scholarly journals The resurgence properties of the large order asymptotics of the Anger-Weber function II

2014 ◽  
pp. 121-147
Author(s):  
Gergő Nemes
Keyword(s):  
Weber Function ◽  
Large Order

The Russian ruble crisis of December 2014

2016 ◽  
pp. 66-86
Author(s):  
A. Obizhaeva
Keyword(s):  
Microstructure Analysis ◽  
Future Market ◽  
Effective Response ◽  
Large Order ◽  
Short Period ◽  
The Face ◽  
Front Running ◽  
Futures And Options

The paper presents a microstructure analysis of the crash of the Russian ruble in mid-December 2014. The author shows that the market break probably happened due to the execution of a large order that converted Russian rubles into U.S. dollars over a short period of a few days. Expirations of futures and options as well as possible front-running could have exacerbated the collapse of the Russian currency. The paper discusses measures taken by the Moscow Exchange and Bank of Russia during the episode and makes several recommendations to prevent a repetition of the similar events and provide an effective response in the face of future market breaks.

scholarly journals On Directed Versions of the Hajnal–Szemerédi Theorem

2015 ◽  
Vol 24 (6) ◽  
pp. 873-928 ◽  
Author(s):  
ANDREW TREGLOWN
Keyword(s):  
Directed Graph ◽  
Minimum Degree ◽  
Directed Graphs ◽  
Perfect Matchings ◽  
Large Order ◽  
Vertex Disjoint ◽  
Removal Lemma

We say that a (di)graph G has a perfect H-packing if there exists a set of vertex-disjoint copies of H which cover all the vertices in G. The seminal Hajnal–Szemerédi theorem characterizes the minimum degree that ensures a graph G contains a perfect Kr-packing. In this paper we prove the following analogue for directed graphs: Suppose that T is a tournament on r vertices and G is a digraph of sufficiently large order n where r divides n. If G has minimum in- and outdegree at least (1−1/r)n then G contains a perfect T-packing.In the case when T is a cyclic triangle, this result verifies a recent conjecture of Czygrinow, Kierstead and Molla [4] (for large digraphs). Furthermore, in the case when T is transitive we conjecture that it suffices for every vertex in G to have sufficiently large indegree or outdegree. We prove this conjecture for transitive triangles and asymptotically for all r ⩾ 3. Our approach makes use of a result of Keevash and Mycroft [10] concerning almost perfect matchings in hypergraphs as well as the Directed Graph Removal Lemma [1, 6].

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