Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Negative convexity exists when the shape of a bond's yield curve is concave. A ...

Abstract: In this brief, we propose a novel real-time numerical algorithm for solving nonlinear model predictive control (NMPC) with convex-concave constraints, which arise in various practical ...

Given a separated dual system (E, E'), the Fenchel transform determines a pairing of the convex functions on E with the convex functions on E'. This operation is shown to have a continuity property.

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Want to surprise people at cocktail parties when discussing the 2007-08 financial cataclysm? Just tell them the ...

Abstract: We investigated the program and reliability characteristics of convex and concave structures for advanced 3-D NAND flash memory. The program characteristics of the convex structure included ...

We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two ...