发帖
雷达卡
摘要翻译：
本文的目标是了解套利操作序列的一些有趣的特征，这些特征看起来与经济学和金融学中的各种过程有关。在本文的第二部分，用线性代数的术语重新表述了套利序列的分析。这就允许了一个优雅的几何解释所考虑的问题与异步系统理论有关。我们认为，这种解释将有助于理解经济学中更复杂、更现实的数学模型。
---
英文标题：
《Sequences of Arbitrages》
---
作者：
Victor Kozyakin, Brian O'Callaghan, Alexei Pokrovskii
---
最新提交年份：
2010
---
分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Trading and Market Microstructure 交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
--
一级分类：Mathematics 数学
二级分类：Rings and Algebras 环与代数
分类描述：Non-commutative rings and algebras, non-associative algebras, universal algebra and lattice theory, linear algebra, semigroups
非交换环与代数，非结合代数，泛代数与格论，线性代数，半群
--
---
英文摘要：
The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the second part of the paper, analysis of sequences of arbitrages is reformulated in the linear algebra terms. This admits an elegant geometric interpretation of the problems under consideration linked to the asynchronous systems theory. We feel that this interpretation will be useful in understanding more complicated, and more realistic, mathematical models in economics.
---
PDF链接：
https://arxiv.org/pdf/1004.0561
京公网安备 11010802022788号
