82,038 research outputs found
Approximations from Anywhere and General Rough Sets
Not all approximations arise from information systems. The problem of fitting
approximations, subjected to some rules (and related data), to information
systems in a rough scheme of things is known as the \emph{inverse problem}. The
inverse problem is more general than the duality (or abstract representation)
problems and was introduced by the present author in her earlier papers. From
the practical perspective, a few (as opposed to one) theoretical frameworks may
be suitable for formulating the problem itself. \emph{Granular operator spaces}
have been recently introduced and investigated by the present author in her
recent work in the context of antichain based and dialectical semantics for
general rough sets. The nature of the inverse problem is examined from
number-theoretic and combinatorial perspectives in a higher order variant of
granular operator spaces and some necessary conditions are proved. The results
and the novel approach would be useful in a number of unsupervised and semi
supervised learning contexts and algorithms.Comment: 20 Pages. Scheduled to appear in IJCRS'2017 LNCS Proceedings,
Springe
Rough paths in idealized financial markets
This paper considers possible price paths of a financial security in an
idealized market. Its main result is that the variation index of typical price
paths is at most 2, in this sense, typical price paths are not rougher than
typical paths of Brownian motion. We do not make any stochastic assumptions and
only assume that the price path is positive and right-continuous. The
qualification "typical" means that there is a trading strategy (constructed
explicitly in the proof) that risks only one monetary unit but brings infinite
capital when the variation index of the realized price path exceeds 2. The
paper also reviews some known results for continuous price paths and lists
several open problems.Comment: 21 pages, this version adds (in Appendix C) a reference to new
results in the foundations of game-theoretic probability based on Hardin and
Taylor's work on hat puzzle
Statistics of the separation between sliding rigid rough surfaces: Simulations and extreme value theory approach
When a rigid rough solid slides on a rigid rough surface, it experiences a
random motion in the direction normal to the average contact plane. Here,
through simulations of the separation at single-point contact between
self-affine topographies, we characterize the statistical and spectral
properties of this normal motion. In particular, its rms amplitude is much
smaller than that of the equivalent roughness of the two topographies, and
depends on the ratio of the slider's lateral size over a characteristic
wavelength of the topography. In addition, due to the non-linearity of the
sliding contact process, the normal motion's spectrum contains wavelengths
smaller than the smallest wavelength present in the underlying topographies. We
show that the statistical properties of the normal motion's amplitude are well
captured by a simple analytic model based on the extreme value theory
framework, extending its applicability to sliding-contact-related topics
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