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Vikenty Mikheev

Publications and source records attributed to Vikenty Mikheev.

3 recordsLinked to original sources

Modulus of time-respecting paths

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 than a family of a few long overlapping paths. In this work, we define a version of p-modulus for time-respecting paths on temporal graphs. This formulation makes use of a time penalty function as a means of discounting paths that take a relatively long time to traverse, thus allowing modulus to capture temporal information about the family as well. By means of a transformation, we show that this temporal p-modulus can be recognized as a p-modulus problem on a static graph and, therefore, that much of the known theory of p-modulus of families of objects can be translated to the case of temporal paths. We demonstrate some properties of temporal modulus on examples.

math.OC

Christmas Jump in LIBOR

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 Xmas.

q-fin.ST

Species Trees Forcing Parsimony to Fail

To the known fact that Parsimony method sometimes fails on the problem of inferring species trees from gene trees, here we proved that no mater of what topology the true 9-taxon and greater species tree is the only thing one needs to break down Parsimony is to have in this species tree three consecutive inner edges not going through the root but perhaps ending on it with lengths T1, T2, T3 of some proportions. Obviously, the probability to meet these lengths is growing in general with the size of species tree. Therefore, Parsimony may be applied only when the described lengths of edges cannot be met in the tree.

q-bio.PE