Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Dejan Velušček"'
Autor:
Dejan Velušček, Marija Gorenc Novak
Publikováno v:
Quantitative Finance. 16:793-826
Prediction of stock close price movements has attracted a lot of research interest. Using machine learning techniques, especially statistical classifiers, for day ahead forecasting of the movement of daily close prices of a broad range of several hun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85bb4dbef26c94ea445af1c7e12ff614
https://doi.org/10.1080/14697688.2015.1070960
https://doi.org/10.1080/14697688.2015.1070960
Publikováno v:
Stochastic Partial Differential Equations: Analysis and Computations. 1:634-663
The cubature on Wiener space method, a high-order weak approxima- tion scheme, is established for SPDEs in the case of unbounded characteristics and unbounded test functions. We first describe a recently introduced flexible functional analytic framew
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f1b672e85fca4f1e89f7dcb49dfdcacd
https://doi.org/10.1007/s40072-013-0020-4
https://doi.org/10.1007/s40072-013-0020-4
Autor:
Dejan Velušček
Publikováno v:
Canadian Mathematical Bulletin. 54:381-384
Klep and Velušček generalized the Krull–Baer theorem for higher level preorderings to the non-commutative setting. A n-real valuation v on a skew field D induces a group homomorphism . A section of is a crucial ingredient of the construction of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::431226708076ac5a40f7c1658c8da3dd
https://doi.org/10.4153/cmb-2010-095-0
https://doi.org/10.4153/cmb-2010-095-0
Autor:
Dejan Velušček
Publikováno v:
Asian-European Journal of Mathematics. :193-207
We introduce the n–th product Pythagoras number p n(D), the skew field analogue of the n–th Pythagoras number of a field. For a valued skew field (D, v) where v has the property of preserving sums of permuted products of n–th powers when passin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f635f21f01d08563e21b7429ff3b6b04
https://doi.org/10.1142/s1793557110000131
https://doi.org/10.1142/s1793557110000131
Autor:
Igor Klep, Dejan Velušček
Publikováno v:
Annales de la Faculté des sciences de Toulouse : Mathématiques. 17:81-92
Nous demontrons la version involutive du theoreme de Joly et Becker : une algebre a division admet un ordre involutif de niveau n si et seulement si elle admet un ordre involutif de niveau nl pour un certain (puis tout) impair l ∈ N. Dans le cas d'
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b834d949c41858da144bd019e1db579
https://doi.org/10.5802/afst.1177
https://doi.org/10.5802/afst.1177
Autor:
Igor Klep, Dejan Velušček
Publikováno v:
manuscripta mathematica. 120:391-402
A *-ordering of a skew field D induces an ordering of the field K of its central symmetric elements. Let F be an ordered field extension of K. We prove that the central extension of D by F exists and admits a *-ordering extending the given *-ordering
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27a602032a5f9986562c736105be36be
https://doi.org/10.1007/s00229-006-0018-6
https://doi.org/10.1007/s00229-006-0018-6
Autor:
Igor Klep, Dejan Velušček
Publikováno v:
Communications in Algebra. 33:3265-3281
We study central extensions of division rings with orderings of higher level. We show that orderings extend to certain immediate and inert extensions. Further, it is proven that any n-ordered division ring can be extended to a n-ordered division ring
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08bdb7b3306363648c970c33d7c8c27c
https://doi.org/10.1081/agb-200066162
https://doi.org/10.1081/agb-200066162
Autor:
Dejan Velušček, Jaka Cimpric
Publikováno v:
Journal of Pure and Applied Algebra. 198:67-74
The n -th product level of a skew–field D , ps n ( D ) , is a generalization of the n -th level of a field F , s n ( F ) . An explicit bound for s 2 m ( F ) in terms of m and s 2 ( F ) is known and it is also known that there is no such bound for p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff2ac75fe58e2af3a7698b3369a8acb2
https://doi.org/10.1016/j.jpaa.2004.08.039
https://doi.org/10.1016/j.jpaa.2004.08.039
Autor:
Dejan Velušček, Igor Klep
Publikováno v:
Journal of Algebra. 279(1):345-361
In [Comm. Algebra 29 (2001) 193–201] Cimpric gave examples of division rings containing an ordering of level 2m but not of level m for m∈ N . His examples were quite complicated. We give substantially simplified examples in Section 2. In Sections
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78b0504dccd48ab5a2847e4f590d8033
Publikováno v:
Ann. Appl. Probab. 22, no. 3 (2012), 1008-1045
Fujiwara’s method can be considered as an extrapolation method of order 6 of the Ninomiya–Victoir weak approximation scheme for the numerical approximation of solution processes of SDEs. We present an extension of Fujiwara’s method for arbitrar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8255c954ed0fb4e2d9b8264a6fded532
https://doi.org/10.1214/11-aap774
https://doi.org/10.1214/11-aap774