Recent Submissions

  • Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean 

    Arratia Quesada, Argimiro Alejandro; Gzyl, Henryk (2019-12-12)
    Article
    Restricted access - publisher's policy
    A 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 

    Ferrer Cancho, Ramon (2014-12-04)
    Article
    Open Access
    The 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 

    Ferrer Cancho, Ramon; Forns Fradera, Núria; Hernández Fernández, Antonio; Bel Enguix, Gemma; Baixeries i Juvillà, Jaume (2013-01)
    Article
    Open Access
    The 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? 

    González Torre, Iván; Artime, Oriol; Hernández Fernández, Antonio; Luque Serrano, Bartolome (Universidad Nacional Autónoma de México, 2020-01-01)
    Article
    Restricted access - publisher's policy
    A 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 

    Hernández Fernández, Antonio; González Torre, Iván; Garrido, Juan Maria; Lacasa, Lucas (2019-11-26)
    Article
    Open Access
    In 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 

    González Torre, Iván; Luque Serrano, Bartolome; Lacasa, Lucas; Kello, Christopher; Hernández Fernández, Antonio (2019-08-21)
    Article
    Open Access
    Physical 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 

    Arratia Quesada, Argimiro Alejandro; Dorador Chalar, Albert (2019-04-30)
    Article
    Restricted access - publisher's policy
    A 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 

    Ferrer Cancho, Ramon; Gómez Rodríguez, Carlos (Informa UK (Taylor & Francis), 2019-08-22)
    Article
    Restricted access - publisher's policy
    Dependency 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 

    Casas Fernández, Bernardino; Hernández Fernández, Antonio; Catala Roig, Neus; Ferrer Cancho, Ramon; Baixeries i Juvillà, Jaume (Elsevier, 2019-11-01)
    Article
    Open Access
    The 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 

    Ferrer Cancho, Ramon (Institute of Physics (IOP), 2019-05-09)
    Article
    Restricted access - publisher's policy
    Spatial 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 

    Atserias, Albert; Balcázar Navarro, José Luis; Piceno Cabrera, Marie Ely (2019-02-06)
    Article
    Open Access
    We 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 

    Romero Merino, Enrique; Mazzanti Castrillejo, Fernando Pablo; Delgado Pin, Jordi; Buchaca Prats, David (2019-06)
    Article
    Restricted access - publisher's policy
    Learning 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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