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  • Search: subject:"Geodesics"
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Year of publication
Subject
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geodesics 4 Cournot-Nash equilibria 3 convexity along generalised geodesics 3 externalities 3 optimal transport 3 C( ) test 2 Geodesics 2 Wald test 2 differential geometry 2 invariance under reparametrisation 2 mean-field games 2 nonlinear restrictions 2 53C22 Shape analysis Principal component analysis Riemannian manifolds Geodesics Complex projective space Complex Bingham distribution Complex Watson distribution 1 60D05 secondary 1 Baryons 1 Binding energy 1 Causal structure 1 Correlation 1 Externalities 1 Externer Effekt 1 Fixed-rank manifold 1 Freidlin-Wentzell theory 1 Game theory 1 Ideal points 1 Korrelation 1 Levi-Civita connection 1 Markov chain 1 Markov models 1 Markov-Kette 1 Mathematical programming 1 Mathematische Optimierung 1 Minkowski metric 1 Monge-Amp\ère equations 1 Monge-Amp`ere equations 1 Monge-Ampère equations 1 Nash equilibrium 1 Nash-Gleichgewicht 1 Neutrinos 1 Option pricing theory 1 Optionspreistheorie 1
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Online availability
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Free 6 Undetermined 5
Type of publication
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Article 6 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 1
Language
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Undetermined 8 English 3
Author
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Blanchet, Adrien 3 Carlier, Guillaume 3 Davidson, Russell 2 Absil, P.-A. 1 Amodei, Luca 1 Emil, Dinga 1 Fokas, A. 1 Forde, Martin 1 Hotz, Thomas 1 Huckemann, Stephan 1 Meyer, Gilles 1 Mohajan, Haradhan 1 Smith, Benjamin 1 Souentie, S. 1 Vayenas, C.G. 1
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Institution
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Economics Department, Queen's University 1 HAL 1 Toulouse School of Economics (TSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Computational Statistics 1 International journal of theoretical and applied finance : IJTAF 1 Journal of Multivariate Analysis 1 MPRA Paper 1 Mathematics of operations research 1 Physica A: Statistical Mechanics and its Applications 1 Queen's Economics Department Working Paper 1 Revista OEconomica 1 TSE Working Papers 1 Working Papers / Economics Department, Queen's University 1 Working Papers / HAL 1
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Source
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RePEc 8 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 10 of 11
Did you mean: subject:"geodesic" (35 results)
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Markovian stochastic volatility with stochastic correlation : joint calibration and consistency of SPX/VIX short-maturity smiles
Forde, Martin; Smith, Benjamin - In: International journal of theoretical and applied … 26 (2023) 2/3, pp. 1-42
Persistent link: https://www.econbiz.de/10014365673
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Reasonability and Prediction [Rezonabilitate şi predicţie]
Emil, Dinga - In: Revista OEconomica (2014) 04
The paper treats the issue of prediction in the economic (social) field, in a theoretical framework that replaces the truth with the reasonability. In this end, some already accepted parameters around the prediction need reconfiguration: causality to be replaced with explanatory protocol,...
Persistent link: https://www.econbiz.de/10011168482
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Minkowski geometry and space-time manifold in relativity
Mohajan, Haradhan - Volkswirtschaftliche Fakultät, … - 2013
Space-time manifold plays an important role to express the concepts of Relativity properly. Causality and space-time topology make easier the geometrical explanation of Minkowski space-time manifold. The Minkowski metric is the simplest empty space-time manifold in General Relativity, and is in...
Persistent link: https://www.econbiz.de/10011109897
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Optimal transport and Cournot-Nash equilibria
Blanchet, Adrien; Carlier, Guillaume - HAL - 2012
We study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by the minimisation of some cost, related to optimal transport. This cost is not convex in the usual sense in general but it turns out to have hidden strict convexity properties in many...
Persistent link: https://www.econbiz.de/10010899690
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Optimal Transport and Cournot-Nash Equilibria
Blanchet, Adrien; Carlier, Guillaume - Toulouse School of Economics (TSE) - 2012
We study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by the minimisation of some cost, related to optimal transport. This cost is not convex in the usual sense in general but it turns out to have hidden strict convexity properties in many...
Persistent link: https://www.econbiz.de/10010934786
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Optimal transport and Cournot-Nash equilibria
Blanchet, Adrien; Carlier, Guillaume - In: Mathematics of operations research 41 (2016) 1, pp. 125-145
Persistent link: https://www.econbiz.de/10011448344
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Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
Absil, P.-A.; Amodei, Luca; Meyer, Gilles - In: Computational Statistics 29 (2014) 3, pp. 569-590
We consider two Riemannian geometries for the manifold <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\mathcal{M }(p,m\times n)}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi mathvariant="script">M</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>,</mo> <mi>m</mi> <mo>×</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> of all <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$m\times n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>m</mi> <mo>×</mo> <mi>n</mi> </mrow> </math> </EquationSource> </InlineEquation> matrices of rank <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$p$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>p</mi> </math> </EquationSource> </InlineEquation>. The geometries are induced on <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$${\mathcal{M }(p,m\times n)}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi mathvariant="script">M</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>,</mo> <mi>m</mi> <mo>×</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> by viewing it as the base...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998434
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A Bohr-type model of a composite particle using gravity as the attractive force
Vayenas, C.G.; Souentie, S.; Fokas, A. - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 360-379
We formulate a Bohr-type rotating particle model for three light particles of rest mass mo each, forming a bound rotational state under the influence of their gravitational attraction, in the same way that electrostatic attraction leads to the formation of a bound proton–electron state in the...
Persistent link: https://www.econbiz.de/10011061530
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Principal component geodesics for planar shape spaces
Huckemann, Stephan; Hotz, Thomas - In: Journal of Multivariate Analysis 100 (2009) 4, pp. 699-714
In this paper a numerical method to compute principal component geodesics for Kendall's planar shape spaces-which are … essentially complex projective spaces-is presented. Underlying is the notion of principal component analysis based on geodesics …
Persistent link: https://www.econbiz.de/10005093738
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The Geometry of the Wald Test
Davidson, Russell - 1990
The issue of the non-invariance of the Wald test under nonlinear reparametrisations of the restrictions under test is studied from a differential geometric viewpoint. Quantities that can be defined in purely geometrical terms are by construction invariant under reparametrisation, and various...
Persistent link: https://www.econbiz.de/10011940463
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