Tootfinder

"Data-driven" approaches to decision-making always steer us astray. Measured solely by how many people a car transports, this fold-out seat would be a brilliant feature that got its PM promoted.

This https://arxiv.org/abs/2403.04572 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qu…

Topology and entanglement of molecular phase space
We formulate a quantum phase space for molecular rotational and nuclear-spin states. Taking in molecular geometry and nuclear-spin data, our framework yields admissible position and momentum states, inter-convertible via a generalized Fourier transform. We classify molecules into three types -- asymmetric, rotationally symmetric, and perrotationally symmetric -- with the last type having no macroscopic analogue due to nuclear-spin statistics constraints. We identify two features in perrotationa…

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This https://arxiv.org/abs/2305.12601 has been replaced.
link: https://scholar.google.com/scholar?q=a

Simply typed convertibility is TOWER-complete even for safe lambda-terms
We consider the following decision problem: given two simply typed $λ$-terms, are they $β$-convertible? Equivalently, do they have the same normal form? It is famously non-elementary, but the precise complexity - namely TOWER-complete - is lesser known. One goal of this short paper is to popularize this fact. Our original contribution is to show that the problem stays TOWER-complete when the two input terms belong to Blum and Ong's safe $λ$-calculus, a fragment of the simply typed $λ$-cal…

Masked up in advance of waterproofing.

This https://arxiv.org/abs/2111.02554 has been replaced.
link: https://scholar.google.com/scholar?q=a

Callable convertible bonds under liquidity constraints and hybrid priorities
This paper investigates the callable convertible bond problem in the presence of a liquidity constraint modelled by Poisson signals. We assume that neither the bondholder nor the firm has absolute priority when they stop the game simultaneously, but instead, a proportion $m\in[0,1]$ of the bond is converted to the firm's stock and the rest is called by the firm. The paper thus generalizes the special case studied in [Liang and Sun, Dynkin games with Poisson random intervention times, SIAM Journ…

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A Unifying Approach for the Pricing of Debt Securities
Marie-Claude Vachon, Anne Mackay
https://arxiv.org/abs/2403.06303 https://arxi…

A Unifying Approach for the Pricing of Debt Securities
We propose a unifying framework for the pricing of debt securities under general time-inhomogeneous short-rate diffusion processes. The pricing of bonds, bond options, callable/putable bonds, and convertible bonds (CBs) are covered. Using continuous-time Markov chain (CTMC) approximation, we obtain closed-form matrix expressions to approximate the price of bonds and bond options under general one-dimensional short-rate processes. A simple and efficient algorithm is also developed to price calla…