Scoring a Goal Optimally in a Soccer Game Under Liouville-Like Quantum Gravity Action

Pramanik, Paramahansa; Polansky, Alan M.

doi:10.1007/s43069-023-00247-y

Oper. Res. Forum

2023

DOI: 10.1007/s43069-023-00247-y

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Scoring a Goal Optimally in a Soccer Game Under Liouville-Like Quantum Gravity Action

Paramahansa Pramanik,

Alan M. Polansky

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2024

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Cited by 5 publications

(2 citation statements)

References 29 publications

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“…Path integral control solves a class of stochastic control problems with a Monte Carlo method for an HJB equation and this approach avoids the need for a global grid of the domain of the HJB equation [24]. If the objective function is quadratic and the differential equations are linear, then the solution is given in terms of several Ricatti equations that can be solved efficiently [29][30][31][32].…”

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confidence: 99%

Estimation of Optimal Lock-Down and Vaccination Rate of a Stochastic SIR Model: A Mathematical Approach

Pramanik

2024

Eur. J. Stat.

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This paper utilizes a stochastic Susceptible-Infected-recovered (SIR) model with a nonlinear incidence rate to estimate the optimal lock-down intensity and vaccination rate under the COVID-19 pandemic environment. We use a Feynman-type path integral control approach to determine a Fokker-Plank type equation of this system. Since we assume the availability of information on the COVID-19 pandemic is complete and perfect, we show the existence of a unique fixed point. A non-linear incidence rate is used because, it can be raised from saturation effects that if the proportion of infected agents is very high so that exposure to the pandemic is inevitable, then the transmission rate responds slower than linearity to the increase in the number of infections. The simulation study shows that with higher diffusion coefficients susceptible and recovery curves keep the downward trends while the infection curve becomes ergodic. Finally, we perform a data analysis using UK data at the beginning of 2021 and compare it with our theoretical results.

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confidence: 99%

Estimation of Optimal Lock-Down and Vaccination Rate of a Stochastic SIR Model: A Mathematical Approach

Pramanik

2024

Eur. J. Stat.

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“…Looking forward, we can investigate the existence of tail interchangeability among different soccer positions across diverse teams. For example, our approach can be utilized to examine the interchangeability of goal dynamics between two strikers from different clubs in the European Football League [39]. Should these dynamics exhibit interchangeability, it suggests that a club can smoothly substitute one striker with another once the contract of the first striker expires.…”

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confidence: 99%

Measuring Asymmetric Tails Under Copula Distributions

Pramanik

2024

Eur. J. Stat.

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Extensive evidence has been gathered showcasing the prevalence of heavy-tailed distributions and asymmetric tail interdependence within equity and foreign exchange markets, particularly during times of crisis. Tail interdependence in financial markets often manifests as financial contagion, characterized by periods where declining prices and heightened volatility propagate across economic and financial sectors. This phenomenon causes markets that typically exhibit minimal or no correlation to behave similarly, often in opposition to fundamental principles. Instances of unwarranted contagion present a perplexing challenge, suggesting irrationality among market participants and defying conventional risk management strategies and optimal portfolio selections. Our objective is to construct a comprehensive framework for dissecting such occurrences, utilizing a metric of tail-nonexchangeable dependencies employing various copulas with diverse marginal distributions. We offer analytical insights into our measurement of tail order dependence to aid in understanding these events.

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Optimization of a dynamic profit function using Euclidean path integral

Pramanik,

Polansky

2023

SN Bus Econ

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scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

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Scoring a Goal Optimally in a Soccer Game Under Liouville-Like Quantum Gravity Action

Cited by 5 publications

References 29 publications

Estimation of Optimal Lock-Down and Vaccination Rate of a Stochastic SIR Model: A Mathematical Approach

Estimation of Optimal Lock-Down and Vaccination Rate of a Stochastic SIR Model: A Mathematical Approach

Measuring Asymmetric Tails Under Copula Distributions

Optimization of a dynamic profit function using Euclidean path integral

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