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We propose a continuous time model for financial markets with proportional transactions costs and a continuum of risky assets. This is motivated by bond markets in which the continuum of assets corresponds to the continuum of possible…

Pricing of Securities · Quantitative Finance 2013-02-05 Bruno Bouchard , Emmanuel Lepinette , Erik Taflin

The tradeoff between accuracy and speed is considered fundamental to individual and collective decision-making. In this paper, we focus on collective estimation as an example of collective decision-making. The task is to estimate the…

Multiagent Systems · Computer Science 2022-01-19 Mohsen Raoufi , Heiko Hamann , Pawel Romanczuk

In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…

Machine Learning · Computer Science 2026-01-26 Francesca Lanzillotta , Chiara Albisani , Davide Pucci , Daniele Baracchi , Alessandro Piva , Matteo Lapucci

Liveness properties, such as termination, of even the simplest shared-memory concurrent programs under sequential consistency typically require some fairness assumptions about the scheduler. Under weak memory models, we observe that the…

Programming Languages · Computer Science 2021-09-10 Ori Lahav , Egor Namakonov , Jonas Oberhauser , Anton Podkopaev , Viktor Vafeiadis

In this paper we prove that all the existing conditional event algebras embed into a three-valued extension of temporal logic of discrete past time, which the authors of this paper have proposed in anothe paper as a general model of…

Artificial Intelligence · Computer Science 2007-05-23 Jerzy Tyszkiewicz , Achim Hoffmann , Arthur Ramer

In concurrent systems, some form of synchronisation is typically needed to achieve data-race freedom, which is important for correctness and safety. In actor-based systems, messages are exchanged concurrently but executed sequentially by…

Programming Languages · Computer Science 2017-04-12 Elias Castegren , Tobias Wrigstad

We study the parameter estimation problem in mixture models with observational nonidentifiability: the full model (also containing hidden variables) is identifiable, but the marginal (observed) model is not. Hence global maxima of the…

Machine Learning · Statistics 2020-02-20 A. E. Allahverdyan

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Mathematical Physics · Physics 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig

Real-time systems increasingly use multicore processors in order to satisfy thermal, power, and computational requirements. To exploit the architectural parallelism offered by the multicore processors, parallel task models, scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-28 Niklas Ueter , Mario Günzel , Jian-Jia Chen

This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…

Methodology · Statistics 2017-12-19 Ragnhild C. Noven , Almut E. D. Veraart , Axel Gandy

Resource allocation is the problem that a process may enter a critical section CS of its code only when its resource requirements are not in conflict with those of other processes in their critical sections. For each execution of CS, these…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-06-01 Wim H. Hesselink

A model-free measure of coupling between dynamical variables is built from time series embedding principle. The approach described does not require a mathematical form for the dynamics to be assumed. The approach also does not require…

Chaotic Dynamics · Physics 2014-02-18 Chetan Nichkawde

We present principles of algebraic diversity (AD), a group-theoretic approach to signal processing exploiting signal symmetry to extract more information per observation, complementing classical methods that use temporal and spatial…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Mitchell A. Thornton

Asynchronous programming has appeared as a programming style that overcomes undesired properties of concurrent programming. Typically in asynchronous models of programming, methods are posted into a post list for latter execution. The order…

Programming Languages · Computer Science 2015-01-06 Mohamed A. El-Zawawy

Mutual exclusion (ME) is one of the most commonly used techniques to handle conflicts in concurrent systems. Traditionally, mutual exclusion algorithms have been designed under the assumption that a process does not fail while…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-04 Sahil Dhoked , Neeraj Mittal

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…

Probability · Mathematics 2012-06-14 Paul Dupuis , Yufei Liu , Nuria Plattner , J. D. Doll

The behaviour of extended particles with exclusion interaction on a one-dimensional lattice is investigated. The basic model is called $\ell$-ASEP as a generalization of the asymmetric exclusion process (ASEP) to particles of arbitrary…

Statistical Mechanics · Physics 2015-06-24 G. Schoenherr , G. M. Schuetz

The paper gives a detailed presentation of a framework, embedded into the simply typed higher-order logic and aimed at the support of sound and structured reasoning about various properties of models of imperative programs with interleaved…

Logic in Computer Science · Computer Science 2024-07-16 Maksym Bortin

The correctness of most randomized distributed algorithms is expressed by a statement of the form ``some predicate of the executions holds with high probability, regardless of the order in which actions are scheduled''. In this paper, we…

Combinatorics · Mathematics 2008-11-23 Isaac Saias

Algorithms for mutual exclusion aim to isolate potentially concurrent accesses to the same shared resources. Motivated by distributed computing research on programmable matter and population protocols where interactions among entities are…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-23 Anya Chaturvedi , Joshua J. Daymude , Andréa W. Richa