20 citations · 20 across the 4 of their papers we have counts for
4 papers
Does the Market Anticipate? Can it? Should it?
Kangda Ken Wren
We explore a nuance to 'no arbitrage': it can be suboptimal to act upon an arbitrage immediately; in such cases optimised trading can suppress the anticipation of predictable risky…
A Note on Inferential Decisions, Errors and Path-Dependency
Kangda K. Wren
Consider sequential binary testing under model uncertainty or misspecification in an otherwise 'ideal' setting: the a posteriori belief process and its objective conditional probab…
Hall's coherent states, the Cameron-Martin theorem, and the quantization of Yang-Mills theory on a circle
N. P. Landsman, K. K. Wren
We discuss the classical and quantum reduction to the space of physical degrees of freedom of Yang--Mills theory on a circle (so that space-time is a cylinder). Although the classi…
Constrained quantization and -angles
N. P. Landsman, K. K. Wren
We apply a new and mathematically rigorous method for the quantization of constrained systems to two-dimensional gauge theories. In this method, which quantizes Marsden-Weinstein s…