Buscar recursos académicos

Abstract We define a function of two real vectors by a certain homogeneous quotient involving power sums, and show that its supremum grows asymptotically linearly w.r.t. the dimension. From this, we deduce a condition un...

Time series analysis is essential for finance, transportation, energy, healthcare, and climate research. While time-frequency domain representation underpins effective time series modeling, its holistic utilization and i...

Materias / palabras clave: Common value auction; Insider trading; Insider; Economics; Financial economics; Business; Mathematical economics; Microeconomics; Finance; Political science; Law

In this article, we present a new LINear Constraint Solver (LINCS) for molecular simulations with bond constraints. The algorithm is inherently stable, as the constraints themselves are reset instead of derivatives of th...

In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures...

Offers an applications-oriented approach to multivariate data analysis, focusing on the use of each technique, rather than its mathematical derivation. The text introduces a six-step framework for organizing and discussi...

Let $M(x)$ denote the expected value at level $x$ of the response to a certain experiment. $M(x)$ is assumed to be a monotone function of $x$ but is unknown to the experimenter, and it is desired to find the solution $x ...

Materias / palabras clave: applied mathematics, dynamical systems, mathematical finance, mathematics of computation, optimization; Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative ...

Materias / palabras clave: econometrics, mathematical statistics, economics, economic modelling, mathematical modelling, quantitative methods; Social Sciences: Industries. Land use. Labor: Economic growth, development, planning; Social Sciences: F...

Materias / palabras clave: finance, regional economy, world economy, national economy, mathematical modeling, management; Social Sciences: Finance; Social Sciences: Economic theory. Demography: Economics as a science

Materias / palabras clave: economics, business, finances, mathematical models in economics; Social Sciences: Economic theory. Demography: Economics as a science

Materias / palabras clave: economics, business, finances, mathematical models in economics; Social Sciences: Commerce: Business

Materias / palabras clave: finance, economics, law, economic and mathematical methods; Social Sciences: Finance