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The following paper gives you really all of the missing steps in a very detailed form:A Complete Solution to the Black-Scholes Option Pricing Formula by Ravi Shukla and Michael TomasFrom the paper:"This presentation is purely for pedagogical purposes. In the course of doing work onoption pricing, we found no complete s... |
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Now showing items 1-10 of 33
The ALICE Transition Radiation Detector: Construction, operation, and performance
(Elsevier, 2018-02)
The Transition Radiation Detector (TRD) was designed and built to enhance the capabilities of the ALICE detector at the Large Hadron Collider (LHC). While aimed at providing electron... |
Let $f_{n}$ be some sequence of functions.
If $f_{n}$ uniformly converges to $f$ then is it true that $f^{\prime}_{n}\rightarrow f^{\prime}$?
Is there an example that proves/disproves this?
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields... |
I was reviewing past exam questions for a math competition known as UIL Calculator Applications when I stumbled across the following question:
A large amount of dough is rolled out and as many circular cookies as possible are cut from the rolled-out dough. The remaining dough is piled together, rerolled and more circul... |
If $A+B+C=\pi$ :
$$ \sin A + \sin B + \sin C \le \frac{3\sqrt{3}}{2} \\ \cos A + \cos B + \cos C \le \frac{3}{2} \\ \tan A + \tan B + \tan C \le 3\sqrt{3} $$
with the equalities holding in the case of an equilateral triangle ($A=B=C=\frac{\pi}{3}$). I've also found out that of all the triangles inscribed in a circle, a... |
Difference between revisions of "Colloquia/Fall18"
(→Spring Abstracts)
(→Spring 2018)
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| April 13
| April 13
| [https://www.math.brown.edu/~jpipher/ Jill Pipher] (Brown)
| [https://www.math.brown.edu/~jpipher/ Jill Pipher] (Brown)
−
|[[#Jill Pipher| Mathematical ideas in cryptography ]]
+
|[[#Jill Piph... |
This post discusses how to introduce finite energy resources (ex. oil, natural gas) into the real business-cycle (RBC) model. The title comes from the fact that I will model the stock of energy as a cake eating problem.
Simple Cake Eating Problem
Imagine you have a cake (that never goes bad) and you need to decide how ... |
I am currently trying to understand a little bit of axiomatic set theory, following Enderton's fun book "Elements of Set Theory" and am a little unclear about the set of natural numbers as defined in Chapter 4.
Firstly, let me note that the axioms in the book preceding the study of the natural numbers are the axiom of ... |
Are there efficient algorithms for calculating determinants of matrices?
closed as off-topic by Shailesh, Namaste, Delta-u, José Carlos Santos, Strants Jul 20 '18 at 14:18
This question appears to be off-topic. The users who voted to close gave this specific reason:
" This question is missing context or other details: ... |
Please, help me make equivalent transformations with this formula (A∨C→B)(A→C)(¬B→¬A∧C)(¬A→(C→B))(B→¬C→¬A). Thanks.
You cannot "mix" in this way different "conventions" regarding symbols.
If you want to use
propositional connectives (like : $\lor, \land$) instead of boolean operators (like : $\cdot, +$) you have to rew... |
The formal notion you're looking for is that of an affine space. You have already linked a question (2) to which I've given a fairly thorough technical answer, so I'll avoid the formalism here.
Yes, you are essentially correct. Displacement vectors can be identified with the "difference" between two points, and are fun... |
Assume you want to create a security which replicates the implied volatility of the market, that is when $\sigma$ goes up, the value of the security $X$.
The method you could use is to buy call options on that market for an amount $C$.
We know that call options have a positive vega $\nu = \frac{\partial C}{\partial \si... |
PURPOSE
This app can be used to identify the relation between independent variables and specified quantiles of a dependent variable. Independent variables include continuous or categorical independent variables. And the model can support interaction effects. It supports multiple bandwidth methods including bootstrap me... |
I updated my work to show the steps of how I got my expansion.
I just want to know if what I have worked on so far is correct or if I messed something up along the way.
