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Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. Computational Finance 02012-02-06
Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets. Portfolio Management 02012-02-06
Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams. Trading and Market Microstr ... 02012-02-06
Acoustic Communication for Medical Nanorobots. Robotics 02012-02-06
Token-DCF: An Opportunistic MAC protocol for Wireless Networks. Networking and Internet Arc ... 12012-02-06
Defeating the Kalka--Teicher--Tsaban linear algebra attack on the Algebraic Eraser. Cryptography and Security 02012-02-06
ProofFlow: Flow Diagrams for Proofs. Digital Libraries 02012-02-06
Double Negative Dispersion Relations from Coated Plasmonic Rods. Analysis of PDEs 02012-02-06
An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix. Information Theory 02012-02-06
Minimax Rates of Estimation for Sparse PCA in High Dimensions. Machine Learning 02012-02-06
Simulation of stochastic systems via polynomial chaos expansions and convex optimization. Computation 02012-02-06
Note on the One and Two-Sided Z Tests. Statistics 02012-02-06
Mcmc Methods for Functions: Modifying Old Algorithms to make them Faster. Computation 02012-02-06
Discussion of "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser. Methodology 02012-02-06
Discussion of "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser. Methodology 02012-02-06
Frasian Inference. Methodology 02012-02-06
Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities. Optimization and Control 02012-02-06
A tractable LIBOR model with default risk. Pricing of Securities 02012-02-06
Min-max fair coordinated beamforming in cellular systems via large systems analysis. Information Theory 02012-02-06
On Parameterized Gallager's First Bounds for Binary Linear Codes over AWGN Channels. Information Theory 02012-02-06
On metastability in nearly-elastic systems. Probability 02012-02-06
An index theorem on anti-self-dual orbifolds. Differential Geometry 02012-02-06
Examples of Discontinuity of Lyapunov Exponent in Smooth Quasi-Periodic Cocycles. Dynamical Systems 02012-02-06
On the splitting of polynomial functors. Algebraic Topology 02012-02-06
Chern-Weil Maslov index and its orbifold analogue. Symplectic Geometry 02012-02-06
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