Zobrazeno 1 - 10
of 108
pro vyhledávání: '"Souza, Max O."'
This article explores the optimisation of trading strategies in Constant Function Market Makers (CFMMs) and centralised exchanges. We develop a model that accounts for the interaction between these two markets, estimating the conditional dependence b
Externí odkaz:
http://arxiv.org/abs/2304.02180
Modeling social interactions is a challenging task that requires flexible frameworks. For instance, dissimulation and externalities are relevant features influencing such systems -- elements that are often neglected in popular models. This paper is d
Externí odkaz:
http://arxiv.org/abs/2210.15712
Autor:
da Silva, Poly H., Souza, Max O.
We consider a generalized version of the birth-death (BD) and death-birth (DB) processes introduced by Kaveh et al (2015), in which two constant fitnesses, one for birth and the other for death, describe the selection mechanism of the population. Rat
Externí odkaz:
http://arxiv.org/abs/2209.04572
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing state tha
Externí odkaz:
http://arxiv.org/abs/2206.01482
Autor:
Souza, Max O., Thamsten, Yuri
We investigate the portfolio execution problem under a framework in which volatility and liquidity are both uncertain. In our model, we assume that a multidimensional Markovian stochastic factor drives both of them. Moreover, we model indirect liquid
Externí odkaz:
http://arxiv.org/abs/2101.02731
We consider three classical models of biological evolution: (i) the Moran process, an example of a reducible Markov Chain; (ii) the Kimura Equation, a particular case of a degenerated Fokker-Planck Diffusion; (iii) the Replicator Equation, a paradigm
Externí odkaz:
http://arxiv.org/abs/1907.01681
Publikováno v:
In BioSystems January 2023 223
Autor:
Chalub, Fabio A. C. C., Souza, Max O.
We present a mechanistic formalism for the study of evolutionary dynamics models based on the diffusion approximation described by the Kimura Equation. In this formalism, the central component is the fitness potential, from which we obtain an express
Externí odkaz:
http://arxiv.org/abs/1808.07429
Autor:
Chalub, Fabio A. C. C., Souza, Max O.
The probability that the frequency of a particular trait will eventually become unity, the so-called fixation probability, is a central issue in the study of population evolution. Its computation, once we are given a stochastic finite population mode
Externí odkaz:
http://arxiv.org/abs/1801.02550
Autor:
Chalub, Fabio A. C. C., Souza, Max O.
This work is a systematic study of discrete Markov chains that are used to describe the evolution of a two-types population. Motivated by results valid for the well-known Moran (M) and Wright-Fisher (WF) processes, we define a general class of Markov
Externí odkaz:
http://arxiv.org/abs/1602.00478