I have the function
$$f(x) = \int_0^x \frac {\log(1+t)}{t}dt$$
I would like a confirmation for my Taylor expansion of $\log(1+t)$ about $x_0 = 0$. I go... |
Given a general ellipse $$Ax^2+Bxy+Cy^2+Dx+Ey+F=0$$ where $B^2<4AC$, what are the major and minor axes of symmetry in the form $ax+by+c=0$?
It is possible of course to first work out the angle of rotation such that $xy,x,y$ terms disappear, in order to get an upright ellipse of the form $x^2/p^2+y^2/q^2=1$ and proceed ... |
I'm having trouble understanding on which side the induced representation functor is adjoint to the restriction functor.
For simplicity I'm assuming $H$ is a subgroup of $G$ (we could also see it as a morphism $H\to G$). Let me denote $\mathbf{Rep}_H$ the category of representations of $H$ over a fixed field $K$ (simil... |
This question already has an answer here:
Evaluate $$\lim_{n \rightarrow \infty~} \dfrac {[(n+1)(n+2)\cdots(n+n)]^{\dfrac {1}{n}}}{n}$$ using Cesáro-Stolz theorem.
I know there are many question like this, but i want to solve it using Cesáro-Stolz method and no others.
I took log and applied Cesáro-Stolz, I get $$\log{... |
Your expression for $p(x)$ is $$ \sum_{k_i\ge 0}\left(\frac{x^{\sum_{i=1}^\infty ik_i}}{\prod_{i=1}^\infty k_i!(i!)^{k_i}}\right)=\sum_{k_i\ge 0}\left(\prod_{i=1}^\infty\frac{x^{i k_i}}{k_i!(i!)^{k_i}}\right). $$ Now, when you expand $\displaystyle \prod_{i=1}^\infty \left(\sum_{k_i=0}^\infty \frac{x^{ik_i}}{k_i!(i!)^{... |
Given curve $c$ in $\mathbb{R}^3$, there are $3$ 2-dimensional submanifolds $N_i$ containing $c$ s.t. they are ruled surfaces $$N_i(s,t)=c(t)+s V_i$$ where $\{V_i\}$ is an orthonormal set.
Clearly, $N_i$ has a intrinsic metric so that $c$ has a normal curvature $k_i$
Hence show that $\sum_i\ k_i\geq k\ \ast$
Proof : If... |
Olga Taussky-Todd and John Francis are two of the most recognizable figures in matrix analysis. Both were directly involved with the study of flutter (dynamic instability) of aircraft wings, while working in London. Taussky worked at the National Physical Laboratory, during World War II, and Francis worked at the Natio... |
Exact Near Instantaneous Frequency Formulas Best at Zero Crossings
Introduction
This is an article that is the last of my digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). It is along the lines of the last two.
In those articles, I presented exact formulas for calculating th... |
It's one of my real analysis professor's favourite sayings that "being obvious does not imply that it's true".
Now, I know a fair few examples of things that are obviously true and that can be proved to be true (like the Jordan curve theorem).
But what are some theorems (preferably short ones) which, when put into laym... |
LEARNING OBJECTIVES
By the end of this lesson, you will be able to:
Graph an absolute value function. Solve an absolute value equation. Solve an absolute value inequality.
Until the 1920s, the so-called spiral nebulae were believed to be clouds of dust and gas in our own galaxy, some tens of thousands of light years aw... |
By definition, any language (decision problem) $L$ is defined as a subset of $\{0,1\}^*$, where $\{0,1\}$ is the alphabet.
$L^c$ is said to be the complement of the language, and it seems to be defined as follows - $\forall w, w\in L \implies w \notin L^c$ and $w \notin L \implies w \in L^c$.
