Monte Carlo Simulation of an American Option [PDF]
We implement gradient estimation techniques for sensitivity analysis of option pricing which can be efficiently employed in Monte Carlo simulation. Using these techniques we can simultaneously obtain an estimate of the option value together with the ...
Gikiri Thuo
doaj
Abstract This paper presents a computationally efficient variant of Gradient Boosting (GB) for multi-class classification and multi-output regression tasks. Standard GB uses a 1-vs-all strategy for classification tasks with more than two classes. This strategy entails that one tree per class and iteration has to be trained.
Seyedsaman Emami +1 more
openaire +3 more sources
Changes in the Education-Health Gradient Within U.S. States, 1993-2019. [PDF]
Montez JK +4 more
europepmc +1 more source
Real-world bisphenol A exposure not linked to microbiota dynamics in childhood obesity
Robyn L. Prueitt, Julie E. Goodman
doaj +1 more source
SAR-Efficient Sub-Volume Imaging Using Nonlinear Gradient Magnetic Fields. [PDF]
Kopanoglu E, Atalar E, Constable RT.
europepmc +1 more source
Morphological and functional evaluation of the left ventricle in severe aortic stenosis with afterload mismatch: a South African single-centre, cross-sectional cardiovascular MRI-based study. [PDF]
Rajah MR, Doubell AF, Herbst PG.
europepmc +1 more source
Commentary: White matter functional connectome gradient dysfunction in major depressive disorder. [PDF]
Cheng S, Chen B, Lu J.
europepmc +1 more source
Population attributable fraction of gas cooking and childhood asthma: What was missed?
Wenchao Li +2 more
doaj +1 more source
Characterizing functional connectivity gradients for the hippocampus-amygdala complex in healthy and psychiatric cohorts. [PDF]
Liu XS +9 more
europepmc +1 more source
Transcriptional signatures of the cortical morphometric similarity network gradient in left temporal lobe epilepsy with different seizure symptoms. [PDF]
Lin K +9 more
europepmc +1 more source

