Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …
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48 results for “market division”
LLMs can collude in market divisions, maximizing profits.
problem Strategic collusion of LLM agents in multi-commodity markets.
method Examined LLMs in Cournot competition frameworks, analyzing pricing and resource allocation strategies.
result LLMs can monopolize specific commodities without direct human input or explicit collusion commands.
Algorithm learns fair division from noisy feedback in uncertain markets.
problem Learning fair division in uncertain markets with noisy feedback.
method Wrapper algorithms using dual averaging to learn item and agent values from bandit feedback.
result Asymptotically achieves optimal Nash social welfare in linear Fisher markets.
Market incentivizes parties to share high-quality data for collaborative machine learning tasks.
problem Fair revenue distribution and data replication threats in collaborative machine learning markets.
method Introduces a novel payment division function robust to replication and customized output models.
result Validated assumptions and showed approximate satisfaction for commonly used models.
We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid) to investigate on two ma…
From division to extensionmath.CV
A new proof of an extension theorem with bounded generators.
problem Extension theorems in complex analysis.
method Skoda-type division theorem with bounded generators.
result The new division theorem allows to be 1 in the norm of the datum.
Solves division problem for L. Hörmander's systems.
problem Division problem for L. Hörmander's overdetermined systems.
method Formulates and proves divisibility criterion, coherence theorem.
result Establishes effective divisibility criterion and extends coherence theorem.
Proves divisibility relations for symplectic curve polynomials.
problem Divisibility relations for symplectic curve polynomials.
method New proofs of divisibility relations for Oka and Alexander polynomials of symplectic curves.
result Proves Libgober's divisibility relations for symplectic curves.
Uniform convexity in divisible domains leads to hyperbolic geometry.
problem Understanding the geometry of divisible convex sets in Finsler manifolds.
method Proving -uniform convexity of a specific Finsler metric.
result A strictly convex divisible domain induces a -uniformly convex Finsler metric.
Tropical division approximates polynomial division for neural networks.
problem Approximating polynomial division in max-plus semiring.
method Approximating Newton Polytope of dividend by divisor, then applying to neural networks.
result Minimizes a two-layer fully connected network for binary classification.
Paper tackles division difficulty, proposing new methods to improve accuracy.
problem Division is the most challenging arithmetic operation for both humans and computers.
method Proposes two novel approaches: Neural Reciprocal Unit (NRU) and Neural Multiplicative Reciprocal Unit (NMRU), and improves an existing division module.
result Improves division accuracy from 70.2% to 91.6%.
In contrast to the many examples of convex divisible domains in real projective space, we prove that up to projective isomorphism there is only one convex divisible domain in the Grassmannian of -planes in when . Moreover, this convex divisible domain is a model of the symmetric space associ…
Division algorithm for surface group rings yields standard complexes and cohomological dimensions.
problem Understanding cohomological dimensions of surface group actions.
method Division algorithm for group rings of surface groups.
result Some 2-complexes with surface fundamental groups are standard.
We find a remarkable agreement between the statistics of a randomly divided interval and the observed statistical patterns and distributions found in horse racing betting markets. We compare the distribution of implied winning odds, the average true winning probabilities, the implied odds conditional on a win, and the …
New proof of divisibility property for certain algebraic varieties.
problem Divisibility property for LQEL varieties.
method Construction of Clifford algebra representations to Severi varieties.
result New proof of Russo's Divisibility Property for LQEL varieties.
The paper sets lower bounds on envy-free divisions in cake-cutting problems.
problem Finding the minimum number of envy-free divisions in cake-cutting problems.
method Analyzes two scenarios: classical and hybrid, with different constraints and allocations.
result Sharp bounds and examples for envy-free divisions in both scenarios.
The paper revisits Rokhlin's divisibility theorem and its significance.
problem Rokhlin's divisibility theorem on signatures of manifolds.
method Overview and retrace of Rokhlin's proof and further developments.
result Reaffirms the importance of Rokhlin's theorem in manifold theory.
