Results 131 to 140 of about 186,586 (268)

Learned adaptive properties for mitigation of weight perturbations in embedded spiking networks. [PDF]

open access: yesFront Neurosci
Luca S   +5 more
europepmc   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Modeling human visuomotor adaptation with a disturbance observer framework. [PDF]

open access: yesPLoS Comput Biol
Sharma G   +4 more
europepmc   +1 more source

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang   +3 more
wiley   +1 more source

General‐Purpose Hexagonal Programmable Photonic Integrated Circuit with a >30 GHz Free Spectral Range

open access: yesLaser &Photonics Reviews, EarlyView.
A compact and low insertion loss programmable photonic circuit is demonstrated based on a 7‐cell hexagonal waveguide mesh with a large free spectral range (FSR) of 31 GHz for a 6‐gate ring resonator configuration. Vernier rings and a dual‐injected ring configuration are demonstrated on this circuit with a further improved FSR of 93 GHz.
Yu Zhang   +6 more
wiley   +1 more source

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