We study the expected utility maximization problem of a large investor who is
allowed to make transactions on tradable assets in an incomplete financial
market with endogenous permanent market impacts. The asset prices are assumed
to follow...
Online Algorithms to Schedule a Proportionate Flexible Flow Shop of
Batching Machines
May 7, 2020
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Computer Science
Data Structures and Algorithms
This paper is the first to consider online algorithms to schedule a
proportionate flexible flow shop of batching machines (PFFB). The scheduling
model is motivated by manufacturing processes of individualized medicaments,
which are used in ...
A Framework for Quasi Time-Optimal Nonlinear Model Predictive Control
with Soft Constraints
May 6, 2020
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Electrical Engineering and Systems Science
Computer Science
Systems and Control
Systems and Control
Systems and Control
Systems and Control
In many mechatronic applications, controller input costs are negligible and
time optimality is of great importance to maximize the productivity by
executing fast positioning maneuvers. As a result, the obtained control input
has mostly a ba...
A Marstrand type slicing theorem for subsets of Z2⊂R2 with the mass dimension
May 6, 2020
Mathematics
Combinatorics
Dynamical Systems
We prove a Marstrand type slicing theorem for the subsets of the integer
square lattice. This problem is the dual of the corresponding projection
theorem, which was considered by Glasscock, and Lima and Moreira, with the mass
and counting d...
Zeta functions and nonvanishing theorems for toric periods on
GL2
May 5, 2020
|
Mathematics
Number Theory
Let F be a number field and D a quaternion algebra over F. Take a
cuspidal automorphic representation π of DA× with trivial
central cahracter. We study the zeta functions with period integrals on π
for the pe...
On full asymptotics of analytic torsions for compact locally symmetric
orbifolds
May 5, 2020
Mathematics
Differential Geometry
We consider a certain sequence of flat vector bundles on a compact locally
symmetric orbifold, and we evaluate explicitly the associated asymptotic
Ray-Singer real analytic torsion. The basic idea is to computing the heat trace
via Selberg'...
Cubic vertex-transitive graphs of girth six
May 4, 2020
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Mathematics
Combinatorics
Combinatorics
In this paper, a complete classification of finite simple cubic
vertex-transitive graphs of girth 6 is obtained. It is proved that every such
graph, with the exception of the Desargues graph on 20 vertices, is either a
skeleton of a hex...
A Tight Lower Bound on Adaptively Secure Full-Information Coin Flip
May 4, 2020
|
Computer Science
Cryptography and Security
In a distributed coin-flipping protocol, Blum [ACM Transactions on Computer
Systems '83], the parties try to output a common (close to) uniform bit, even
when some adversarially chosen parties try to bias the common output. In an
adaptively...
Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency
Market Manipulations
May 4, 2020
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Computer Science
Quantitative Finance
Computers and Society
Cryptography and Security
Machine Learning
Statistical Finance
In the last years, cryptocurrencies are increasingly popular. Even people who
are not experts have started to invest in these securities and nowadays
cryptocurrency exchanges process transactions for over 100 billion US dollars
per month. H...
Cancellation for (G,n)-complexes and the Swan finiteness obstruction
May 4, 2020
Mathematics
Algebraic Topology
Group Theory
K-Theory and Homology
Number Theory
In previous work, we related homotopy types of finite (G,n)-complexes when
G has periodic cohomology to projective ZG-modules representing
the Swan finiteness obstruction. We use this to determine when $X \vee S^n
\simeq Y \...