Market Microstructure · Quantitative Finance 2026-05-18 Daniel Aronoff , Robert M. Townsend , Madars Virza

In [2] the notion of stickiness for stochastic processes was introduced. It was also shown that stickiness implies absense of arbitrage in a market with proportional transaction costs. In this paper, we investigate the notion of stickiness…

Pricing of Securities · Quantitative Finance 2009-09-14 Erhan Bayraktar , Hasanjan Sayit

Sheaves are objects of a local nature: a global section is determined by how it looks locally. Hence, a sheaf cannot describe mathematical structures which contain global or nonlocal geometric information. To fill this gap, we introduce the…

Category Theory · Mathematics 2016-10-26 Cecilia Flori , Tobias Fritz

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

Adaptation and Self-Organizing Systems · Physics 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Many complex systems are representable as macroscopic set of elements which interact by simple rules. The complex macroscopically relevant phenomena are then the result of the generic emergence of a space-time multi-scale dynamics. Critical…

High Energy Physics - Lattice · Physics 2016-11-03 Sorin Solomon

Using a notation of corner between edges when graph has a fixed rotation, i.e. cyclical order of edges around vertices, we define combinatorial objects - combinatorial maps as pairs of permutations, one for vertices and one for faces.…

Combinatorics · Mathematics 2009-09-02 Dainis Zeps

In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

Robotic systems are multi-dimensional entities, combining both hardware and software, that are heavily dependent on, and influenced by, interactions with the real world. They can be variously categorised as embedded, cyberphysical,…

Software Engineering · Computer Science 2018-09-05 Marie Farrell , Matt Luckcuck , Michael Fisher

We consider one buyer and one seller. For a bundle $(t,q)\in [0,\infty[\times [0,1]=\mathbb{Z}$, $q$ either refers to the wining probability of an object or a share of a good, and $t$ denotes the payment that the buyer makes. We define…

Computer Science and Game Theory · Computer Science 2024-10-25 Mridu Prabal Goswami

A categorical framework for modeling and analyzing systems in a broad sense is proposed. These systems should be thought of as `machines' with inputs and outputs, carrying some sort of signal that occurs through some notion of time. Special…

Category Theory · Mathematics 2019-03-18 Patrick Schultz , David I. Spivak , Christina Vasilakopoulou
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