相关论文: Kolkata Restaurant Problem as a generalised El Far…
Cascading failures, such as bankruptcies and defaults, pose a serious threat for the resilience of the global financial system. Indeed, because of the complex investment and cross-holding relations within the system, failures can occur as a…
We predict a multifractal behaviour of transport in the deep quantum regime for the opened $\delta-$kicked rotor model. Our analysis focuses on intermediate and large scale correlations in the transport signal and generalizes previously…
In this paper, we consider the problem of making skeptical inferences for the multi-label ranking problem. We assume that our uncertainty is described by a convex set of probabilities (i.e. a credal set), defined over the set of labels.…
This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility of correlated defaults. Using a multivariate normal Copula function for the joint default…
We consider a dynamical system subjected to weak but adiabatically slow fluctuations of external origin. Based on the ``adiabatic following'' approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the strength of…
We report experimental measurements of particle dynamics in a colloidal glass in order to understand the dynamical heterogeneities associated with the cooperative motion of the particles in the glassy regime. We study the local and global…
When the flavour content of QCD is increased sufficiently, the theory develops a non-trivial infra red fixed point. Thus, for a number of flavours above a certain critical value, but not yet so high that asymptotic freedom is lost, QCD…
We study a bus system with a no-boarding policy, where a "slow" bus may disallow passengers from boarding if it meets some criteria. When the no-boarding policy is activated, people waiting to board at the bus stop are given the choices of…
We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…
We describe a percolation problem on lattices (graphs, networks), with edge weights drawn from disorder distributions that allow for weights (or distances) of either sign, i.e. including negative weights. We are interested whether there are…
We study the problem of generalizing an expert agent's behavior, provided through demonstrations, to new environments and/or additional constraints. Inverse Reinforcement Learning (IRL) offers a promising solution by seeking to recover the…
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…
The calculation of transport profiles from experimental measurements belongs in the category of inverse problems which are known to come with issues of ill-conditioning or singularity. A reformulation of the calculation, the matricial…
We analyze the household savings problem in a general setting where returns on assets, non-financial income and impatience are all state dependent and fluctuate over time. All three processes can be serially correlated and mutually…
We study the fluctuations, particularly the inequality of fluctuations, in cryptocurrency prices over the last ten years. We calculate the inequality in the price fluctuations through different measures, such as the Gini and Kolkata…
The instability of the financial system as experienced in recent years and in previous periods is often linked to credit defaults, i.e., to the failure of obligors to make promised payments. Given the large number of credit contracts, this…
Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…
The stochastic approach to inflation suffers from ambiguities due to the arbitrary choice of the time variable and due to the choice of the factor ordering in the corresponding Fokker-Planck equation. Here it is shown that both ambiguities…
The elliptical instability of a rotating stratified fluid is examined in the regime of small Rossby number and order-one Burger number corresponding to rapid rotation and strong stratification. The Floquet problem describing the linear…
Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…