Tootfinder

This https://arxiv.org/abs/2501.17490 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
Leveraging a unique dataset of carbon futures option prices traded on the ICE market from December 2015 until December 2020, we present the results from an unprecedented calibration exercise. Within a multifactor stochastic volatility framework with jumps, we employ a three-dimensional pricing kernel compensating for equity and variance components' risk to derive an analytically tractable and numerically practical approach to pricing. To the best of our knowledge, we are the first to provide an…

"The RDBMS field is so young, we can actually see it grow through the pages of computer magazines of the 1980s. BYTE Magazine had its first issue dedicated to databases in November 1981, and then another one in October 1984. Dr. Dobb’s Journal did not feature an article about databases until 1984 and did not have many more throughout the decade; actually most of them were authored by Gene Head, and talk about dBASE."

The Elephant In The Room
We have often highlighted in the pages of this magazine the seemingly never-ending sequence of fashion waves hitting the software industry. We have discussed in 2020 the one impacting type systems, and more recently, another one concerning object-oriented programming. What is important in both cases is not the details of the technologies per se, but the social mechanisms at play in both situations. In this edition, we will encounter yet another example of such a clash, this time concerning rela…

Evolution of Rayleigh-Taylor turbulence under vorticity and strain-rate control
Dongxiao Zhao, Gaojin Li
https://arxiv.org/abs/2506.07012 https://

Evolution of Rayleigh-Taylor turbulence under vorticity and strain-rate control
We investigate the role of small-scale structures in turbulent Rayleigh-Taylor (RT) flows through the application of preferential flow control targeting high vorticity or high strain-rate regions (Buzzicotti et al. 2020). Through numerical simulations, we analyze the effects of flow control on RT statistics, mixing, and anisotropy behavior. Our results reveal that eliminating intense small-scale motion leads to the formation of more organized and coherent flow structures, with reduced mixing an…

Temporally Extending Existing Web Archive Collections for Longitudinal Analysis
Lesley Frew, Michael L. Nelson, Michele C. Weigle
https://arxiv.org/abs/2505.24091

Temporally Extending Existing Web Archive Collections for Longitudinal Analysis
The Environmental Governance and Data Initiative (EDGI) regularly crawled US federal environmental websites between 2016 and 2020 to capture changes between two presidential administrations. However, because it does not include the previous administration ending in 2008, the collection is unsuitable for answering our research question, Were the website terms deleted by the Trump administration (2017--2021) added by the Obama administration (2009--2017)? Thus, like many researchers using the Way…