Search results for "Proximate"

Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices

2006

I consider the problem of the optimal limit order price of a financial asset in the framework of the maximization of the utility function of the investor. The analytical solution of the problem gives insight on the origin of the recently empirically observed power law distribution of limit order prices. In the framework of the model, the most likely proximate cause of this power law is a power law heterogeneity of traders' investment time horizons .

Test of the semischematic model for a liquid of linear molecules

1998

We apply to a liquid of linear molecules the semischematic mode-coupling model, previously introduced to describe the center of mass (COM) slow dynamics of a network-forming molecular liquid. We compare the theoretical predictions and numerical results from a molecular dynamics simulation, both for the time and the wave-vector dependence of the COM density-density correlation function. We discuss the relationship between the presented analysis and the results from an approximate solution of the equations from molecular mode-coupling theory [R. Schilling and T. Scheidsteger, Phys. Rev. E 56 2932 (1997)].

Indicators of Errors for Approximate Solutions of Differential Equations

2014

Error indicators play an important role in mesh-adaptive numerical algorithms, which currently dominate in mathematical and numerical modeling of various models in physics, chemistry, biology, economics, and other sciences. Their goal is to present a comparative measure of errors related to different parts of the computational domain, which could suggest a reasonable way of improving the finite dimensional space used to compute the approximate solution. An “ideal” error indicator must possess several properties: efficiency, computability, and universality. In other words, it must correctly reproduce the distribution of errors, be indeed computable, and be applicable to a wide set of approxi…

Thin plastic shell x-ray optics: an update

2003

We present new results from a program to develop large area X-ray telescopes that are made from thin plastic shells. We use multi-shell cylindrical lenses in a point-to-point configuration to form full aperture images of the small focal spot in a an X-ray tube on a microchannel plate detector. The image data are analyzed to yield radial profiles and encircled energy curves. The derived parameters can be extrapolated to the case of a telescope that is a conical approximation to Wolter 1 optics. The plastic shells can be coated with suitable mono- or multilayers that allow for a wideband coverage of X-ray energies. Our current program is focused on the development of a large area, hard X-ray …

Biweights on Partial *-Algebras

2000

This chapter is devoted to the systematic investigation of biweights on partial *-algebras. These are a generalization of invariant positive sesquilinear forms that still allows a Gel’fand—Naĭmark—Segal (GNS) construction of representations. In Section 9.1, we apply this GNS construction for biweights and we obtain *-representations and cyclic vector representations of partial *-algebras, and we give some examples of biweights. Section 9.2 is devoted to the investigation of the Radon—Nikodým theorem and the Lebesgue decomposition theorem for biweights on partial *-algebras. In Section 9.3, we define regular and singular biweights on partial *-algebras and we characterize them with help of t…

Well-behaved *-Representations

2002

This chapter is devoted to the study of the so-called well-behaved *-representations of (partial) *-algebras. Actually one may define are two notions of well-behavedness and we will discuss the relation between them. These notions are introduced in order to avoid pathologies which may arise for general *-representations and to select “nice” representations, which may have a richer theory. In Section 8.1, we construct a class {π p } of *-representations, starting from an unbounded C*-seminorm p and we define nice *-representations in {π p }, called well-behaved. We also characterize their existence. In Section 8.2, we introduce the well-behaved *-representations associated with a compatible …

Approximate solutions for two-level optimization problems

1988

This paper is devoted to general results for approximating two-level optimization problems in which the set of solutions to the lower level problem is not a singleton.

An order-adaptive compact approximation Taylor method for systems of conservation laws

2021

Abstract We present a new family of high-order shock-capturing finite difference numerical methods for systems of conservation laws. These methods, called Adaptive Compact Approximation Taylor (ACAT) schemes, use centered ( 2 p + 1 ) -point stencils, where p may take values in { 1 , 2 , … , P } according to a new family of smoothness indicators in the stencils. The methods are based on a combination of a robust first order scheme and the Compact Approximate Taylor (CAT) methods of order 2p-order, p = 1 , 2 , … , P so that they are first order accurate near discontinuities and have order 2p in smooth regions, where ( 2 p + 1 ) is the size of the biggest stencil in which large gradients are n…

Indexed Two-Dimensional String Matching

2016

Is There Anything New to Say About SIFT Matching?

2020

SIFT is a classical hand-crafted, histogram-based descriptor that has deeply influenced research on image matching for more than a decade. In this paper, a critical review of the aspects that affect SIFT matching performance is carried out, and novel descriptor design strategies are introduced and individually evaluated. These encompass quantization, binarization and hierarchical cascade filtering as means to reduce data storage and increase matching efficiency, with no significant loss of accuracy. An original contextual matching strategy based on a symmetrical variant of the usual nearest-neighbor ratio is discussed as well, that can increase the discriminative power of any descriptor. Th…