Zobrazeno 1 - 10
of 7 876
pro vyhledávání: '"Lindquist P"'
Autor:
Lauria, Davide, Park, JiHo, Hu, Yuan, Lindquist, W. Brent, Rachev, Svetlozar T., Fabozzi, Frank J.
We address the problem of asset pricing in a market where there is no risky asset. Previous work developed a theoretical model for a shadow riskless rate (SRR) for such a market in terms of the drift component of the state-price deflator for that ass
Externí odkaz:
http://arxiv.org/abs/2411.07421
We introduce a fairly general, recombining trinomial tree model in the natural world. Market-completeness is ensured by considering a market consisting of two risky assets, a riskless asset, and a European option. The two risky assets consist of a st
Externí odkaz:
http://arxiv.org/abs/2410.04748
Autor:
Doan, Bao Gia, Nguyen, Dang Quang, Lindquist, Callum, Montague, Paul, Abraham, Tamas, De Vel, Olivier, Camtepe, Seyit, Kanhere, Salil S., Abbasnejad, Ehsan, Ranasinghe, Damith C.
Object detectors are vulnerable to backdoor attacks. In contrast to classifiers, detectors possess unique characteristics, architecturally and in task execution; often operating in challenging conditions, for instance, detecting traffic signs in auto
Externí odkaz:
http://arxiv.org/abs/2408.12122
Autor:
Cui, Yufang, Lindquist, Anders
In this paper, we tackle the significant challenge of simultaneous stabilization in control systems engineering, where the aim is to employ a single controller to ensure stability across multiple systems. We delve into both scalar and multivariable s
Externí odkaz:
http://arxiv.org/abs/2405.13440
We present a unified, market-complete model that integrates both the Bachelier and Black-Scholes-Merton frameworks for asset pricing. The model allows for the study, within a unified framework, of asset pricing in a natural world that experiences the
Externí odkaz:
http://arxiv.org/abs/2405.12479
Ensemble systems appear frequently in many engineering applications and, as a result, they have become an important research topic in control theory. These systems are best characterized by the evolution of their underlying state distribution. Despit
Externí odkaz:
http://arxiv.org/abs/2405.12415
The ISO/IEC TS 27560:2023 Privacy technologies - Consent record information structure provides guidance for the creation and maintenance of records regarding consent as machine-readable information. It also provides guidance on the use of this inform
Externí odkaz:
http://arxiv.org/abs/2405.04528
Using data from 2000 through 2022, we analyze the predictive capability of the annual numbers of new home constructions and four available environmental, social, and governance factors on the average annual price of homes sold in eight major U.S. cit
Externí odkaz:
http://arxiv.org/abs/2404.07132
We develop two alternate approaches to arbitrage-free, market-complete, option pricing. The first approach requires no riskless asset. We develop the general framework for this approach and illustrate it with two specific examples. The second approac
Externí odkaz:
http://arxiv.org/abs/2403.17187
Autor:
Vishnubhotla, Krishnapriya, Teodorescu, Daniela, Feldman, Mallory J., Lindquist, Kristen A., Mohammad, Saif M.
We are united in how emotions are central to shaping our experiences; and yet, individuals differ greatly in how we each identify, categorize, and express emotions. In psychology, variation in the ability of individuals to differentiate between emoti
Externí odkaz:
http://arxiv.org/abs/2403.02281