Now showing items 41-50 of 75
A Closer Look at ADC Multivariate GARCH
In the past thirty years, academia and the marketplace have devoted signi cant e ort and resources toward gaining a better understanding of how volatility changes over time in the nancial markets and how changes in one ...
Contagion in Risk Markets
During periods of market dislocation, which can be characterized by high asset volatility, correlations between assets generally tend to increase. However, there has been little research on the behavior of correlations between ...
The Vietoris-Rips Complexes of Finite Subsets of an Ellipse of Small Eccentricity
For X a metric space and r > 0 a scale parameter, the Vietoris–Rips complex VR<(X; r) (resp. VR≤(X; r)) has X as its vertex set and has a finite σ ⊆ X as a simplex whenever the diameter of σ is less than r (resp. at most ...
Does the NBA Encourage Early Entry?
Over the last decade, the number of underclassmen selected in the first round of the NBA Draft has dramatically increased. Even when controlling for performance in college, underclassmen are paid significantly more than ...
A Theory of Optimal Sick Pay
Illness significantly reduces worker productivity, yet how employers respond to the possibility of illness and its effects on work performance is not well understood. The 2003 American Productivity Audit pegged the cost ...
On the Existence of a Winning Strategy in the T(4, 3) Knotter Vs. Unknotter Game
Here we prove that the “Knotter” in the T(4, 3) “Knotter vs. Unknotter Game” has a winning strategy, provided she goes second.
Evolutionary Dynamics in an Individual Spatial and a Mean Field Differential Equation Host-Pathogen Model
We examine a host-pathogen model in which three types of species exist: empty sites, healthy hosts, and infected hosts. In this model six different transitions can occur: empty sites can be colonized by healthy hosts, healthy ...
Noise Driven Transitions between Stable Equilibria in Stochastic Dynamical Systems
In this paper we examine two specific models of dynamical systems in which noise plays a central role. The first is a stochastic differential equation (SDE) modeling a particle in a potential well; the second is a simplified ...
Modeling the Dynamics of Cancerous Tumors in Vivo
A key area of interest in cancer research is understanding tumor dynamics, so that tumor growth can be predicted more easily and treated more reliably. We explored in vivo tumor dynamics starting from simple exponential ...
Caught Red-Handed:Corporate Labor Practices and the Investigatory Media, a New Look at Corporate Social Responsibility
Firm self-regulation with regards to illegal and unethical labor practices has become a significant trend recently, as firms face possible negative exposure from the investigatory media. This paper provides a theoretical ...