Proves Skoda's Division Theorem using degeneration and positivity of direct image bundles.
problem Division Theorem in Skoda's context
method Degeneration approach inspired by B. Berndtsson and L. Lempert's extension theorem
result Simplified and extended proof of extension theorem
Under certain integrability and geometric conditions, we prove division theorems for the exact sequences of holomorphic vector bundles and improve the results in the case of Koszul complex. By introducing a singular Hermitian structure on the trivial bundle, our results recover Skoda's division theorem for holomorphic …
The paper explains the topological origin of the distinction between incidence theorems over division rings and fields.
problem Understanding the distinction between incidence theorems over division rings and fields.
method Extending the surface-graph approach to noncommutative settings, the paper analyzes the topological properties of graphs embedded on surfaces of different genera.
result Theorems associated with graphs on the sphere hold over any division ring, while those on surfaces of positive genus typically hold only if the ground ring is a field.
We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers with non-traded random endowments, we provide necessary and sufficient conditions f…
Researchers infer gene activity in dividing cells, accounting for protein inheritance and division history.
problem Inferring protein production kinetics in dividing cells due to protein inheritance and division history.
method Adapted conditional normalizing flows to approximate intractable likelihoods from simulated data.
result Glc3 gene is mostly inactive under stress, with brief and transient expression.
Geodesic connectedness proved for statistical manifolds with divisible cubic forms.
problem Geodesic connectedness of affine connections on statistical manifolds with divisible cubic forms.
method Analogy with Hopf-Rinow theorem in Riemannian geometry, establishing geodesic completeness.
result Geodesic connectedness established for statistical manifolds with divisible cubic forms.
In this paper we analyse the structure of Warsaw's stock market using complex systems methodology together with network science and information theory. We find minimal spanning trees for log returns on Warsaw's stock exchange for yearly times series between 2000 and 2013. For each stock in those trees we calculate its …
Study of characteristic numbers in 24-dimensional String manifolds.
problem Characterizing and understanding characteristic numbers of 24-dimensional String manifolds.
method Using Pontryagin numbers, integral basis of String cobordism group, and divisibility results.
result Established 2- and 3-primary divisibilities of characteristic numbers.
An open convex set in real projective space is called divisible if there exists a discrete group of projective automorphisms which acts co-compactly. There are many examples of such sets and a theorem of Benoist implies that many of these examples are strictly convex, have boundary, and have word hyperbolic divid…
PA-AMM divides reserves into active and passive parts for better liquidity provider wealth.
problem Reducing adverse selection costs in AMMs.
method Divides reserves into active and passive parts, rebalancing top of each block.
result Improves LP wealth compared to CFMMs by reducing LVR.
In this note we introduce a construction which assigns to an arbitrary manifold bundle its fiberwise orientation covering. This is used to show that the zeta classes of unoriented surface bundles are not divisible in the stable range.
Study shows non-symmetric convex sets have full boundary limits.
problem Understanding boundaries of non-symmetric convex sets.
method Proved using proximal limit set analysis.
result Proximal limit set equals full projective boundary for non-symmetric irreducible divisible convex sets.
Supersymmetry is deeply related to division algebras. Nonabelian Yang-Mills fields minimally coupled to massless spinors are supersymmetric if and only if the dimension of spacetime is 3, 4, 6 or 10. The same is true for the Green-Schwarz superstring. In both cases, supersymmetry relies on the vanishing of a certain tr…
Study of congestion in negative curvature manifolds using fair-division algorithms.
problem Estimating and predicting the size and location of congestion core in negative curvature manifolds.
method Introducing a novel fair-division algorithm to estimate congestion core.
result Demonstrated the effectiveness of fair-division algorithms in estimating congestion core.
Research shows how certain flat structures behave in specific convex domains.
problem Understanding the behavior of codimension-1 simplices in divisible convex domains.
method Analyzes the set of codimension-1 flats and their images in quotient manifolds.
result The set of codimension-1 flats forms a finite collection of disjoint virtual tori, leading to cusped convex projective manifolds.
