Asymptotic Bethe Ansatz from String Sigma Model on S^3 x R

We derive the asymptotic Bethe ansatz (AFS equations) for the string on S^3 x R sector of AdS_5 x S^5 from the integrable nonhomogeneous dynamical spin chain for the string sigma model proposed in GKSV. It is clear from the derivation that AFS equations can be viewed only as an effective model describing a certain regime of a more fundamental inhomogeneous spin chain.Comment: 16 page

Optimal VWAP Trading Strategy and Relative Volume

Volume Weighted Average Price (VWAP) for a stock is total traded value divided by total traded volume. It is a simple quality of execution measurement popular with institutional traders to measure the price impact of trading stock. This paper uses classic mean-variance optimization to develop VWAP strategies that attempt to trade at better than the market VWAP. These strategies exploit expected price drift by optimally `front-loading' or `back-loading' traded volume away from the minimum VWAP risk strategy.

Basso-Dixon Correlators in Two-Dimensional Fishnet CFT

We compute explicitly the two-dimensional version of Basso-Dixon type integrals for the planar four-point correlation functions given by conformal fishnet Feynman graphs. These diagrams are represented by a fragment of a regular square lattice of power-like propagators, arising in the recently proposed integrable bi-scalar fishnet CFT. The formula is derived from first principles, using the formalism of separated variables in integrable SL(2,C) spin chain. It is generalized to anisotropic fishnet, with different powers for propagators in two directions of the lattice.Comment: 30 pages, 13 figures, v2: improved formulas, typos correcte