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Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
(2019-12-12)
Article
Restricted access - publisher's policyA solution to a portfolio optimization problem is always conditioned by constraints on the initial capital and the price of the available market assets. If a risk neutral measure is known, then the price of each asset is ... -
A stronger null hypothesis for crossing dependencies
(2014-12-04)
Article
Open AccessThe syntactic structure of a sentence can be modeled as a tree where vertices are words and edges indicate syntactic dependencies between words. It is well known that those edges normally do not cross when drawn over the ... -
The challenges of statistical patterns of language: the case of Menzerath's law in genomes
(2013-01)
Article
Open AccessThe importance of statistical patterns of language has been debated over decades. Although Zipf's law is perhaps the most popular case, recently, Menzerath's law has begun to be involved. Menzerath's law manifests in ... -
¿Es el habla una señal crítica auto-organizada?
(Universidad Nacional Autónoma de México, 2020-01-01)
Article
Restricted access - publisher's policyA lo largo del siglo XX, los estudios en lingüística cuantitativa han ido mostrando la aparición de leyes potenciales en las lenguas, primero en textos escritos y posteriormente en el habla. Son leyes que parecen ubicuas ... -
Linguistic laws in speech: the case of Catalan and Spanish
(2019-11-26)
Article
Open AccessIn this work we consider Glissando Corpus—an oral corpus of Catalan and Spanish—and empirically analyze the presence of the four classical linguistic laws (Zipf’s law, Herdan’s law, Brevity law, and Menzerath–Altmann’s ... -
On the physical origin of linguistic laws and lognormality in speech
(2019-08-21)
Article
Open AccessPhysical manifestations of linguistic units include sources of variability due to factors of speech production which are by definition excluded from counts of linguistic symbols. In this work, we examine whether linguistic ... -
On the efficacy of stop-loss rules in the presence of overnight gaps
(2019-04-30)
Article
Restricted access - publisher's policyA stop-loss rule is a risk management tool whereby the investor predefines some condition that, upon being triggered by market dynamics, implies the liquidation of her outstanding position. Such a tool is widely used by ... -
Anti dependency distance minimization in short sequences: A graph theoretic approach
(Informa UK (Taylor & Francis), 2019-08-22)
Article
Restricted access - publisher's policyDependency distance minimization (DDm) is a word order principle favouring the placement of syntactically related words close to each other in sentences. Massive evidence of the principle has been reported for more than a ... -
Polysemy and brevity versus frequency in language
(Elsevier, 2019-11-01)
Article
Open AccessThe pioneering research of G. K. Zipf on the relationship between word frequency and other word features led to the formulation of various linguistic laws. The most popular is Zipf’s law for word frequencies. Here we focus ... -
The sum of edge lengths in random linear arrangements
(Institute of Physics (IOP), 2019-05-09)
Article
Restricted access - publisher's policySpatial networks are networks where nodes are located in a space equipped with a metric. Typically, the space is two-dimensional and until recently and traditionally, the metric that was usually considered was the Euclidean ... -
Relative entailment among probabilistic implications
(2019-02-06)
Article
Open AccessWe study a natural variant of the implicational fragment of propositional logic. Its formulas are pairs of conjunctions of positive literals, related together by an implicational-like connective; the semantics of this sort ... -
Weighted contrastive divergence
(2019-06)
Article
Restricted access - publisher's policyLearning algorithms for energy based Boltzmann architectures that rely on gradient descent are in general computationally prohibitive, typically due to the exponential number of terms involved in computing the partition ...
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