Equivalently, according to... |
to answer this question it is helpful to have a clear definition of the different types of limits involved (the limit of a sequence, the normal limit and the one-sided limits which is probably meant by 'lateral limits' in your book):
As stated for example here the left- and right-hand limits are defined as
Right-hand l... |
Consider the system of 3 ordinary differential equations
$$\dot{x}=v$$
$$\dot{v}=a$$
$$\dot{a}=-Aa+v^{2}-x$$
which can also be written as a single 3rd order ODE
$$\dddot{x}=-A\ddot{x}+\dot{x}^{2}-x$$
$A$ is an arbitrary constant and the dot means derivative with respect to time, i.e. $\dot{x}=dx/dt,\ddot{x}=d^{2}x/dt^{... |
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81. Search for charged Higgs bosons in the H-+/- -> tb decay channel in pp collisions at root s=8 TeV using the ATLAS detector
JOURNAL OF HIGH ENERGY PHYSICS, ISSN 1029-8... |
Consider the graphs of a quadratic function and a linear function on the same set of axes. cutting2 points of intersection $b^2-4ac \gt 0$ touching1 point of intersection $b^2-4ac = 0$ missingno points of intersection $b^2-4ac \lt 0$ In the graphs meet, the coordinates of the points of intersection of the graphs can be... |
I apologize if the question is too simple but to me it's a bit difficult to see. I have certain data, let's say data in units of mass [kg] over a range of few years. I get the input of mass every 2 days during a period of 20 years. In theory the mass should be constant over time but it has a small variation each timest... |
This question already has an answer here:
Exercise :
Prove that : $$\frac{|a+b|}{1+|a+b|} \leq \frac{|a|}{1+|a|} + \frac{|b|}{1+|b|}$$ for $a,b \in \mathbb R$.
Methods I have tried so far include: Using the triangle inequality on the numerator on the left side, but I got an expression which was sometimes too big, so it... |
Let's assume that this is a problem in projectile motion--i.e. all the force is imparted to the rocket at the start and afterwards the rocket has constant downward acceleration of $32.2\ \mathrm{ft}/\mathrm{s}^2$. Let's also assume that the 20° is the angle of inclination from the horizontal. (These is not clear from y... |
I’ve been working on updates for the
simstudy package. In the past few weeks, a couple of folks independently reached out to me about generating correlated binary data. One user was not impressed by the copula algorithm that is already implemented. I’ve added an option to use an algorithm developed by Emrich and Piedmo... |
L # 1
Show that
It is no good to try to stop knowledge from going forward. Ignorance is never better than knowledge - Enrico Fermi.
Nothing is better than reading and gaining more and more knowledge - Stephen William Hawking.
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IPBLE: Increasing Performance By Low... |
A discrete-time sinusoid can have frequency up to just shy of half the sample frequency. But if you try to plot the sinusoid, the result is not always recognizable. For example, if you plot a 9 Hz sinusoid sampled at 100 Hz, you get the result shown in the top of Figure 1, which looks like a sine. But if you plot a 35 ... |
I have Kepler's first law of planetary motion:
$$\text{r}=\frac{\text{p}}{1+\epsilon\cos\left(\theta\right)}\tag1.$$
Now, for $\epsilon$ I have:
$$0<\epsilon=\sqrt{1+\frac{2\cdot\eta\cdot\text{h}^2}{\mu^2}}<1\tag,$$
because it is an ellipse.
Now, for $\mu$:
$$\mu=\text{G}\cdot\text{M}\tag3,$$
and for $\eta$:
$$\eta=-\f... |
For $k = 1, 2,...,n-1$ let $V_k = V(\lambda_k)$ be the Weyl module for the special orthogonal group $G = \mathrm{SO}(2n+1,\F)$ with respect to the $k$-th fundamental dominant weight $\lambda_k$ of the root system of type $B_n$ and put $V_n = V(2\lambda_n)$. It is well known that all of these modules are irreducible whe... |
The equations point the way
The question states two use cases, projectiles in a vacuum and projectiles in an atmosphere. As the shape of a projectile in a vacuum is simple, ie. whatever shape fits the barrel, the rest of the answer will concern itself with the more complicated atmospheric case.
The drag equation will h... |
Difference between revisions of "Multi-index notation"
m (→Leibnitz formula for higher derivatives of multivariate functions)
m (Added category TEXdone)
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$\def\a{\alpha}$
$\def\a{\alpha}$
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The partial der... |
Hypercube graph Set
context $ n\in\mathbb N, n\ge 1 $ range $ V\equiv \{0,1\}^n $
definiendum $Q_n\equiv \langle V,E\rangle$
range $ k\in\mathbb N,1\le k\le n $ for all $ v,w\in V $
postulate $ \{v,w\}\in E\leftrightarrow \exists!k.\ \pi_k(v)\neq\pi_k(w) $ Discussion
The Hypercube graph, also called n-cube, has vertice... |
Small challenge
06-06-2017, 08:05 AM (This post was last modified: 06-06-2017 09:44 AM by Pekis.)
