Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Felix Fritz"'
Publikováno v:
Mathematics, Vol 11, Iss 24, p 4905 (2023)
This paper reviews the recent literature on the “social ranking problem”, that is, the problem of converting group rankings into individual rankings. We introduce and categorize existing social ranking methods and we briefly explain their attribu
Externí odkaz:
https://doaj.org/article/9dfbde1e0eb84d2da323ea2eb09e215b
In this paper we consider the question of when Seshadri constants on abelian surfaces are integers. Our first result concerns self-products $E\times E$ of elliptic curves: If $E$ has complex multiplication in $\Z[i]$ or in $\Z[\frac12(1+i\sqrt3)]$ or
Externí odkaz:
http://arxiv.org/abs/1805.05413
Publikováno v:
Credit and Capital Markets – Kredit und Kapital. 48:679-691
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::629dfa31d3a793bc802043934f3af06e
https://doi.org/10.3790/ccm.48.4.679
https://doi.org/10.3790/ccm.48.4.679
We consider the question of when Seshadri constants on abelian surfaces are integers. Our first result concerns self-products $$E\times E$$ of elliptic curves: if E has complex multiplication in $${\mathbb {Z}}[i]$$ or in $${\mathbb {Z}}[(1\,{+}\,i\s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c51c50e9cd2bca76e2a2cb97ad50a76
http://arxiv.org/abs/1805.05413
http://arxiv.org/abs/1805.05413
Publikováno v:
European Journal of Mathematics; Dec2020, Vol. 6 Issue 4, p1264-1275, 12p
Autor:
Christof Weinhardt, Felix Fritz
Publikováno v:
SSRN Electronic Journal.
Academic literature suggests that Technical Analysis (TA) plays a role in the decision making process of some investors. If TA traders act as uninformed noise traders and generate a relevant amount of trading volume, market quality could be affected.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::673b7ed6c8c042e85be46ca4c918ba5e
https://doi.org/10.2139/ssrn.2788997
https://doi.org/10.2139/ssrn.2788997
Autor:
Felix Fritz, Christof Weinhardt
Publikováno v:
SSRN Electronic Journal.
Technical Analysis (TA) is a security analysis methodology based on the study of past market data. Although it has been criticized by academics and the profitability of many related strategies has been statistically rejected, TA remains highly popula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b7302266774d190938355e3891e2c00
https://doi.org/10.2139/ssrn.2734884
https://doi.org/10.2139/ssrn.2734884
Publikováno v:
SciPost Physics, Vol 15, Iss 3, p 092 (2023)
We compute the dynamics of entanglement in the minimal setup producing ergodic and mixing quantum many-body dynamics, which we previously dubbed boundary chaos. This consists of a free, non-interacting brickwork quantum circuit, in which chaos and er
Externí odkaz:
https://doaj.org/article/f6655c648e9f4c61956799061a2cee0a
Autor:
Felix Fritz
Publikováno v:
SSRN Electronic Journal.
Price clustering was found to be a major artifact of securities trading over many decades. In the literature several conjectures about the origin of these effects have been put forward. However, most explanations are not applicable anymore since toda
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06729311af7533456f22ab6408b63174
https://doi.org/10.2139/ssrn.2348159
https://doi.org/10.2139/ssrn.2348159
Autor:
Felix Fritz, Stephan Meyer
Publikováno v:
SSRN Electronic Journal.
We study the intraday pricing of exchange traded bank-issued financial products in Germany. We decompose traded prices into two parts; (1) the theoretical value; and (2) the product premium. We find, consistent with the previous literature, positive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::627fc4e5f4d6f2d373986d6c401c9a4c
https://doi.org/10.2139/ssrn.2153723
https://doi.org/10.2139/ssrn.2153723