Results 11 to 20 of about 802,446 (258)
Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models
Econometrics, 2023 This paper proposes concepts and methods to investigate whether the bubble patterns observed in individual time series are common among them. Having established the conditions under which common bubbles are present within the class of mixed causal ...
Gianluca Cubadda +2 more
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Diamonds and Forward Variance Models
SSRN Electronic Journal, 2022 In this non-technical introduction to diamond trees and forests, we focus on their application to computation in stochastic volatility models written in forward variance form, rough volatility models in particular.
Friz, Peter, Gatheral, Jim
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Let's Push Things Forward: A Survey on Robot Pushing
Frontiers in Robotics and AI, 2020 As robots make their way out of factories into human environments, outer space, and beyond, they require the skill to manipulate their environment in multifarious, unforeseeable circumstances.
Jochen Stüber +2 more
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Affine forward variance models [PDF]
Finance and Stochastics, 2018 We introduce the class of affine forward variance (AFV) models of which both the conventional Heston model and the rough Heston model are special cases. We show that AFV models can be characterized by the affine form of their cumulant generating function, which can be obtained as solution of a convolution Riccati equation.
Gatheral, Jim, Keller-Ressel, Martin
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Analysing Quantiles in Models of Forward Term Rates
Risks, 2023 The class of forward-LIBOR market models can, under certain volatility structures, produce unrealistically high long-dated forward rates, particularly for maturities and tenors beyond the liquid market calibration instruments.
Thomas A. McWalter +2 more
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Neuroelectromagnetic Forward Modeling Toolbox [PDF]
2008 30th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, 2008 This paper introduces a Neuroelectromagnetic Forward Modeling Toolbox running under MATLAB (The Mathworks, Inc.) for generating realistic head models from available data (MRI and/or electrode locations) and for solving the forward problem of electro-magnetic source imaging numerically.
Zeynep, Akalin Acar, Scott, Makeig
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A Comprehension- or a Production-Based Monitor? Response to Roelofs (2020)
Journal of Cognition, 2020 Roelofs (2020) has put forth a rebuttal of the criticisms raised against comprehension-based monitoring and has also raised a number of objections against production-based monitors.
Nazbanou Nozari
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Frontiers in Neurorobotics, 2019 We propose a deep neural network architecture, the Encode-Manipulate-Decode (EM*D) net, for rapid manipulation planning on deformable objects. We demonstrate its effectiveness on simulated cloth.
Solvi Arnold, Kimitoshi Yamazaki
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Forward Models in Visuomotor Control [PDF]
Journal of Neurophysiology, 2002 In recent years, an increasing number of research projects investigated whether the central nervous system employs internal models in motor control. While inverse models in the control loop can be identified more readily in both motor behavior and the firing of single neurons, providing direct evidence for the existence of forward models is more ...
Biren, Mehta, Stefan, Schaal
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Disruption of Cerebellar Prediction in Verbal Working Memory
Frontiers in Human Neuroscience, 2019 Mounting evidence suggests that the right cerebellum contributes to verbal working memory, but the functional role of this contribution remains unclear. In an established theory of motor control, the cerebellum is thought to predict sensory consequences ...
Yi-Shin Sheu, Yu Liang, John E. Desmond
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