Post: #1
Small challenge
Hello,
While making an Android app, I had to draw a small equilateral triangle pointing to a circle:
r: Outer Circle Radius: distance OAB
d: Side length of the equilateral triangle.
d=a*r, where a ... |
I have difficulties calculating the area and setting the right boundaries of the following polar coördinates:
$$r=2(1+cos(\theta) ) $$
Thanks in advance
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It only takes a minute to sign up.S... |
I am trying to value an option on N assets, say $S^1, S^2,..., S^N$ that expires in $\Delta T$ years using Monte Carlo simulation. I have read many sources that state I should use the following formula for each asset:
$S_T^i = S_0^i exp( (\mu_i - \sigma_i^2/2)\Delta T + \alpha_i\sigma_i\sqrt{\Delta T})$
Where:
The $i$'... |
NTS ABSTRACTSpring2019
Return to [1]
Jan 23
Yunqing Tang Jan 24
Hassan-Mao-Smith--Zhu The diophantine exponent of the $\mathbb{Z}/q\mathbb{Z}$ points of $S^{d-2}\subset S^d$ Abstract: Assume a polynomial-time algorithm for factoring integers, Conjecture~\ref{conj}, $d\geq 3,$ and $q$ and $p$ prime numbers, where $p\leq... |
I propose a small modification of the parametrization for the torus that addresses issues with conformality. Try
F[t_, u_, r_] := {Cos[t] (r + Cos[u + Sin[u]/r]),
Sin[t] (r + Cos[u + Sin[u]/r]),
Sin[u + Sin[u]/r]}
instead. Next, we wish to choose suitable values for $m, n$ for a given $r$ such that the mapping of the r... |
1) A $4\times4$ square matrix has distinct eigenvalues $\{0, 1, 2, 3\}$. What is its rank?
2) Let $a,b\in\mathbb{R}^n$ be two non-zero linearly independent vectors, and let $\alpha,\beta\in\mathbb{R}$ be two non-zero scalars.
i) What is the rank of the matrix $M = \begin{bmatrix}a&\alpha a&b&\beta b\end{bmatrix}$?
ii) ... |
Lebesgue integral
The most important generalization of the concept of an integral. Let $(X,\mu)$ be a space with a non-negative complete countably-additive measure $\mu$ (cf. Countably-additive set function; Measure space), where $\mu(X)<\infty$. A simple function is a measurable function $g:X\to\mathbb R$ that takes a... |
Consider the series $\displaystyle{ \sum_{n=1}^{\infty} \left[ \frac{\sin \left( \frac{n^2+1}{n}x\right)}{\sqrt{n}}\left( 1+\frac{1}{n}\right)^n\right]}$ . Find all points at which the series is convergent. Find all intervals that the series is uniformly convergent.
I know that I need to use Dirichlet and/or Abel Crite... |
I have a proper rotation transformation between coordinate axes $\{X, Y, Z\}$ and $\{X^\prime, Y^\prime, Z^\prime\}$. What I am given are three angles, all of which have vertex at the origin:
Let the line of intersection between the $XY$ plane and the $X^\prime, Y^\prime$ plane be OA; then I am given that the angle bet... |
Definition
When a complex number is thought of as a vector in two dimensions, the $X$ coordinate $x$ and the $Y$ coordinate $y$ can be expressed in terms of the length of the vector $r$ and the angle made by this vector with the positive $X$-axis, namely $\theta$. Since $x = r \cos \theta$ and $y = r \sin \theta$, $z$ ... |
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Production of charged pions, kaons and protons at large transverse momenta in pp and Pb-Pb collisions at $\sqrt{s_{NN}}$ = 2.76 TeV
(Elsevier, 2014-09)
Transverse momentum spectra of $\pi^{\pm}, K^{\pm}$ and $p(\bar{p})$ up to $p_T$ = 20 GeV/c at mid-rapidity, |y| $\le$ 0.8, in pp and ... |
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Now showing items 1-5 of 5
Forward-backward multiplicity correlations in pp collisions at √s = 0.9, 2.76 and 7 TeV
(Springer, 2015-05-20)
The strength of forward-backward (FB) multiplicity correlations is measured by the ALICE detector in proton-proton (pp) collisions at s√ = 0.9, 2.76 and 7 TeV. The measurement... |
Consider the problem of finding a minimal volume-covering ellipsoid:
$$\begin{array}{ll} \text{minimize} & \log \det X^{-1}\\ \text{subject to} & a_i^T X a_i \le 1\\ & X \succeq 0\end{array}$$
I have two questions:
Can the problem above be written as a semidefinite program (SDP)?
