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We propose a top-down model for cash CLO. This model can consistently price cash CLO tranches both within the same deal and across different deals. Meaningful risk measures for cash CLO tranches can also be defined and computed. This method…

Pricing of Securities · Quantitative Finance 2010-04-19 Yadong Li , Ziyu Zheng

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

Statistical Mechanics · Physics 2009-11-07 Anirban Chakraborti

Quantum money is a cryptographic protocol in which a mint can produce a quantum state, no one else can copy the state, and anyone (with a quantum computer) can verify that the state came from the mint. We present a concrete quantum money…

Quantum Physics · Physics 2010-04-30 Edward Farhi , David Gosset , Avinatan Hassidim , Andrew Lutomirski , Peter Shor

We consider a networked control system (NCS) consisting of two plants, a global plant and a local plant, and two controllers, a global controller and a local controller. The global (resp. local) plant follows discrete-time stochastically…

Systems and Control · Computer Science 2018-02-05 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

Cryptocurrency has been extensively studied as a decentralized financial technology built on blockchain. However, there is a lack of understanding of user experience with cryptocurrency exchanges, the main means for novice users to interact…

Human-Computer Interaction · Computer Science 2022-06-16 Zhixuan Zhou , Bohui Shen

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

The proposed framework introduces a novel multidimensional representation of money using tensor analysis, enabling a more granular examination of economic interactions and capital flow. By treating money as a multidimensional entity, this…

General Finance · Quantitative Finance 2025-04-10 Mario R. Pinheiro , Mario J. Pinheiro

Since the invention of Bitcoin one decade ago, numerous cryptocurrencies have sprung into existence. Among these, proof-of-work is the most common mechanism for achieving consensus, whilst a number of coins have adopted "ASIC-resistance" as…

Computers and Society · Computer Science 2019-07-05 Dimitris Karakostas , Aggelos Kiayias , Christos Nasikas , Dionysis Zindros

In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy…

Computer Science and Game Theory · Computer Science 2022-09-19 Nitin Singha , V Shreyas , Sandeep Kumar

A digital currency is money in a digital form. In this model, maintaining integrity of the supply is a core concern, therefore protections against double-spending are often at the heart of a secure digital money scheme. Quantum money…

Quantum Physics · Physics 2024-08-09 Anne Broadbent , Raza Ali Kazmi , Cyrus Minwalla

In today's world of E-Commerce everything comes online like Music, E-Books, Shopping all most everything is online. If you are using some service or buying things online then you have to pay for that. For that you have to do Net Banking or…

Cryptography and Security · Computer Science 2012-08-21 Vishal Vadgama , Bhavin Tanti , Chirag Modi , Nishant Doshi

As coin-based rewards dwindle, transaction fees play an important role as mining incentives in Bitcoin. In this paper, we propose a novel mechanism called Efficient Dynamic Transaction Storage (EDTS) for dynamically allocating transactions…

Networking and Internet Architecture · Computer Science 2024-01-18 Xiongfei Zhao , Gerui Zhang , Yain-Whar Si

Scale variation has been a challenge from traditional to modern approaches in computer vision. Most solutions to scale issues have a similar theme: a set of intuitive and manually designed policies that are generic and fixed (e.g. SIFT or…

Computer Vision and Pattern Recognition · Computer Science 2019-04-10 Huiyu Wang , Aniruddha Kembhavi , Ali Farhadi , Alan Yuille , Mohammad Rastegari

The democratization of artificial intelligence through decentralized networks represents a paradigm shift in computational provisioning, yet the long-term viability of these ecosystems is critically endangered by the extreme volatility of…

Computer Science and Game Theory · Computer Science 2026-01-16 Zehua Cheng , Wei Dai , Zhipeng Wang , Rui Sun , Nick Wen , Jiahao Sun

It is well known that traded foreign exchange forwards and cross currency swaps (CCS) cannot be priced applying overnight cash and carry arguments as they imply absence of funding advantage of one currency to the other. This paper proposes…

Pricing of Securities · Quantitative Finance 2017-01-09 Eduard Giménez , Alberto Elices , Giovanna Villani

A finite element approach to the elastic flow of a curve coupled with a diffusion equation on the curve is analysed. Considering the graph case, the problem is weakly formulated and approximated with continuous linear finite elements, which…

Numerical Analysis · Mathematics 2017-07-28 Paola Pozzi , Björn Stinner

The traditional monetary transmission mechanism usually views the equity markets as the monetary reservoir that absorbs over-issued money, but due to China's unique fiscal and financial system, the real estate sector has become an…

General Economics · Economics 2022-03-15 Shuguang Xiao , Xinglin Lai , Jiamin Peng

The main purpose of this paper is to generalize some recent results obtained by Chilarescu and Manuel Gomez. Essentially, we are trying to study the effect of elasticity of substitution on the parameters of economic growth, based on its two…

Theoretical Economics · Economics 2025-06-04 Constantin Chilarescu

In India, post the demonetization exercise in 2016, digital payments have become extremely popular. Among them, the volume of transactions using Paytm wallets and UPI (Unified Payment Interface) have grown manifold. The lockdowns due to…

Computers and Society · Computer Science 2025-11-06 Shreekanth M Prabhu , Natarajan Subramanyam , Ms. Shreya P Krishnan , Ms. Brindavana Sachidananda

A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of…

Disordered Systems and Neural Networks · Physics 2008-12-02 M. Serva
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