Institut for Matematiske Fag

 

 
  1. 2023
  2. Udgivet
  3. Udgivet

    Generalized integrals of Macdonald and Gegenbauer functions

    Dereziński, J., Gaß, C. & Ruba, Blazej Teofil, 12 apr. 2023, arXiv.org, 40 s.

    Publikation: Working paperPreprintForskning

  4. Udgivet

    Dimension and degeneracy of solutions of parametric polynomial systems arising from reaction networks

    Feliu, Elisenda, Henriksson, Oskar & Pascual-Escudero, B., 5 apr. 2023, arXiv preprint, 24 s.

    Publikation: Working paperPreprintForskning

  5. Udgivet

    Adaptive Large Neighborhood Search for Order Dispatching and Vacant Vehicle Rebalancing in First-Mile Ride-Sharing Services

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2023, Social Science Research Network (SSRN), 16 s.

    Publikation: Working paperPreprintForskning

  6. Udgivet

    Counterexamples in self-testing

    Mancinska, Laura & Schmidt, Simon, 2023, arxiv.org, 20 s.

    Publikation: Working paperPreprintForskning

  7. Udgivet

    Expert Kaplan--Meier estimation

    Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 s.

    Publikation: Working paperPreprintForskning

  8. Udgivet
  9. Udgivet

    Partial Degeneration of Tensors

    Christandl, Matthias, Gesmundo, F., Lysikov, V. & Steffan, Vincent, 2023, arXiv preprint, 27 s.

    Publikation: Working paperPreprintForskning

  10. Udgivet

    Polytope compatibility - from quantum measurements to magic squares

    Bluhm, Andreas, Nechita, I. & Schmidt, Simon, 2023, arXiv preprint, 37 s.

    Publikation: Working paperPreprintForskning

  11. Udgivet

    Rigidity and non-existence results for collapsed translators

    Impera, D., Møller, Niels Martin & Rimoldi, M., 2023, arXiv preprint, 13 s.

    Publikation: Working paperPreprintForskning

  12. Udgivet

    Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics

    Negrea, J., Yang, Jun, Feng, H., Roy, D. M. & Huggins, J. H., 2023, arXiv preprint, 42 s.

    Publikation: Working paperPreprintForskning

  13. 2022
  14. Udgivet

    Continuity of quantum entropic quantities via almost convexity

    Bluhm, Andreas, Capel, Á., Gondolf, P. & Pérez-Hernández, A., 2022, 69 s.

    Publikation: Working paperPreprintForskning

  15. Udgivet

    Finite entropy translating solitons in slabs

    Souza Gama, E., Martín, F. & Møller, Niels Martin, 2022, arXiv preprint, 42 s.

    Publikation: Working paperPreprintForskning

  16. Udgivet

    Ground state energy of dilute Bose gases in 1D

    Agerskov, Johannes, Reuvers, R. & Solovej, Jan Philip, 2022, arXiv:2203.17183 udg., arxiv.org, 36 s. (arXiv).

    Publikation: Working paperPreprintForskning

  17. Udgivet
  18. Udgivet

    Quantum isomorphic strongly regular graphs from the E8 root system

    Schmidt, Simon, 2022, arXiv preprint, 13 s.

    Publikation: Working paperPreprintForskning

  19. Udgivet

    Quantum max-flow in the bridge graph

    Steffan, Vincent, Lysikov, V. & Gesmundo, F., 2022, arXiv preprint, 26 s.

    Publikation: Working paperPreprintForskning

  20. Udgivet

    The regulator dominates the rank

    Pazuki, Fabien, 2022, arXiv preprint, 8 s.

    Publikation: Working paperPreprintForskning

  21. 2021
  22. Udgivet

    Allosteric stabilization of calcium and lipid binding engages three synaptotagmins in fast exocytosis

    Kobbersmed, J. R. L., Berns, M. M. M., Ditlevsen, Susanne, Sørensen, Jakob Balslev & Walter, Alexander Matthias, 23 okt. 2021, bioRxiv, s. 1-56.

    Publikation: Working paperPreprintForskning

  23. Udgivet

    Landauer vs. Nernst: What is the True Cost of Cooling a Quantum System?