If the answer to question 1 is yes, how... |
Let's back up a little bit and provide a comprehensive answer to these types of problems.
Suppose $u(x,t)$ solves \begin{align}u_t&=u_{xx}, \qquad 0 < x < \ell,\ t>0,\\u(0,t)&=f(t),\\u(\ell, t)&=g(t),\\u(x,0)&=h(x).\end{align}In the subsequent work, we will impose whatever smoothness conditions on the initial and bound... |
The sequences which are Cauchy for every compatible metric on $X$ are exactly the (topologically) convergent sequences. Every convergent sequence is easily seen to be Cauchy for every compatible metric, so we're asking about the converse.
So let $(x_n)$ be a sequence in a metrizable space $X$ which is
not convergent. P... |
This answer focuses on identifying families of solutions to the problem described in the question.
I've made two provisional conjectures in order to make progress with the problem:
The result can be stated for three $2n$-gons rather than two $n$-gons and one $2n$-gon.
Solutions have mirror symmetry. Or equivalently, in... |
These symbols are like arrow, except the arrow heads are inverted. Some ASCII art: >-- or --<
Could you help?
TeX - LaTeX Stack Exchange is a question and answer site for users of TeX, LaTeX, ConTeXt, and related typesetting systems. It only takes a minute to sign up.Sign up to join this community
I couldn't find any e... |
Fermat's little theorem
For a number $a$ not divisible by a prime number $p$, the congruence $a^{p-1}\equiv1\pmod p$ holds. This theorem was established by P. Fermat (1640). It asserts that the order of every element of the multiplicative group of residue classes modulo $p$ divides the order of the group. Fermat's litt... |
I do have various questions regarding the topic of probability measures on polish spaces in general, thus I am trying to divide them in “small” subquestions. Hence, this is my first question on this issue.
Notation: $\Omega$ is a Polish space; $\mathcal{B}(\Omega)$ is the Borel $\sigma$-algebra on $\Omega$; $\Delta (\O... |
Excuse the large title (The 'good title' page said not to be afraid to make it too long)
$\{23,114,187,473,2792,5624,19640,75884,187211,479797,1452795,5102858,14872865,72392867,146262888\}$
I'm trying to figure out the nth term for these numbers. To help:
I'm generating these numbers on a python program:
import math n=... |
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Now showing items 1-1 of 1
Production of charged pions, kaons and protons at large transverse momenta in pp and Pb-Pb collisions at $\sqrt{s_{NN}}$ = 2.76 TeV
(Elsevier, 2014-09)
Transverse momentum spectra of $\pi^{\pm}, K^{\pm}$ and $p(\bar{p})$ up to $p_T$ = 20 GeV/c at mid-rapidity, |y| $\le$ 0.8, in pp and ... |
Let $X$ be some (possibly?) arbitrary compact, complex manifold of dimension $d$, and let $\overline{M}_{g,n}(X, \beta)$ be the compactified moduli space of
stable holomorphic maps $f: C \to X$, where $C$ is a connected genus $g$ curve with $n$ marked points, and the image lands in the homology class $\beta$ of $X$.
Th... |
I need help about spherical geometry problem that I need to use it for my project.
I try to calculate $T_1 $ and $T_2$ coordinates on $B$ centered small circle on the sphere and $AT_1$ and $AT_2$ circular lines are tangent to that small circle.
Given Earth Angle Coordinates (Longitude (-180,+180) , Latitude (-90,90)) a... |
I am asked to find the integrating factor and solve.
$$ y\sin(y)dx + x(\sin(y) - y\cos(y))dy = 0.$$
I'm not sure on how to put this in the form of
$$y' + p(x)y = f(x)$$
to solve the equation. Or is there another method to use?
