4 citations · 9 across the 8 of their papers we have counts for
6 papers · 1 filter
Robustness and Evolvability of the B Cell Mutator Mechanism
Patricia Theodosopoulos, Ted Theodosopoulos
We present a model that considers the maturation of the antibody population following primary antigen presentation as a global optimization problem. The trade-off that emerges from…
Study on optimal timing of mark-to-market for contingent credit risk control
Jiali Liao, Ted Theodosopoulos
Over-the-counter derivatives have contributed significantly to the effectiveness and efficiency of the international financial system but also entail significant counterparty credi…
A Reversion of the Chernoff Bound
Ted Theodosopoulos
This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure…
Properties of the wealth process in a market microstructure model
Ted Theodosopoulos, Ming Yuen
In this short paper we define the wealth process in a spin model for market microstructure, for individual agents and in aggregate. The agents in our model try to balance their des…
Properties of a renewal process approximation for a spin market model
Muffasir Badshah, Robert Boyer, Ted Theodosopoulos
In this short note we investigate the natur of the phase transitions in a spin market model as a function of the interaction strength between local and global effects. We find that…
Statistical properties of the phase transitions in a spin model for market microstructure
Muffasir Badshah, Robert Boyer, Ted Theodosopoulos
Increased day-trading activity and the subsequent jump in intraday volatility and trading volume fluctuations has raised considerable interest in models for financial market micros…