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相关论文: Possible volumes of t-(v, t + 1) Latin trades

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In this paper we relate t-designs to a forbidden configuration problem in extremal set theory. Let 1_t 0_l denote a column of t 1's on top of l 0's. We assume t>l. Let q. (1_t 0_l) denote the (t+l)xq matrix consisting of t rows of q 1's and…

组合数学 · 数学 2019-09-26 R. P. Anstee , Farzin Barekat , Zachary Pellegrin

This paper considers the asset price p as relations C=pV between the value C and the volume V of the executed transactions and studies the consequences of this definition for the option pricing equations. We show that the classical BSM…

证券定价 · 定量金融 2021-02-24 Victor Olkhov

Public blockchains should be able to scale with respect to the number of nodes and to the transactions workload. The blockchain scalability trilemma has been informally conjectured. This is related to scalability, security and…

分布式、并行与集群计算 · 计算机科学 2020-06-08 Gianmaria Del Monte , Diego Pennino , Maurizio Pizzonia

A $(v,k,t)$ {\em covering design}, or {\em covering}, is a family of $k$-subsets, called blocks, chosen from a $v$-set, such that each $t$-subset is contained in at least one of the blocks. The number of blocks is the covering's {\em size},…

组合数学 · 数学 2008-02-03 Daniel Gordon , Greg Kuperberg , Oren Patashnik

A large literature specifies conditions under which the information complexity for a sequence of numerical problems defined for dimensions $1, 2, \ldots$ grows at a moderate rate, i.e., the sequence of problems is tractable. Here, we focus…

数值分析 · 数学 2024-04-24 Onyekachi Emenike , Fred J. Hickernell , Peter Kritzer

In this paper, a set of transformations T^(p,k) is defined on N_0^K to N_0. Some basic and na\"ive mathematical structure of T^(p,1) are adumbrated and introduced the concept of discrete dynamical systems through IVTs. Latterly, some…

离散数学 · 计算机科学 2011-06-22 Sk. S. Hassan , A. Roy , P. Pal Choudhury , B. K. Nayak

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

交易与市场微观结构 · 定量金融 2013-10-14 Peter Bank , Antje Fruth

In this paper, we take a close look at a problem labeled maximal extractable value (MEV), which arises in a blockchain due to the ability of a block producer to manipulate the order of transactions within a block. Indeed, blockchains such…

综合经济学 · 经济学 2024-03-29 Vijay Mohan , Peyman Khezr

By making use of the generalized concept of orthogonality in Latin squares, certain t-partite graphs have been constructed and a suggestion for a net work system and some applications have been made.

离散数学 · 计算机科学 2007-05-23 R. N. Mohan , Moon Ho Lee , Subhash Pokrel

Combinatorial $t$-designs have been an interesting topic in combinatorics for decades. It was recently reported that the image sets of a fixed size of certain special polynomials may constitute a $t$-design. Till now only a small amount of…

信息论 · 计算机科学 2019-07-16 Can Xiang , Xin Ling , Qi Wang

Lloyd et al. were first to demonstrate the promise of quantum algorithms for computing Betti numbers, a way to characterize topological features of data sets. Here, we propose, analyze, and optimize an improved quantum algorithm for…

A critical set in an $n \times n$ Latin square is a minimal set of entries that uniquely identifies it among all Latin squares of the same size. It is conjectured by Nelder in 1979, and later independently by Mahmoodian, and Bate and van…

组合数学 · 数学 2016-09-16 Hamed Hatami , Yingjie Qian

We confirm and substantially extend the recent empirical result of Andersen et al. \cite{Andersen2015}, where it is shown that the amount of risk $W$ exchanged in the E-mini S\&P futures market (i.e. price times volume times volatility)…

交易与市场微观结构 · 定量金融 2016-09-22 Michael Benzaquen , Jonathan Donier , Jean-Philippe Bouchaud

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

综合经济学 · 经济学 2023-04-19 Vittorio Astarita

The problem of designing high rate, full diversity noncoherent space-time block codes (STBCs) with low encoding and decoding complexity is addressed. First, the notion of $g$-group encodable and $g$-group decodable linear STBCs is…

信息论 · 计算机科学 2016-11-17 G. Susinder Rajan , B. Sundar Rajan

A $t$-$(n,d,\lambda)$ design over ${\mathbb F}_q$, or a subspace design, is a collection of $d$-dimensional subspaces of ${\mathbb F}_q^n$, called blocks, with the property that every $t$-dimensional subspace of ${\mathbb F}_q^n$ is…

组合数学 · 数学 2019-03-18 Eimear Byrne , Alberto Ravagnani

For each integer $k\ge 1$, we define an algorithm which associates to a partition whose maximal value is at most $k$ a certain subset of all partitions. In the case when we begin with a partition $\lambda$ which is square, i.e…

表示论 · 数学 2012-08-16 Matthew Bennett , Vyjayanthi Chari , R. J. Dolbin , Nathan Manning

The incentive-compatibility properties of blockchain transaction fee mechanisms have been investigated with *passive* block producers that are motivated purely by the net rewards earned at the consensus layer. This paper introduces a model…

计算机科学与博弈论 · 计算机科学 2023-10-04 Maryam Bahrani , Pranav Garimidi , Tim Roughgarden

Blockchains have block-size limits to ensure the entire cluster can keep up with the tip of the chain. These block-size limits are usually single-dimensional, but richer multidimensional constraints allow for greater throughput. The…

计算机科学与博弈论 · 计算机科学 2025-04-23 Nir Lavee , Noam Nisan , Mallesh Pai , Max Resnick

Quantitative assessment of the uncertainties tainting the results of computer simulations is nowadays a major topic of interest in both industrial and scientific communities. One of the key issues in such studies is to get information about…

统计理论 · 数学 2023-12-05 Guillaume Damblin , Mathieu Couplet , Bertrand Iooss