Mathematics Stack Exchange is a question and answer site for people studying math at any leve... |
If $x_1 = \alpha, x_{n+1} = 3x_n^2$ then first you form the geometric picture in your mind, which you did correctly. Now, to see what exactly is happening, you must first inspect $x_{n+1} = 3x_n^2$ as a growth pattern, and then ram home the argument formally.
This lemma is our key tool.
If $0 < \alpha < \frac 13$, then... |
What are the Law of Indices?
\[\begin{array}{l}{x^0} = 1\\{x^m} \times {x^n} = {x^{m + n}}\\\frac{{{x^m}}}{{{x^n}}} = {x^{m - n}}\\{\left( {{x^m}} \right)^n} = {x^{mn}}\\{x^{ - m}} = \frac{1}{{{x^m}}}\\{x^{\frac{m}{n}}} = \sqrt[n]{{{x^m}}} = {\left( {\sqrt[n]{x}} \right)^m}\end{array}\]
GCSE Maths - Rules of Indices (1... |
${{\boldsymbol \Sigma}{(1560)}}$ Bumps $I(J^P)$ = $1(?^{?})$
This entry lists peaks reported in mass spectra around 1560 MeV without implying that they are necessarily related. DIONISI 1978B
observes a 6 standard-deviation enhancement at 1553 MeV in the charged ${{\mathit \Lambda}}$ /${{\mathit \Sigma}}{{\mathit \pi}}$... |
How to show that the Riemann hypothesis, random walks and the Möbius function are related or even equivalent?
I was reading the paper Randomness and Pseudorandomness by Avi Wigderson, but to me the most interesting thing wasn't discussed there.
Mathematics Stack Exchange is a question and answer site for people studyin... |
For any rigid pendulum the angular frequency is given by:
$$ \omega = \sqrt{\frac{mgx}{I}} $$
where $m$ is the centre of mass of the rigid object and $x$ is the distance of the pivot from the centre of mass. Suppose we start with the pivot passing through the centre of mass, i.e. $x=0$, then obviously the angular frequ... |
Normal forms for non-uniform contractions
Department of Mathematics, The Pennsylvania State University, University Park, PA 16802, USA
Let $f$ be a measure-preserving transformation of a Lebesgue space $(X,\mu)$ and let ${\mathscr{F}}$ be its extension to a bundle $\mathscr{E} = X \times {\mathbb{R}}^m$ by smooth fiber... |
in a previous question, I mistakenly attempted to subtract one cardinal number from another. Anyway, this got me to thinking, suppose I have two sets $X$ and $Y$, with $Y\subseteq X$. Suppose also that $|X|=|Y|=|X-Y|=\kappa$ for some cardinal number $\kappa$. Does there exist some bijection $f\colon X\to X$ such that $... |
Last night I was playing as my level 20 Barbarian, when our party encountered an enemy who was immune to all damage, unless it was of a specific elemental type.
This was particularly unfortunate for me, since my Barbarian deals exclusively in piercing and slashing damage. This resulted in me effectively standing around... |
The main reason for reactive power compensation is to regulate the voltage magnitude. Note that the compensation might be both positive and negative (reactive power in, or reactive power out). In a transmission system, there is a strong correlation between reactive power and voltage magnitude, whereas the active power ... |
So here is an abrupt try find connections between them. I know this is incomplete and I hope someone else adds more/edits more into this:
The Ricci flow equation
$$\frac{dg}{dt} = - 2 Ric(g(t))$$
Both sides are the same type of object : at each point $p \in M$, a bilinear form on $T_pM$.
In terms of local coordinates t... |
This question already has an answer here:
Given $L=\{a^ib^jc^k | i\neq j \space and \space j=k\}$. Is this CFL? How do I write CFG for it or prove it with pumping lemma? Thanks.
Computer Science Stack Exchange is a question and answer site for students, researchers and practitioners of computer science. It only takes a... |
Suppose that the weight of a person selected at random from some population is normally distributed with parameters $\mu$ (mean) and $\sigma$ (variance). Suppose also that $P(X \le 160) = 1/2$ and $P(X \le 140) = 1/4.$ Find $\mu$ and $\sigma,$ and find $P(X \ge 200).$ Of all the people in the population weighing at lea... |
This blog discusses a problematic situation that can arise when we try to implement certain digital filters. Occasionally in the literature of DSP we encounter impractical digital IIR filter block diagrams, and by impractical I mean block diagrams that cannot be implemented. This blog gives examples of impractical digi... |
In my experience, there are two primary methods of alpha generation. In both cases, assume we know what price is.
