How are the model parameters related to affine transformations of the input data?

Mar 11, 2019 ... Informational notification. This question is locked and replying has been disabled. I have the same question (361). Subscribe. Community ... The first is the theory of affine and polynomial processes and their ... Filipovic) [Article | arXiv], Stochastic Systems, 10(5), 1-97, 2020. Informational ... min formulations while maintaining their appealing low informational requirements is through the ... affine policy” of past disturbances, i.e. a pricing policy of ... assume that it is affine in the state variables. Hence, the ... long-term investors economy is more informative, while with diffuse informational arrival ... In both cases, the linear-quadratic model yields unique Bayesian Nash equilibria and the unique equilibrium strategies are affine in the information firms have. We adopt an affine information structure: Random vector {θi εi}i∈I is ... informational efficiency. Our result complements the aggregation prediction. Dec 7, 2016 ... Then the value function v is affine on the cascade set CA = [¯π,1], but not on any extension of CA to the left, and so is strictly convex at ¯π. Feb 10, 2022 ... existential results about random variables before (e.g. [53], [54]), so the study of affine constraints is not unnatural. We also prove the ... unique person-by-person optimal solution which is affine in the measure- ments of each player; this affine solution is also globally optimal (See. Radner [I] ... ... affine conversion needs to be applied. For more information, see When to Apply Affine Conversion. Usually, if the output signal represents a relative ...