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Settlement percolation: A study of building connectivity and poles of inaccessibility

August 20, 2019 by Complexity Digest   Comments (0)

•Spatial clustering is applied to coordinates of the building stock in Germany. •We determine the percolation distance at which a country spanning cluster emerges. •The top five largest holes in that mesh are or were military training areas. •The building density decreases with the clustering threshold following a power-law with an exponent close to 0.75. •The overbuilding is a phenomenon that is beyond the dichotomy of sprawled and compact urban development.   Settlement percolation: A study...

Entropic Dynamics of Exchange Rates and Options. (arXiv:1908.06358v1 [q-fin.PR])

August 19, 2019 by Quantitative Finance at arXiv   Comments (0)

An Entropic Dynamics of exchange rates is laid down to model the dynamics of
foreign exchange rates, FX, and European Options on FX. The main objective is
to represent an alternative framework to model dynamics. Entropic inference is
an inductive inference framework equipped with proper tools to handle
situations where incomplete information is available. Entropic Dynamics is an
application of entropic inference, which is equipped with the entropic notion
of time to model dynamics. The scale...

On non-uniqueness in mean field games. (arXiv:1908.06207v1 [math.PR])

August 19, 2019 by Quantitative Finance at arXiv   Comments (0)

We analyze an $N+1$-player game and the corresponding mean field game with
state space $\{0,1\}$. The transition rate of $j$-th player is the sum of his
control $\alpha^j$ plus a minimum jumping rate $\eta$. Instead of working under
monotonicity conditions, here we consider an anti-monotone running cost. We
show that the mean field game equation may have multiple solutions if $\eta <
\frac{1}{2}$. We also prove that that although multiple solutions exist, only
the one coming from the entropy...

Entropic Dynamics of Stocks and European Options. (arXiv:1908.06355v1 [q-fin.PR])

August 19, 2019 by Quantitative Finance at arXiv   Comments (0)

We develop an entropic framework to model the dynamics of stocks and European
Options. Entropic inference is an inductive inference framework equipped with
proper tools to handle situations where incomplete information is available.
The objective of the paper is to lay down an alternative framework for modeling
dynamics. An important information about the dynamics of a stock's price is
scale invariance. By imposing the scale invariant symmetry, we arrive at
choosing the logarithm of the stock's...

Explicit Design For Strategy Formulation Frameworks. (arXiv:1908.06890v1 [q-fin.GN])

August 19, 2019 by Quantitative Finance at arXiv   Comments (0)

This paper deals with the explicit design of the strategy formulations to
make the best strategic choices from a conventional matrix form. The explicit
strategy formulation is a new mathematical model which provides the analytical
strategy framework to find the best moment for strategy shifting for preparing
the rapid market changes. Analytically tractable results are obtained by using
the fluctuation theory. These results enables to predict the moment for
changing strategy in a matrix form and...

Enhancing the Demand for Labour survey by including skills from online job advertisements using model-assisted calibration. (arXiv:1908.06731v1 [econ.GN])

August 19, 2019 by Quantitative Finance at arXiv   Comments (0)

In the article we describe an enhancement to the Demand for Labour (DL)
survey conducted by Statistics Poland, which involves the inclusion of skills
obtained from online job advertisements. The main goal is to provide estimates
of the demand for skills (competences), which is missing in the DL survey. To
achieve this, we apply a data integration approach combining traditional
calibration with the LASSO-assisted approach to correct representation error in
the online data. Faced with the lack of...

Expected utility operators and coinsurance problem. (arXiv:1908.06927v1 [q-fin.MF])

August 19, 2019 by Quantitative Finance at arXiv   Comments (0)

The expected utility operators introduced in a previous paper, offer a
framework for a general risk aversion theory, in which risk is modelled by a
fuzzy number $A$. In this paper we formulate a coinsurance problem in the
possibilistic setting defined by an expected utility operator $T$. Some
properties of the optimal saving $T$-coinsurance rate are proved and an
approximate calculation formula of this is established with respect to the
Arrow-Pratt index of the utility function of the...

Clips From Today’s Halftime Report

August 19, 2019 by The Reformed Broker   Comments (0)

 Historically, we have not been following the yield curve as closely as we are now: Josh Brown from CNBC. How’s Ulta looking? Stick with Teledoc health? The desk answers your questions from CNBC. Raymond James: now’s the time to buy NXPI from CNBC. Markets are pricing in the backdrop of sluggish growth, says global...... The post Clips From Today’s Halftime Report appeared first on The Reformed Broker.

Jeffrey Epstein: What A Tangled Web He Weaved

August 19, 2019 by Timing Logic   Comments (0)

The story of Epstein is incomprehensible on one hand yet given the perversion and evil of those controlling our society, completely expected.  At this point, it’s implausible to believe anything about this story given the public names associated with Epstein’s vile pedophilia.  You don’t get off with a slap on the wrist as Epstein did a decade ago without very powerful people or organizations pulling levers outside of the views of democracy and the rule of law. Based on the...

Sandy Pentland: The benefits of social physics – BBC Ideas

August 19, 2019 by Complexity Digest   Comments (0)

MIT’s Alex ‘Sandy’ Pentland explains ‘social physics’ – the analysis of human interactions to improve communities. Source: www.bbc.com