Method 1: Inference on what the price/payoff will be.
Method 2: Inference on what the underlying (“intrinsic”) value is (I.e., what the price/payoff
should be).
Generally, method 1 regresses variables (e.g.... |
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Now showing items 1-10 of 32
The ALICE Transition Radiation Detector: Construction, operation, and performance
(Elsevier, 2018-02)
The Transition Radiation Detector (TRD) was designed and built to enhance the capabilities of the ALICE detector at the Large Hadron Collider (LHC). While aimed at providing electron... |
How to evaluate the limit $$\lim_{n \to +\infty}(-1)^n\frac{n^n + \ln n}{\cos(n\pi)(n + \pi)^n}$$?
I was suspecting that the sequence does not converge, but the ratio test, which is the only one that I know, turned out to be useless. The limit of the ratio $\frac{a_{n+1}}{a_n}$ is $1$, so the test is inconclusive.
It t... |
The critical thing is to compute the probability of $A$ winning, the rest is standard and I'll omit it.
We can proceed recursively. Let $P_A(m,n)$ denote the probability that $A$ wins given that we start with $m$ non-diamonds and $n$ diamonds. Of course we want $P_A(39,13)$.
I'll assume we are working without replaceme... |
Just wanted to provide a little color to @assylias' answer, which is a correct one.
The S&P 500 index is constructed according to an adjusted float weighted methodology, in which a change in the index level is defined by a
Laspeyres index:
$\frac{I + \Delta I}{I} = \frac{\sum_i P_{i,t+1}*Q_{i,t}}{\sum P_{i,t}*Q_{i,t}} ... |
Suppose $N$ and $H$ are groups and $\phi: H \rightarrow \operatorname{Aut}(N)$ is a homomorphism. We know that $N \rtimes_{\phi} H = N \times H$ if and only if $\phi$ is trivial, but this question is a bit different.
Does $N \rtimes_{\phi} H \cong N \times H$ imply that $\phi$ is trivial?
My first idea is that there sh... |
Date: 27.09.17 Times: 10:00 to 11:00 Place: IMUB-Universitat de Barcelona Speaker: David Martí-Pete University: Kyoto University
Abstract:
We study the parameter space of the complex standard family
$F_{\alpha,\beta}(z)=z+\alpha+\
beta \sin z,$
where the parameter $0<\beta\ll 1$ is considered to be fixed and the bifurc... |
Modal Logic Framework Modal operators $\Box_R$ … necessarily $\Diamond_R=\neg\Box_R\neg$ … possibly Semantics $\langle W,R\rangle$ … “Kripke frame” where $W$ … (type of) worlds $R\subseteq W\times W$ … binary accessibility relation $wRv$ … “$v$ is accessible from $w$” $P(w)$ … predicate $(\Box_R P)(w)$ … $\forall v.\, ... |
Many thermal boundary conditions are available in OpenFOAM. I will upload some basic cases that explain the usage of these boundary conditions. Source Code src/TurbulenceModels/compressible/turbulentFluidThermoModels/derivedFvPatchFields/ convectiveHeatTransfer
It calculates the heat transfer coefficients from the foll... |
I will implement some calculators to estimate the proper settings for the boundary prism layer meshing.
Simple mathematical calculations, such as the four arithmetic operations and power, can be done using HTML and JavaScript.
Boundary Layer Mesh
\begin{align}
l_{n} = l_{1} r^{n-1} \end{align} \begin{align} l_{tot} = \... |
Hello I'm taking the course Algorithm and I have this problem:
Let $G=(V,E)$ be a directed graph. Let $U \subset V$ a subset of $V$, and also let $s,t$ be two vertices such that $s \neq t \in V$ and $s, t \not\in U$.
