A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuously monitored variance swap written on an asset with continuous paths it is well known that the variance swap payoff can be replicated exactly using a portfolio of puts and calls and a dynamic position in the asset. T...

The aim of judgment aggregation is to make collective decisions based on the judgments of individual agents. Some rationality conditions governing the expected behavior of the aggregation function must be considered. However, impossibility theorems show that designing an aggregation function satisfying all desirable properties is not feasible. While some rationality conditions are very natural ...

We consider the problem of building a wait-free and linearizable counter using shared registers. The counter supports a read operation, which returns the value of the counter, and an increment operation, which increments the value of the counter and returns nothing. The shared registers support read, write and compare-andswap instructions. We show that given n processes andO(n) shared registers...

This is the technical appendix accompanying the article “A separation logic for a promising semantics”. It contains a soundness proof for the SLR logic. The programming language and logic presented in this appendix extends the programming language and logic presented in the paper with plain accesses. The programming language has further been extended with compare-and-swap operations and the log...

We analyze the network of bilateral liquidity swaps (BSAs) among the ASEAN+3 countries. We find that the network has taken the correlation of capital flows in the region into account, in the sense that countries with lower correlation of reserve growth have engaged in larger BSAs. All else equal, a decimal point increase in the correlation of international reserve growth decreases the size of a...

This project is focused on developing hardware implementations of image processing algorithm for use in an FPGA -based image processing system, this approach facilitates comparison of the software and synthesized hardware algorithm outputs. The rank order filter is a particularly common algorithm in image processing systems. This approach was taken because it speeds understanding of the algorit...

Almost all previous dynamic-sized lock-free data structures are either unable to free memory to the memory allocator when it is no longer required, or require special system or hardware support. In the only exception we are aware of, a single thread failure can prevent further memory reclamation (see full paper for reference). We recently posed a problem — the Repeat Offenders Problem (ROP) — a...