Constructs modular forms and proves divisibility results for odd-dimensional manifolds.
problem Constructing modular forms over specific groups and proving divisibility results.
method SL(2, Z) modular forms and Witten genus in odd dimensions.
result Obtained divisibility results of index of Toeplitz operators on spin and spin^c manifolds.
New invariants from divisibility of Lee classes for slice-torus.
problem Determining slice-torus knots using Lee class divisibility.
method Defined new invariants from divisibility of reduced Lee class invariants.
result New invariants coincide with Rasmussen invariant for certain cases.
In this article we consider a version of the geography question for simply-connected symplectic 4-manifolds that takes into account the divisibility of the canonical class as an additional parameter. We also find new examples of 4-manifolds admitting several symplectic structures, inequivalent under deformation and sel…
HiPart offers an efficient, interactive tool for hierarchical clustering.
problem Efficient and interpretable hierarchical clustering for Big Data.
method Divisive hierarchical clustering algorithms with interactive visualizations.
result High computational efficiency and interpretability in Big Data applications.
In this short article we give a geometric meaning of the divisibility of -theoretical Euler classes for given two spin modules. We are motivated by Furuta's 10/8-inequality for a closed spin -manifold. The role of the reducibles is clarified in the monopole equations of Seiberg-Witten theory, as done by Donaldso…
New algorithms for fair item allocation with limited copies.
problem Fair division of numerous items with few copies.
method Modeling as a contextual bandit problem with sub-linear regret guarantees.
result Proposed algorithms achieve sub-linear regret in fair item allocation.
Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Dataq-fin.ST
Study investor sentiment and disagreement on StockTwits during COVID-19.
problem Understanding investor beliefs and sentiment during the pandemic.
method Analysis of social media data (StockTwits) for investor messages.
result Sentiment and disagreement sharply decreased in early March 2020, followed by a reversal.
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, w…
Classically, isothermic surfaces are characterized as those surfaces which are "divisible into infinitesimal squares by their curvature lines". This characterization is the direct analogue to the definition of discrete isothermic nets. In order to understand the relations between the discrete and the smooth theory bett…
We consider a financial market where stocks are available for dynamic trading, and European and American options are available for static trading (semi-static trading strategies). We assume that the American options are infinitely divisible, and can only be bought but not sold. In the first part of the paper, we work w…
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methodsq-fin.TR
Paper proposes BOCPD for real-time order flow and market impact prediction.
problem Persistent order flow patterns in financial markets.
method Bayesian online change-point detection (BOCPD) with score-driven approach.
result Model outperforms existing models in predicting order flow and market impact.
The paper connects polygon spaces with quotient spaces using spin actions and normed division algebras.
problem Understanding correspondences between polygon spaces and quotient spaces.
method Introducing Hopf maps and spin actions on normed division algebras to construct correspondences.
result Extension of polygon space correspondences to higher dimensions and normed division algebras.
A polynomial counterpart of the Seiberg-Witten invariant associated with a negative definite plumbed 3-manifold has been proposed by earlier work of the authors. It is provided by a special decomposition of the zeta-function defined by the combinatorics of the manifold. In this article we give an algorithm, based on mu…
We prove that the signature of an even, symmetric form on a finite rank integral lattice, has signature divisible by 8, provided its associated linking form vanishes in the Witt group of linking forms. Our result generalizes the well know fact that an even, unimodular form has signature divisible by 8. We give applicat…
Understanding how spatial configurations of economic activity emerge is important when formulating spatial planning and economic policy. A simple model was proposed by Simon, who assumed that firms grow at a rate proportional to their size, and that new divisions of firms with certain probabilities relocate to other fi…
New framework resolves central limit behavior in differential privacy.
problem Choosing appropriate privacy metrics in hypothesis testing.
method Infinitely divisible limit experiments and Le Cam's theory.
result Characterizes all limiting baseline trade-off functions in differential privacy.