I need to write an algorithm that find the shortest path from $s$ to $t$ which visits only two vertices... |
June 28th, 2019, 12:53 PM
# 1
Newbie
Joined: Jun 2019
From: Italy
Posts: 7
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Sum of number's number
Hey, I have a number theory problem: determine the sum of the digits of a natural number. I have been thinking about it for a lot time during this days, but I can't still find a solution. Can someone give me an i... |
Here in this account I just want to make sure, that I've grasped the concept of natural selection as is usually spoken by evolutionary biologists, truly the wording here are non standard and in some sense sloppy, yet I want to make sure that I've got this concept right.
My account on what constitutes natural selection ... |
Suppose $\left \{ x_{n} \right \}$ and $\left \{ y_{n} \right \}$ converge to the limits $x$ and $y$, respectively. Also, suppose that $y_{n}$'s are nonzero. I want to show that the sequence $\left \{ \frac{x_{n}}{y_{n}} \right \} \rightarrow \frac{x}{y}$.
Let $\epsilon >0$. We can pick an $N$ such that $n \geq N$ $\Ri... |
I'm reading Intro to Topology by Mendelson.
The problem at hand is,
Show that $\text{Bdry}(A)=\emptyset$ if and only if $A$ is closed and open.
This was all the problem statement had, but I'm in the chapter covering closure, interior and boundary with respect to topological spaces.
Here is my attempt at the proof,
Supp... |
I am having problems with part 2 but provided part 1 for context - I believe I have part 1 correct but could be mistaken.
Let a Young-slits apparatus have slits separated by
d. Let the incoming light contain frequencies in range $\Delta\nu$ centred on $\nu_0$. We wish to be able to see clearly ten fringes, five each si... |
Many people (in different texts) use the following famous definition of the determinant of a matrix $A$: \begin{align*} \det(A) = \sum_{\tau \in S_n}\operatorname{sgn}(\tau)\,a_{1,\tau(1)}a_{2,\tau(2)} \ldots a_{n,\tau(n)}, \end{align*} where the sum is over all permutations of $n$ elements over the symmetric group. No... |
I want an intuition of how this set is constructed more than a formal proof. At first I thought that the set was simply defined axiomatically but further reading showed me that there had been attempts to construct the set explicitly like the construction from Cauchy sequences. So what are the real numbers ? An axiomati... |
X-ray Reflectivity Measurements and Landau Theory of Smectic Wetting in Liquid Crystal–Benzyl Alcohol Mixtures Author
Kellogg, G. J.
Kawamoto, E. H.
Foster, W.
Deutsch, Moshe
Ocko, B. M.
Published Versionhttps://doi.org/10.1103/PhysRevE.51.4709 MetadataShow full item record CitationKellogg, G. J., Peter S. Pershan, E. ... |
Assume $\mathcal{S} := \{0, 1, \cdots \}$, $p(0,1)=1$ and $p(n,0)=p(n,n+1)=\frac{1}{2}$ for $n=1,2, \cdots$. Is $0$ recurrent or transient?
So, basically this is an irreducible, closed but infinite Markov chain. Hence, we know that either all states are recurrent or transient.
If I define $\rho_{n,0} := P(T_0 < \infty ... |
$ST-CONN = \text{{(G,s,t) | G is directed graph, there's path from s to t}}$
I've learned the following deterministic algorithm to solve the problem in $log^2n$ space: $\psi(G,s,t,k) :$ $\hspace{1cm}\text{if k == 1: return 1 if there's edge from s to t, else return 0;}$ $\hspace{1cm}\text{foreach } v \in V(G) \text{:}$... |
The wording in this article is a little ambiguous. I thought of two interpretations, the first of which is incorrect. The second is correct but it doesn't explain the bit about "preservation of the positive cone".
It looks like it may be a case of mistakenly using that a mapping
fixes a subset when it only preserves a ... |
Rotations of second rank tensors are common in quantum mechanics and Nuclear Magnetic Resonance theory. The sums can often be simplified into simplified real components, but when many sums exist, simplification can be challenging to do by hand. For example,
$V_{20}' = \sum_m V_{2m} D_{m0}^{(2)} (\phi, \theta, 0)$
has 5... |
(Sorry was asleep at that time but forgot to log out, hence the apparent lack of response)
Yes you can (since $k=\frac{2\pi}{\lambda}$). To convert from path difference to phase difference, divide by k, see this PSE for details http://physics.stackexchange.com/questions/75882/what-is-the-difference-between-phase-differ... |
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