相关论文: The algebraic properties of the space- and time-de…

Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…

It is well known that nonrelativistic quantum mechanics presents a clear asymmetry between space and time. Much of this asymmetry is attributed to the lack of Lorentz invariance of the theory. Nonetheless, a recent work [Phys. Rev. A…

We propose a model-independent framework for fitting hadronic form-factor data, which is often only available at discrete kinematical points, using parameterisations based on to unitarity and analyticity. In this novel approach the latter…

Factor analysis refers to a statistical model in which observed variables are conditionally independent given fewer hidden variables, known as factors, and all the random variables follow a multivariate normal distribution. The parameter…

We study historical calibration of one- and two-factor models that are known to describe relatively well the dynamics of energy underlyings such as spot and index natural gas or oil prices at different physical locations or regional power…

The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…

It is commonly believed that the correlations between stock returns increase in high volatility periods. We investigate how much of these correlations can be explained within a simple non-Gaussian one-factor description with time…

We investigate consequences of allowing the Hilbert space of a quantum system to have a time-dependent metric. For a given possibly nonstationary quantum system, we show that the requirement of having a unitary Schreodinger time-evolution…

We present a mathematical model of a market with $m$ shares traded across $n$ investor groups, each one with similar motivations and trading strategies. The market of each asset consists of a fixed amount of cash and shares (no additions…

The autor considers an initial-boundary value problem for the nonstationary Stokes system in an angle, where Dirichlet and Neumann conditions are prescribed on the diferent sides of the angle. The major part of the paper deals with the…

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…

Over the last decade, nonparametric methods have gained increasing attention for modeling complex data structures due to their flexibility and minimal structural assumptions. In this paper, we study a general multivariate nonparametric…

We study the stability of symmetric trajectories of a particle on the Lie group $SO(3)$ whose motion is governed by an $SO(3)\times SO(2)$ invariant metric and an $SO(2)\times SO(2)$ invariant potential. Our method is to reduce the number…

A number of scalar invariant characterizations of the Kerr solution are presented. These characterizations come in the form of {\em quality factors} defined in stationary space-times. A quality factor is a scalar quantity varying in the…

In the event symmetric approach to quantum gravity it is assumed that the fundamental laws of physics must be invariant under exchange of any two space-time events. The fact that this symmetry if obviously not observed is attributed to the…

We study the continuous time portfolio optimization model on the market where the mean returns of individual securities or asset categories are linearly dependent on underlying economic factors. We introduce the functional $Q_\gamma$…

We develop an internal gauge theory using a covariant star product. The space-time is a symplectic manifold endowed only with torsion but no curvature. It is shown that, in order to assure the restrictions imposed by the associativity…

Quantum systems with adiabatic classical parameters are widely studied, e.g., in the modern holonomic quantum computation. We here provide complete geometric quantization of a Hamiltonian system with time-dependent parameters, without the…

In single-field inflationary models the bispectra are usually given in the $\zeta$-gauge, because its temporal part leads to the super-horizon conservation of fluctuations. However, this property is independent of the choice of {\it…