    Taranto, P., Bakhshinezhad, F., Bluhm, Andreas, Silva, R., Friis, N., Lock, M. P. E., Vitagliano, G., Binder, F. C., Debarba, T., Schwarzhans, E., Clivaz, F. & Huber, M., 9 jun. 2021, arXiv.org, 53 s.

    Publikation: Working paperPreprintForskning

  24. Udgivet

    On the torsion-freeness property for divisible discrete quantum subgroups

    Martos Prieto, Ruben, 2021, arxiv.org, 32 s.

    Publikation: Working paperPreprintForskning

  25. Udgivet

    Projective representation theory for compact quantum groups and the quantum Baum-Connes assembly map

    Commer, K. D., Martos Prieto, Ruben & Nest, Ryszard, 2021, arxiv.org, 54 s.

    Publikation: Working paperPreprintForskning

  26. 2020
  27. Udgivet

    Mahler's measure and elliptic curves with potential complex multiplication

    Pengo, R., 2020, arXiv preprint, 24 s.

    Publikation: Working paperPreprintForskning

  28. Udgivet

    Purity in chromatically localized algebraic K-theory

    Land, M., Mathew, A., Meier, L. & Tamme, G., 2020, (arXiv).

    Publikation: Working paperPreprintForskning

  29. Udgivet

    Representation stability for diagram algebras

    Patzt, P., 2020, arxiv.org, s. 1-17, (arXiv).

    Publikation: Working paperPreprintForskning

  30. Udgivet

    String topology of finite groups of Lie type

    Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 s.

    Publikation: Working paperPreprintForskning

  31. 2019
  32. Udgivet

    Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

    Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 jun. 2019, SSRN: Social Science Research Network, 24 s.

    Publikation: Working paperForskning

  33. Udgivet

    Ancient Mean Curvature Flows and their Spacetime Tracks

    Chini, F. & Møller, Niels Martin, 2019, s. 1-14, (arXiv.org).

    Publikation: Working paperPreprintForskning

  34. Udgivet

    Cyclic reduction of Elliptic Curves

    Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.

    Publikation: Working paperForskning

  35. Udgivet

    Generalized Partial Benders Decomposition of Two Stage Stochastic Programs

    Pantuso, Giovanni, 2019, 28 s.

    Publikation: Working paperPreprintForskning

  36. 2018
  37. Udgivet

    From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified

    Savine, A., 31 okt. 2018, SSRN: Social Science Research Network, 6 s.

    Publikation: Working paperForskning

  38. 2017
  39. Udgivet

    LSM Reloaded: Differentiate xVA on your iPad Mini

    Huge, B. N. & Savine, A., 10 maj 2017, Social Science Research Network (SSRN), 46 s.

    Publikation: Working paperForskning

  40. 2016
  41. Udgivet

    Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., aug. 2016, Aarhus University, 21 s. (CSGB Research Reports; Nr. 11, Bind 2016).

    Publikation: Working paperForskning

  42. 2015
  43. Udgivet

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., okt. 2015, Thiele Research report, No 7, 2015 udg., Aarhus University, 17 s. (Thiele Research Report, Bind 7).

    Publikation: Working paperForskning

  44. 2014
  45. Udgivet

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 22, Bind 2014).

    Publikation: Working paperForskning

  46. Udgivet

    Outlier detection algorithms for least squares time series regression

    Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).

    Publikation: Working paperForskning

  47. Udgivet

    Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., 2014, Aarhus University, (CSGB Research Reports; Nr. 9, Bind 2014).

    Publikation: Working paperForskning

  48. 2013
  49. Udgivet

    Asymptotic analysis of the Forward Search

    Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 1, Bind 13).

    Publikation: Working paperForskning

  50. Udgivet

    Cost allocation with limited information

    Hougaard, Jens Leth & Tind, J., 2013, Department of Food and Resource Economics, University of Copenhagen, 13 s. (MSAP Working Paper Series; Nr. 01/2013).

    Publikation: Working paperForskning

  51. 2010
  52. Udgivet
  53. 2009
  54. Udgivet
  55. Udgivet

    Prediction of outstanding payments in a Poisson cluster model

    Mikosch, Thomas Valentin, Jessen, A. H. & Samorodnitsky, G., 2009, 24 s.

