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This paper shows how we can build a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we are able to redefine concepts like account…

General Finance · Quantitative Finance 2014-11-10 W. P. Weijland

This paper has been withdrawn due to a crucial theoretical error.

In [1] Zawadoski introduces a banking network model in which the asset and counter-party risks are treated separately and the banks hedge their assets risks by appropriate OTC contracts. In his model, each bank has only two counter-party…

Risk Management · Quantitative Finance 2018-08-20 Bhaskar DasGupta , Lakshmi Kaligounder

We find it absurd that Walliser [1] essentially used the same analysis and obtained identical results as reported in [3], yet arrived at different conclusions. Namely, based on an incomplete theory and using erroneous arguments, he not only…

Statistical Mechanics · Physics 2007-05-23 Daniel C. Hong , Paul V. Quinn , Stefan Luding

Conformal defects -- extended objects in conformal field theories -- carry localised excitations inherited from symmetry currents, known as the displacements and tilts. They capture the linear response of the defect to deformations of its…

High Energy Physics - Theory · Physics 2025-12-19 Nadav Drukker , Ziwen Kong , Petr Kravchuk

Decentralised exchanges (DEXs) have transformed trading by enabling trustless, permissionless transactions, yet they face significant challenges such as impermanent loss and slippage, which undermine profitability for liquidity providers…

Trading and Market Microstructure · Quantitative Finance 2025-04-10 Oliver Tronn Scott-Simons , Chris Colman , FrostByte

We give a short proof of Theorem 2.1 from [MR07], stating that the linearly edge reinforced random walk (ERRW) on a locally finite graph is recurrent if and only if it returns to its starting point almost surely. This result was proved in…

Probability · Mathematics 2009-11-30 Laurent Tournier

We consider the one-armed bandit problem of Woodroofe [J. Amer. Statist. Assoc. 74 (1979) 799--806], which involves sequential sampling from two populations: one whose characteristics are known, and one which depends on an unknown parameter…

Probability · Mathematics 2009-09-02 Alexander Goldenshluger , Assaf Zeevi

The paper demonstrates that falsifiability is fundamental to learning. We prove the following theorem for statistical learning and sequential prediction: If a theory is falsifiable then it is learnable -- i.e. admits a strategy that…

Machine Learning · Computer Science 2014-08-29 David Balduzzi

It is shown that if $\lambda$ is a multiple of a fundamental weight of $\mathfrak{sl}_k$, the lower global basis of the irreducible $U_q(\mathfrak{sl}_k)$-representation $V^{\lambda}$ with highest weight $\lambda$ comprises the disjoint…

Representation Theory · Mathematics 2022-03-15 David B Rush

We study several aspects of the so-called low-vol and low-beta anomalies, some already documented (such as the universality of the effect over different geographical zones), others hitherto not clearly discussed in the literature. Our most…

Portfolio Management · Quantitative Finance 2015-10-08 S. Ciliberti , Y. Lempérière , A. Beveratos , G. Simon , L. Laloux , M. Potters , J. P. Bouchaud

In this work, we investigate a biased dollar exchange model with collective debt limit, in which agents picked at random (with a rate depending on the amount of dollars they have) give at random time a dollar to another agent being picked…

Probability · Mathematics 2023-11-15 Fei Cao , Stephanie Reed

In traditional banking, repeated deposit-and-lend cycles let a single dollar of reserves support multiple dollars of claims. Decentralized finance produces an analogous structure with tokens. Constructing a Token Graph of 10,200 tokens…

General Economics · Economics 2026-03-31 Wenbin Wu

The profit and loss (p&l) attrition for each business year into different risk or risk factors (e.g., interest rates, credit spreads, foreign exchange rate etc.) is a regulatory requirement, e.g., under Solvency 2. Three different…

Portfolio Management · Quantitative Finance 2023-12-22 Solveig Flaig , Gero Junike

Wang et al. [1] demonstrated different power transmission coefficients for forward and backward propagation in simulation and experiment. From such a demonstration, the central claim of their paper is that "the spatial inversion symmetry…

Let $X = (X_1, X_2)$ be a 2-dimensional random variable and $X(n), n \in \mathbb{N}$ a sequence of i.i.d. copies of $X$. The associated random walk is $S(n)= X(1) + \cdots +X(n)$. The corresponding absorbed-reflected walk $W(n), n \in…

Probability · Mathematics 2022-06-10 Marc Peigné , Wolfgang Woess

Dr. Brizard's comment on my work is based on a conceived procedure that does not come from my work. The defense of his claim that the modification of the so-called standard Lie's transform theory is unnecessary is also unsupported. This…

Plasma Physics · Physics 2023-10-05 Linjin Zheng

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

We illustrate through example 1 and 2 that the condition at theorem 1 in [8] dissatisfies necessity, and the converse proposition of fact 1.1 in [8] does not hold, namely the condition Z/M - L/Ak < 1/(2 Ak^2) is not sufficient for f(i) +…

Cryptography and Security · Computer Science 2010-02-04 Shenghui Su , Shuwang Lu

Distribution shifts introduce uncertainty that undermines the robustness and generalization capabilities of machine learning models. While conventional wisdom suggests that learning causal-invariant representations enhances robustness to…

Machine Learning · Computer Science 2025-05-28 Abbavaram Gowtham Reddy , Celia Rubio-Madrigal , Rebekka Burkholz , Krikamol Muandet