Bond carry is the expected return on a bond when the yield curve does not change. The
curve carry strategy within each country constructs buckets based on bond maturities on a …

Trend rules are widely used to infer whether financial markets show an upward or downward
trend. By taking suitable long or short positions, one can profit from a continuation of these …

We consider a discrete-time tree network of polling servers where all packets are routed to
the same node (called node 0), from which they leave the network. All packets have unit size …

… If we assume that p i j > 0 for all i and j , the Markov chain is aperiodic and … p i j . For instance,
from intermediate state ( 0 , 1 , 0 , 3 ) , we go to state ( 2 , 1 , 3 , 3 ) with probability p 12 p 33 …

… observation that limp↓0 q(p) represents the service rate if all flits arrive at an empty switch.
In order to derive a good approximation to q(p) for all p, we will interpolate between the two …

Modules on a chip (such as processors and memories) are traditionally connected through
a single link, called a bus. As chips become more complex and the number of modules on a …

… queue according to the routing matrix P, and again if this … moves according to the routing
matrix P, until it moves to one … Such behaviour cannot occur in our model because P(i, i)=0. …

… We start by finding the probabilities P(success|L = a, N = b) that a packet of type-1 arriving
to the system when it is in state (L = a, N = b) is served by the router server and completes its …

… P-matrix. Then all rows of P are identical, apart from being shifted. Because, in addition, Xj
… Similarly, if the P-matrix is not circulant but can be written in circulant form, it can also be …

We provide an analytical study of the impact of packet skipping and opportunistic network
coding on the timely communication of messages through a single network element. In a first …