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This paper offers a qualitative theoretical analysis of the error that may arise when a linear programming calculation is used to solve a problem involving some ...

In the era of Machine Learning (ML), Natural Language Processing (NLP), and Artificial Intelligence (AI), high-dimensional matrices are ubiquitous. In these fields (and in many others), matrices are ...

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log ...