The Zero Lower Bound and Economic Determinants of the Volatility Surface in the Interest Cap Markets
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Futures Markets"
DOI: 10.1002/fut.21829
Abstract: We address an important yet unanswered question: What would be the economic determinants of the implied volatility during the zero lower bound periods? To answer this question, we examine time variations of the cap market… read more here.
Keywords: zero lower; implied volatility; volatility; markets zero ... See more keywords
Accelerating exact nearest neighbor search in high dimensional Euclidean space via block vectors
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Intelligent Systems"
DOI: 10.1002/int.22692
Abstract: The nearest neighbor search is an essential operation for many computer vision, data mining, and machine learning problems. Since it is so widely used, the nearest neighbor search should be as fast as possible. This… read more here.
Keywords: neighbor search; lower bound; nearest neighbor; exact nearest ... See more keywords
Large monochromatic components in 3‐edge‐colored Steiner triple systems
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Combinatorial Designs"
DOI: 10.1002/jcd.21707
Abstract: It is known that in any r‐coloring of the edges of a complete r‐uniform hypergraph, there exists a spanning monochromatic component. Given a Steiner triple system on n vertices, what is the largest monochromatic component… read more here.
Keywords: lower bound; coloring edges; triple systems; steiner triple ... See more keywords
A novel lower bound for tip-apex distance
Sign Up to like & getrecommendations! Published in 2020 at "European Journal of Trauma and Emergency Surgery"
DOI: 10.1007/s00068-020-01514-x
Abstract: The cut-out of the cephalomedullary nail is among the most common post-surgery complications for intertrochanteric fractures. As a risk predictor, a tip-apex distance (TAD) below 25 mm, observed from orthogonal fluoroscopic views, is recommended in… read more here.
Keywords: apex distance; distance; tip apex; lower bound ... See more keywords
Strategy-proofness and identical preferences lower bound in allocation problem of indivisible objects
Sign Up to like & getrecommendations! Published in 2018 at "Economic Theory"
DOI: 10.1007/s00199-017-1049-9
Abstract: We study an allocation problem of heterogeneous indivisible objects among agents without money. Each agent receives at most one object and prefers any object to nothing. We identify the class of rules satisfying strategy-proofness, Pareto-efficiency,… read more here.
Keywords: strategy proofness; indivisible objects; identical preferences; preferences lower ... See more keywords
The sharp lower bound of the first Dirichlet eigenvalue for geodesic balls
Sign Up to like & getrecommendations! Published in 2021 at "Mathematische Zeitschrift"
DOI: 10.1007/s00209-021-02859-8
Abstract: On complete noncompact Riemannian manifolds with non-negative Ricci curvature, Li-Schoen proved the uniform Poincaré inequality for any geodesic ball. In this note, we obtain the sharp lower bound of the first Dirichlet eigenvalue of such… read more here.
Keywords: dirichlet eigenvalue; bound first; first dirichlet; lower bound ... See more keywords
Approximate Span Programs
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DOI: 10.1007/s00453-018-0527-1
Abstract: Span programs are a model of computation that have been used to design quantum algorithms, mainly in the query model. It is known that for any decision problem, there exists a span program that leads… read more here.
Keywords: span programs; span program; approximate span; phase gap ... See more keywords
Lower bound of null injectivity radius without curvature assumptions in a family of null cones
Sign Up to like & getrecommendations! Published in 2019 at "Annals of Global Analysis and Geometry"
DOI: 10.1007/s10455-019-09676-7
Abstract: We establish a new lower bound for the null injectivity radius of a null cone. The idea is to use a function closely related to the null second fundamental form which codifies the directional expansion… read more here.
Keywords: injectivity radius; lower bound; radius; null injectivity ... See more keywords
Polynomial method for estimating the lower bound for the cardinality of mixed sumsets
Sign Up to like & getrecommendations! Published in 2021 at "Acta Mathematica Hungarica"
DOI: 10.1007/s10474-021-01159-1
Abstract: We introduce the concept of mixed sumset and estimate the lower bound for its cardinality by means of the polynomial method. The result generalizes the well known Cauchy–Davenport Theorem and a theorem of Alon, Nathanson… read more here.
Keywords: lower bound; polynomial method; bound cardinality;
A lower bound of the distance between two elliptic orbits
Sign Up to like & getrecommendations! Published in 2019 at "Celestial Mechanics and Dynamical Astronomy"
DOI: 10.1007/s10569-019-9907-3
Abstract: We obtain a lower bound of the distance function (MOID) between two noncoplanar bounded Keplerian orbits (either circular or elliptic) with a common focus. This lower bound is positive and vanishes if and only if… read more here.
Keywords: bound distance; bound; lower bound; distance two ... See more keywords
Importance of Lower-Bound Shear Strengths in the Reliability of Spatially Random Clayey Slopes
Sign Up to like & getrecommendations! Published in 2020 at "Geotechnical and Geological Engineering"
DOI: 10.1007/s10706-020-01459-3
Abstract: The random finite element method is used to investigate the effect of including a lower-bound shear strength on the reliability of undrained slopes. The lower bound is represented by the remolded undrained shear strength, which… read more here.
Keywords: strength; clayey slopes; bound; bound shear ... See more keywords