171 citations · 1.1k across the 40 of their papers we have counts for
40 papers
Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
Matteo Smerlak
Returns distributions are heavy-tailed across asset classes. In this note, I examine the implications of this well-known stylized fact for the joint statistics of performance (abso…
Diversity enables the jump towards cooperation for the Traveler's Dilemma
Maria Alejandra Ramirez, Matteo Smerlak, Arne Traulsen +1
Social dilemmas are situations in which collective welfare is at odds with individual gain. One widely studied example, due to the conflict it poses between human behaviour and gam…
Diffusion approximations in population genetics and the rate of Muller's ratchet
Camila Bräutigam, Matteo Smerlak
Diffusion theory is a central tool of modern population genetics, yielding simple expressions for fixation probabilities and other quantities that are not easily derived from the u…
The cost of noise: stochastic punishment falls short of sustaining cooperation in social dilemma experiments
Mohammad Salahshour, Vincent Oberhauser, Matteo Smerlak
Identifying mechanisms able to sustain costly cooperation among self-interested agents is a central problem across social and biological sciences. One possible solution is peer pun…
Perturbation theory without power series: iterative construction of non-analytic operator spectra
Matteo Smerlak
It is well known that quantum-mechanical perturbation theory often give rise to divergent series that require proper resummation. Here I discuss simple ways in which these divergen…
A fast iterative algorithm for near-diagonal eigenvalue problems
Maseim Kenmoe, Ronald Kriemann, Matteo Smerlak +1
We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schrödinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary t…