    Publikation: Working paperForskning

  56. Udgivet

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes

    Mikosch, Thomas Valentin, Can, S. U. & Samorodnitsky, G., 2009, 21 s.

    Publikation: Working paperForskning

  57. 2008
  58. Udgivet

    A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification

    Gustafsson, J. K. A., 2008, 22 s.

    Publikation: Working paperForskning

  59. Udgivet

    An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

    Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 s.

    Publikation: Working paperForskning

  60. Udgivet

    Cost Allocation and Convex Data Envelopment

    Hougaard, Jens Leth & Tind, J., 2008, Department of Economics, University of Copenhagen, 17 s.

    Publikation: Working paperForskning

  61. Udgivet
  62. 2007
  63. Udgivet

    Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

    Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 s.

    Publikation: Working paperForskning

  64. Udgivet

    Non-commutative residue of projections in Boutet de Monvel's calculus

    Gaarde, A., 2007.

    Publikation: Working paperForskning

  65. Udgivet

    Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 s.

    Publikation: Working paperForskning

  66. 2006
  67. Udgivet

    A Two-Account Model of Pension Saving Contracts.

    Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, s. 1-16.

    Publikation: Working paperForskning

  68. Udgivet
  69. Udgivet

    An Introduction to Regime Switching Time Series Models

    Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-16.

    Publikation: Working paperForskning

  70. Udgivet

    Asymptotics for Local Maximal Stack Scores with General Loop Penelty Function

    Hansen, Niels Richard, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.

    Publikation: Working paperForskning

  71. Udgivet

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Publikation: Working paperForskning

  72. Udgivet

    Cointegration. Overview and Development

    Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.

    Publikation: Working paperForskning

  73. Udgivet

    Estimation and Asymptotic Inference in the First Order AR-ARCH Model

    Lange, Theis, Rahbek, Anders & Jensen, S. T., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-23.

    Publikation: Working paperForskning

  74. Udgivet

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-35.

    Publikation: Working paperForskning

  75. Udgivet

    Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

    Davis, R. A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-22.

    Publikation: Working paperForskning

  76. Udgivet

    On the Size Distribution of Sand

    Sørensen, Michael, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-11.

    Publikation: Working paperForskning

  77. Udgivet

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach.

    Kraft, H. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-21.

    Publikation: Working paperForskning

  78. Udgivet

    Regularly varying functions

    Hedegaard Jessen, A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-23.

    Publikation: Working paperForskning

  79. Udgivet

    Scaling Limits for Workload Process

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-31.

    Publikation: Working paperForskning

  80. Udgivet

    Tail Probabilities for Regression Estimators

    Mikosch, Thomas Valentin & Vries, C. G. D., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 32.

    Publikation: Working paperForskning

  81. Udgivet

    Worst Case Portfolio Optimization and HJB-Systems.

    Korn, R. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, s. 1-17.

    Publikation: Working paperForskning

  82. 2005
  83. Udgivet

    A Continuous-Time Model for Reinvestment Risk in Bond Markets

    Dahl, M. H., 2005, Københavns Universitet: H.C.Ø.-Tryk, s. 1-24.

    Publikation: Working paperForskning

  84. Udgivet

    A Discrete-Time Model for Reinvestment Risk in Bond Markets

    Dahl, M. H., 2005, Laboratory of Actuarial Mathematics, University of Copenhagen: H.C.Ø.-Tryk, s. 1-25.

    Publikation: Working paperForskning

  85. Udgivet

    A Note on the Law of Large Numbers for Functions of Geometrically Ergodic Time Series

    Jensen, S. T. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-7.

    Publikation: Working paperForskning

  86. Udgivet

    A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-22.

    Publikation: Working paperForskning

  87. Udgivet

    A note on Stochastic Context-Free Grammars, Termination and the EM-Algorithm

    Hansen, Niels Richard, 2005, Department of Mathematical Sciences / University of Copenhagen, s. 1-11.

    Publikation: Working paperForskning

  88. Udgivet

    Asymptotics of the QMLE for General ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-37.

