Log-concave densities characterized using peacock and zonoid concepts.
problem Characterizing log-concave densities.
method Characterization using peacock and zonoid concepts.
result Two characterizations of log-concave densities.
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6 results for “peacock”
Complex Chern-Simons theory reveals peacock patterns in perturbative series.
problem Understanding the structure of partition functions in complex Chern-Simons theory.
method Analyzing the partition function as a holomorphic function and using resurgence theory.
result Perturbative series are resurgent, with trans-series involving non-perturbative variables.
Study consistency of option prices with bid-ask spreads.
problem Determine the minimum bid-ask spread for given European call option prices.
method Developed a market model allowing bid-ask spreads, solved for single maturity, and provided partial results for multiple maturities.
result Fully solved the problem for single maturity and provided partial results for multiple maturities.
Optimizes edge coloring in graph bundling for better edge differentiation.
problem Difficulty in identifying origins and destinations of individual edges in strongly bundled graphs.
method Optimizes edge coloring based on pairwise edge strength and origin-destination dissimilarity, solving a nonlinear optimization problem.
result Peacock bundles enhance graph layout comprehensibility with edge differentiation.
Continuous-time interpolation of volatility surfaces preserving mixtures and arbitrage-free.
problem Interpolation of volatility surfaces
method Constructing a mixture-preserving, arbitrage-free interpolation
result Lifts Brigo-Mercurio to time-varying weights with additive cost
New approach solves multi-marginal Skorokhod Embedding Problem.
problem Solving multi-marginal Skorokhod Embedding Problem.
method Extending theory from one-marginal to multi-marginal setup.
result All classical optimal embeddings have natural multi-marginal counterparts.