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We explore credit risk pricing by modeling equity as a call option and debt as the difference between the firm's asset value and a put option, following the structural framework of the Merton model. Our approach proceeds in two stages:…

Risk Management · Quantitative Finance 2025-06-17 Jagdish Gnawali , Abootaleb Shirvani , Svetlozar T. Rachev

Catastrophic events, though rare, do occur and when they occur, they have devastating effects. It is, therefore, of utmost importance to understand the complexity of the underlying dynamics and signatures of catastrophic events, such as…

General Finance · Quantitative Finance 2018-09-25 Anirban Chakraborti , Kiran Sharma , Hirdesh K. Pharasi , Sourish Das , Rakesh Chatterjee , Thomas H. Seligman

We present a deterministic algorithm for computing the sensitivity of a minimum spanning tree (MST) or shortest path tree in $O(m\log\alpha(m,n))$ time, where $\alpha$ is the inverse-Ackermann function. This improves upon a long standing…

Data Structures and Algorithms · Computer Science 2014-07-09 Seth Pettie

In this thesis, we study a new disordered system called random spanning tree in random environment (RSTRE) across different families of graphs with varying disorder distributions. We examine several observables as functions of the disorder…

Probability · Mathematics 2025-07-11 Luca Makowiec

Tree-based protocols are ubiquitous in distributed systems. They are flexible, they perform generally well, and, in static conditions, their analysis is mostly simple. Under churn, however, node joins and failures can have complex global…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-04-27 Supriya Krishnamurthy , John Ardelius , Erik Aurell , Mads Dam , Rolf Stadler , Fetahi Wuhib

This paper focuses on a dynamic multi-asset mean-variance portfolio selection problem under model uncertainty. We develop a continuous time framework for taking into account ambiguity aversion about both expected return rates and…

Portfolio Management · Quantitative Finance 2021-12-02 Huyen Pham , Xiaoli Wei , Chao Zhou

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that…

Pricing of Securities · Quantitative Finance 2011-04-22 Greg Leibon , Scott D. Pauls , Daniel N. Rockmore , Robert Savell

The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…

Statistical Finance · Quantitative Finance 2020-11-03 Anton J. Heckens , Sebastian M. Krause , Thomas Guhr

There is intense interest in understanding the stochastic and dynamical properties of the global Foreign Exchange (FX) market, whose daily transactions exceed one trillion US dollars. This is a formidable task since the FX market is…

Physics and Society · Physics 2009-11-11 Neil F. Johnson , Mark McDonald , Omer Suleman , Stacy Williams , Sam Howison

Starting from a subinvariant positive definite kernel under a branching pullback, we attach to the resulting kernel tower a canonical electrical network on the word tree whose edge weights are the diagonal increments. This converts diagonal…

Probability · Mathematics 2026-02-13 James Tian

Despite recent developments in management theory, maintaining a manufacturing schedule remains difficult because of production delays and fluctuations in demand and supply of materials. The response of manufacturing systems to such…

Physics and Society · Physics 2015-06-23 Takahiro Ezaki , Daichi Yanagisawa , Katsuhiro Nishinari

We define a minimization problem for paths on planar graphs that, on the honeycomb lattice, is equivalent to the exploration path of the critical site percolation and than has the same scaling limit of SLE_6. We numerically study this model…

Mathematical Physics · Physics 2007-09-18 Davide Fichera

The shrinking operation converts a hypergraph into a graph by choosing, from each hyperedge, two endvertices of a corresponding graph edge. A hypertree is a hypergraph which can be shrunk to a tree on the same vertex set. Klimo\v{s}ov\'{a}…

Combinatorics · Mathematics 2025-12-09 Karolína Hylasová , Tomáš Kaiser

Motivated by the literature on investment flows and optimal trading, we examine intraday predictability in the cross-section of stock returns. We find a striking pattern of return continuation at half-hour intervals that are exact multiples…

Trading and Market Microstructure · Quantitative Finance 2010-05-20 Steven L. Heston , Robert A. Korajczyk , Ronnie Sadka

Reachability analysis is a powerful tool when it comes to capturing the behaviour, thus verifying the safety, of autonomous systems. However, general-purpose methods, such as Hamilton-Jacobi approaches, suffer from the curse of…

Optimization and Control · Mathematics 2022-10-27 Alessandro Alla , Peter M. Dower , Vincent Liu

We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…

Statistical Finance · Quantitative Finance 2009-11-13 S. Drozdz , M. Forczek , J. Kwapien , P. Oswiecimka , R. Rak

Monotone trees - trees with a function defined on their vertices that decreases the further away from a root node one travels, are a natural model for a process that weakens the further one gets from its source. Given an aggregation of…

Data Structures and Algorithms · Computer Science 2023-09-29 Lucas Magee , Yusu Wang

We study infinite tree and ultrametric matrices, and their action on the boundary of the tree. For each tree matrix we show the existence of a symmetric random walk associated to it and we study its Green potential. We provide a…

Probability · Mathematics 2007-05-23 Claude Dellacherie , Servet Martinez , Jaime San Martin

This paper considers the asymptotic distribution of the longest edge of the minimal spanning tree and nearest neighbor graph on X_1,...,X_{N_n} where X_1,X_2,... are i.i.d. in \Re^2 with distribution F and N_n is independent of the X_i and…

Probability · Mathematics 2007-05-23 Tailen Hsing , Holger Rootzen

We study the minimum spanning tree problem on the complete graph $K_n$ where an edge $e$ has a weight $W_e$ and a cost $C_e$, each of which is an independent copy of the random variable $U^\gamma$ where $\gamma\leq 1$ and $U$ is the uniform…

Combinatorics · Mathematics 2021-06-01 Alan Frieze , Tomasz Tkocz