Updating pricing rules
Sign Up to like & getrecommendations! Published in 2018 at "Economic Theory"
DOI: 10.1007/s00199-018-1125-9
Abstract: This paper studies the problem of updating the super-replication prices of arbitrage-free finite financial markets with a frictionless bond. Any super-replication price is a pricing rule represented as the support function of some polytope of… read more here.
Keywords: updating pricing; pricing rule; pricing; pricing rules ... See more keywords
Full Bayesian identification of linear dynamic systems using stable kernels.
Sign Up to like & getrecommendations! Published in 2023 at "Proceedings of the National Academy of Sciences of the United States of America"
DOI: 10.1073/pnas.2218197120
Abstract: System identification learns mathematical models of dynamic systems starting from input-output data. Despite its long history, such research area is still extremely active. New challenges are posed by identification of complex physical processes given by… read more here.
Keywords: bayesian identification; stable kernels; identification; kernels full ... See more keywords
Full Bayesian Comparative Phylogeography from Genomic Data
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DOI: 10.1093/sysbio/syy063
Abstract: Abstract A challenge to understanding biological diversification is accounting for community‐scale processes that cause multiple, co‐distributed lineages to co‐speciate. Such processes predict non‐independent, temporally clustered divergences across taxa. Approximate‐likelihood Bayesian computation (ABC) approaches to inferring… read more here.
Keywords: new method; genomic data; phylogeography genomic; full bayesian ... See more keywords