Explanipedia

The Black Android, Janelle Monáe and Crossover Stardom: Race and Technology On-screen Open

L. C. G. Rogers · 2025

Artificial people, far from embodying the false promise of a post-racial future, come to be inscribed with signifiers of race across science fiction film and television. However, like Western philosophy’s theorisation of technology, on-scr…

Toward a Principled Framework for Disclosure Avoidance Open

Michael B. Hawes, Evan M. Brassell, Anthony Caruso, Ryan Cumings-Menon, Jason Devine , et al. · 2025

Responsible disclosure limitation is an iterative exercise in risk assessment and mitigation. From time to time, as disclosure risks grow and evolve and as data users' needs change, agencies must consider redesigning the disclosure avoidan…

The 1/e-strategy is sub-optimal for the problem of best choice under no information Open

F. Thomas Bruss, L. C. G. Rogers · 2021

Change of drift in one-dimensional diffusions Open

Sascha Desmettre, Gunther Leobacher, L. C. G. Rogers · 2021

It is generally understood that a given one-dimensional diffusion may be transformed by a Cameron–Martin–Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this, we…

Finance and Stochastics volume / Change of drift in one-dimensional diffusions Open

Sascha Desmettre, Gunther Leobacher, L. C. G. Rogers · 2021

Answer to an open question concerning the $1/e$-strategy for best choice under no information Open

F. Thomas Bruss, L. C. G. Rogers · 2020

This paper answers a long-standing open question concerning the $1/e$-strategy for the problem of best choice. $N$ candidates for a job arrive at times independently uniformly distributed in $[0,1]$. The interviewer knows how each candidat…

When is it best to follow the leader? Open

Philip Ernst, L. C. G. Rogers, Quan Zhou · 2019

An object is hidden in one of N boxes. Initially, the probability that it is in box i is πi(0). You then search in continuous time, observing box Jt at time t, and receiving a signal as you observe: if the box you are observing does not co…

The distribution of Yule's "nonsense correlation" Open

Philip Ernst, L. C. G. Rogers, Quan Zhou · 2019

In 2017, the authors of~\citet{ernst2017yule} explicitly computed the second moment of Yule's offering the first mathematical explanation of Yule's 1926 empirical finding of nonsense correlation.~\citep{yule1926}. The present work closes…

Yule's "nonsense correlation" solved: Part II Open

Philip Ernst, L. C. G. Rogers, Quan Zhou · 2019

In 1926, G. Udny Yule considered the following: given a sequence of pairs of random variables $\{X_k,Y_k \}$ ($k=1,2, \ldots, n$), and letting $X_i = S_i$ and $Y_ i= S'_i$ where $S_i$ and $S'_i$ are the partial sums of two independent rand…

Sense, nonsense and the S&P500 Open

L. C. G. Rogers · 2018

The theory of financial markets is well developed, but before any of it can be applied there are statistical questions to be answered: Are the hypotheses of proposed models reasonably consistent with what data show? If so, how should we in…

When is it best to follow the leader? Open

Philip Ernst, L. C. G. Rogers, Quan Zhou · 2018

An object is hidden in one of $N$ boxes. Initially, the probability that it is in box $i$ is $π_i(0)$. You then search in continuous time, observing box $J_t$ at time $t$, and receiving a signal as you observe: if the box you are observing…

Combining different models Open

L. C. G. Rogers · 2017

The value of foresight Open

Philip Ernst, L. C. G. Rogers, Quan Zhou · 2017

Optimal investment: bounds and heuristics Open

L. C. G. Rogers, Pawel Zaczkowski · 2015

This is the author accepted manuscript. The final version is available from Incisive Financial Publishing via http://www.risk.net/journal-of-computational-finance/technical-paper/2432431/optimal-investment-bounds-and-heuristics

Bermudan options by simulation Open

L. C. G. Rogers · 2015

The aim of this study is to devise numerical methods for dealing with very high-dimensional Bermudan-style derivatives. For such problems, we quickly see that we can at best hope for price bounds, and we can only use a simulation approach.…

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