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The Non-linear Dynamics of Sociological Reflections
Non-linear Dynamics Sociological Reflections
2010/4/2
Actors are embedded in networks of communication: the relations of the actors can be represented as the rows of a matrix, while the column vectors represent their communications. The two systems are s...
Accounting for risk of non linear portfolios: a novel Fourier approach
non linear portfolios novel Fourier approach
2010/4/27
The presence of non linear instruments is responsible for the emergence of non Gaussian features in the price changes distribution of realistic portfolios, even for Normally distributed risk factors. ...