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| ! Term !! Notation !! Type !! Definition !! Notes | | ! Term !! Notation !! Type !! Definition !! Notes |
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| | <math>\mathcal F</math>-combination || <math>A</math> || <math>\mathcal S \cup \{0,1\} \to \mathcal F_n</math> || || Function application of an <math>\mathcal F</math>-combination uses square brackets instead of parentheses. Why? As far as I can tell, this is because each coefficient is in <math>\mathcal F</math> so is itself a function. This means we have two senses of "application": we can pick out the specific coefficient we want (square brackets), or we can apply each coefficient to return something (parentheses). | | | <math>\mathcal F</math>-combination || <math>A</math> || <math>\mathcal S \cup \{1\} \to \mathcal F_n</math> || || Function application of an <math>\mathcal F</math>-combination uses square brackets instead of parentheses. Why? As far as I can tell, this is because each coefficient is in <math>\mathcal F</math> so is itself a function. This means we have two senses of "application": we can pick out the specific coefficient we want (square brackets), or we can apply each coefficient to return something (parentheses). |
| |- | | |- |
| | Holdings from <math>T</math> against <math>\overline{\mathbb P}</math> (a <math>\mathbb Q</math>-combination)|| <math>T(\overline{\mathbb P})</math> || <math>\mathcal S \cup \{0,1\} \to \mathbb Q</math> || || | | | Holdings from <math>T</math> against <math>\overline{\mathbb P}</math> (a <math>\mathbb Q</math>-combination)|| <math>T(\overline{\mathbb P})</math> || <math>\mathcal S \cup \{1\} \to \mathbb Q</math> || || |
| |- | | |- |
| | Trading strategy || <math>T</math> || <math>\mathcal S \cup \{1\} \to \mathcal{E\!F}</math> || || | | | Trading strategy || <math>T</math> || <math>\mathcal S \cup \{1\} \to \mathcal{E\!F}</math> || || |
Latest revision as of 00:51, 25 June 2019
Term |
Notation |
Type |
Definition |
Notes
|
-combination |
 |
 |
|
Function application of an -combination uses square brackets instead of parentheses. Why? As far as I can tell, this is because each coefficient is in so is itself a function. This means we have two senses of "application": we can pick out the specific coefficient we want (square brackets), or we can apply each coefficient to return something (parentheses).
|
Holdings from against (a -combination) |
 |
 |
|
|
Trading strategy |
 |
 |
|
|
Feature |
 |
or equivalently or equivalently  |
|
|
Example of a 5-strategy given on p. 18 of the paper:
![{\displaystyle \underbrace {\left[(\neg \neg \phi )^{*5}-\phi ^{*5}\right]} _{\xi _{1}}\cdot (\phi -\phi ^{*5})+\underbrace {\left[\phi ^{*5}-(\neg \neg \phi )^{*5}\right]} _{\xi _{2}}\cdot \left(\neg \neg \phi -(\neg \neg \phi )^{*5}\right)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/7431a4d14ca4f3c336b8bbfbe7e0cfa191843a40)
Since the coefficients (
and
) are in
, this is an
-combination. Let's call this 5-strategy
. We can pick out the coefficient for the
term like
. But since each coefficient is a feature (which is a function), we can also apply each coefficient to some valuation sequence
, like this:
![{\displaystyle T_{5}({\overline {\mathbb {V} }})=\left[(\neg \neg \phi )^{*5}({\overline {\mathbb {V} }})-\phi ^{*5}({\overline {\mathbb {V} }})\right]\cdot (\phi -\phi ^{*5}({\overline {\mathbb {V} }}))+\left[\phi ^{*5}({\overline {\mathbb {V} }})-(\neg \neg \phi )^{*5}({\overline {\mathbb {V} }})\right]\cdot \left(\neg \neg \phi -(\neg \neg \phi )^{*5}({\overline {\mathbb {V} }})\right)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3d594f8de75b2faf3b3386495415c7f234eeccd7)
Now each coefficient is a real number, so
is an
-combination. Note that since
is a function that takes a sentence or the number
and
is a valuation sequence (not a sentence or number), there appears to be a type error in writing
. What is going on is that we aren't evaluating
at
; rather, we are evaluating each coefficient of
, to convert the range of
from
to
.
To summarize the types:

in other words ![{\displaystyle T_{5}[\phi ]\colon [0,1]^{{\mathcal {S}}\times \mathbb {N} ^{+}}\to \mathbb {R} }](https://wikimedia.org/api/rest_v1/media/math/render/svg/ebfe5b7ecb197d0c9ff3bfdc1114c8dc980ba632)

If
, then

and

and

I think
but the former notation seems to be preferred in the paper.
See also
External links