2 papers
math.OC2020
Modulus of time-respecting paths
Nathan Albin, Vikenty Mikheev
On a static graph, the p-modulus of a family of paths reflects both the lengths of these paths as well as their diversity; a family of many short, disjoint paths has larger modulus…
q-fin.ST2019
Christmas Jump in LIBOR
Vikenty Mikheev, Serge E. Miheev
A short-term pattern in LIBOR dynamics was discovered. Namely, 2-month LIBOR experiences a jump after Xmas. The sign and size of the jump depend on the data trend on 21 days before…