Results 101 to 110 of about 236,452 (310)
Algebraic and geometric structures inside the Birkhoff polytope [PDF]
, 2022 Grzegorz Rajchel-Mieldzioć +3 more
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Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal 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
Geometric algebra based recurrent neural network for multi-dimensional time-series prediction. [PDF]
Front Comput Neurosci, 2022 Li Y, Wang Y, Wang Y, Qian C, Wang R.
europepmc +1 more source
Signed Projective Cubes, a Homomorphism Point of View
Journal of Graph Theory, EarlyView.ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen +2 more
wiley +1 more source
A Functorial Construction of Quantum Subtheories
Entropy, 2017 We apply the geometric quantization procedure via symplectic groupoids to the setting of epistemically-restricted toy theories formalized by Spekkens (Spekkens, 2016).
Ivan Contreras, Ali Nabi Duman
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The influence of geometric algebra in surgical practice of sleeve gastrectomy-single center experience. [PDF]
Medicine (Baltimore), 2022 Yao G +10 more
europepmc +1 more source
Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
wiley +1 more source
Formal Frobenius structures generated by geometric deformation algebras [PDF]
, 2003 Mircea Crâşmăreanu
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Rigorous Electromagnetic Quasinormal‐Mode Method Made Easy for Users
Laser &Photonics Reviews, EarlyView.We present a method that combines numerical techniques with accurate approximations to enable simple and ultrafast computations of the scattered field based on quasinormal modes expansions. The method is made available in the open‐source package MANlite implemented within COMSOL.
Tong Wu, Philippe Lalanne
wiley +1 more source