    Publikation: Working paperForskning

  89. Udgivet

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.

    Publikation: Working paperForskning

  90. Udgivet

    Copulas: Tales and Facts

    Mikosch, Thomas Valentin, 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, s. 1-13.

    Publikation: Working paperForskning

  91. Udgivet

    Extracting Information from the Data: A European View on Empirical Macro

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, s. 1-26.

    Publikation: Working paperForskning

  92. Udgivet

    How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach

    Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, s. 1-32.

    Publikation: Working paperForskning

  93. Udgivet

    Local Alignment of Markov Chains

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-35.

    Publikation: Working paperForskning

  94. Udgivet

    Local Stacks in a Markov Chain

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-12.

    Publikation: Working paperForskning

  95. Udgivet

    Modeling Telefraffic Arrivals by a Poisson Cluster Process

    Fäy, G., González-Arávalo, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, s. 1-27.

    Publikation: Working paperForskning

  96. Udgivet

    On the entropy of LEGO

    Durhuus, Bergfinnur & Eilers, Søren, 2005, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Publikation: Working paperForskning

  97. Udgivet

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-23.

    Publikation: Working paperForskning

  98. Udgivet

    Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

    Nalholm, M., 2005, Finance Research Unit / Copenhagen University, s. 1-42.

    Publikation: Working paperForskning

  99. Udgivet

    Stock Market Risk-Return Inference. An Unconditional non-Parametric Approach

    Mikosch, Thomas Valentin & Starica, C., 2005, Københavns Universitet: <Forlag uden navn>, s. 1-40.

    Publikation: Working paperForskning

  100. Udgivet

    Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

    Dahl, M. H. & Møller, T., 2005, Københavns Universitet: H.C.Ø.-Tryk, s. 1-30.

    Publikation: Working paperForskning

  101. 2004
  102. Udgivet

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-10.

    Publikation: Working paperForskning

  103. Udgivet

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, s. 1-18.

    Publikation: Working paperForskning

  104. Udgivet

    Activity Rates with Very Heavy Tails

    Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-23.

    Publikation: Working paperForskning

  105. Udgivet

    Cointegration; An Overview

    Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-37.

    Publikation: Working paperForskning

  106. Udgivet

    Fair Distribution of Assets in Life Insurance

    Dahl, M. H., 2004, Afdeling for Anvendt Matematik og Statistik / København Universitet: H.C.Ø.-Tryk, s. 1-41.

    Publikation: Working paperForskning

  107. Udgivet

    Functional Large Deviations for Multivariate Regularly Varying Random Walks

    Hult, H., Lindskog, F., Mikosch, Thomas Valentin & Samorodnitsky, G., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-25.

    Publikation: Working paperForskning

  108. Udgivet

    How to Model Multivariate Extremes if One Must?

    Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-18.

    Publikation: Working paperForskning

  109. Udgivet

    Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

    Konstantinides, D. G. & Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-32.

    Publikation: Working paperForskning

  110. Udgivet

    Linear Models Based on Observations with Unknown Scaling

    Jensen, S. T. & Madsen, J., 2004, Afdeling for Anvendt Statistik og Matematik / Københavns Universitet, s. 1-11.

    Publikation: Working paperForskning

  111. Udgivet

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, s. 50-62.

    Publikation: Working paperForskning

  112. Udgivet

    On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, s. 1-10.

    Publikation: Working paperForskning

  113. Udgivet

    On Optimal Investment and Subexponential Claims

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-13.

    Publikation: Working paperForskning

  114. Udgivet

    Surplus-linked Life Insurance

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, s. 1-20.

    Publikation: Working paperForskning

  115. Udgivet

    The Distribution of Various Hitting Times for a Shot Noise Process with Two-Sided Jumps

    Jensen, A. T., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-10.

    Publikation: Working paperForskning

  116. Udgivet

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, s. 1-14.

    Publikation: Working paperForskning

  117. Udgivet

    Utility Maximization and Risk Minimization in Life and pension Insurance

    Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-32.

    Publikation: Working paperForskning

  118. 2003
  119. Udgivet

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.

    Publikation: Working paperForskning

Forrige 1 2 3 Næste