Zobrazeno 1 - 10
of 132
pro vyhledávání: '"Jaume Masoliver"'
Autor:
J. Doyne Farmer, John Geanakoplos, Matteo G. Richiardi, Miquel Montero, Josep Perelló, Jaume Masoliver
Publikováno v:
Mathematics, Vol 12, Iss 5, p 645 (2024)
We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. From the viewpoint of complex systems science and its multidisciplinary approach, we use the theory of
Externí odkaz:
https://doaj.org/article/ce67a6864700481aa5f96b771f625305
Publikováno v:
Entropy, Vol 24, Iss 4, p 496 (2022)
We address the process of discounting in random environments, which allows valuation of the future in economic terms. We review several approaches to the problem regarding different well-established stochastic market dynamics in the continuous-time c
Externí odkaz:
https://doaj.org/article/d075b9a256d84fb38e175d3d57222b25
Publikováno v:
Mathematics, Vol 9, Iss 14, p 1589 (2021)
We develop the process of discounting when underlying rates follow a jump-diffusion process, that is, when, in addition to diffusive behavior, rates suffer a series of finite discontinuities located at random Poissonian times. Jump amplitudes are als
Externí odkaz:
https://doaj.org/article/1aacc097930e4e3b962b73d7c1e689f7
Autor:
Jaume Masoliver
Publikováno v:
Entropy, Vol 23, Iss 3, p 364 (2021)
We address the problem of telegraphic transport in several dimensions. We review the derivation of two and three dimensional telegrapher’s equations—as well as their fractional generalizations—from microscopic random walk models for transport (
Externí odkaz:
https://doaj.org/article/e496199c3dc64546b042f66a76893947
Autor:
Matteo Palassini, Jaume Masoliver
We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaussian processes in their most general form. We apply the results to som
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2577e5d1700fa86b190b17cda4406888
http://arxiv.org/abs/2301.06608
http://arxiv.org/abs/2301.06608
We investigate the effects of resetting mechanisms when valuing the future in economic terms through the discount function. Discounting is specially significant in addressing environmental problems and in evaluating the sense of urgency to act today
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d60879e70af9747a91f31547497b1fd1
http://hdl.handle.net/2445/196317
http://hdl.handle.net/2445/196317
Autor:
Jaume Masoliver, Katja Lindenberg
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We study the planar motion of telegraphic processes. We derive the two-dimensional telegrapher's equation for isotropic and uniform motions starting from a random walk model which is the two-dimensional version of the multistate random walk with a co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4e2ee674e82c8dcaf8d3db9429a8a01
http://hdl.handle.net/2445/158844
http://hdl.handle.net/2445/158844
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
High future discounting rates favor inaction on present expending while lower rates advise for a more immediate political action. A possible approach to this key issue in global economy is to take historical time series for nominal interest rates and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91fb5963a810fb2328b793a38ec0ac94
http://hdl.handle.net/2445/172554
http://hdl.handle.net/2445/172554
Autor:
Jaume Masoliver
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
We investigate the effects of resetting mechanisms on random processes that follow the telegrapher's equation instead of the usual diffusion equation. We thus study the consequences of a finite speed of signal propagation, the landmark of telegraphic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4acc2b62db0867c73c52f074e1432d04
http://hdl.handle.net/2445/127333
http://hdl.handle.net/2445/127333
Autor:
Miquel Montero, Jaume Masoliver
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We present a general formulation of the resetting problem which is valid for any distribution of resetting intervals and arbitrary underlying processes. We show that in such a general case, a stationary distribution may exist even if the reset-free p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c19805135d76b274ff8d673d5c7370b
http://hdl.handle.net/2445/157841
http://hdl.handle.net/2445/157841