Results 141 to 150 of about 11,306 (311)
Multivariate stochastic volatility modeling of neural data. [PDF]
Elife, 2019 Phan TD +3 more
europepmc +1 more source
Advanced Intelligent Discovery, EarlyView.A physics‐guided machine learning framework estimates Young's modulus in multilayered multimaterial hyperelastic cylinders using contact mechanics. A semiempirical stiffness law is embedded into a custom neural network, ensuring physically consistent predictions. Validation against experimental and numerical data on C.
Christoforos Rekatsinas +4 more
wiley +1 more source
Option Pricing under Double Stochastic Volatility Model with Stochastic Interest Rates and Double Exponential Jumps with Stochastic Intensity [PDF]
, 2020 Ying Chang, Yiming Wang
openalex +1 more source
Multivariate Stochastic Volatility
, 2006 The literature on multivariate stochastic volatility (MSV) models has developed significantly over the last few years. This paper reviews the substantial literature on specification, estimation and evaluation of MSV models. A wide range of MSV models is presented according to various categories, namely (i) asymmetric models; (ii) factor models; (iii ...
ASAI, Manabu, McAleer, Michael, YU, Jun
openaire +1 more source
Advanced Intelligent Discovery, EarlyView.This paper presents a computer vision (deep learning) pipeline integrating YOLOv8 and YOLOv9 for automated detection, segmentation, and analysis of rosette cellulose synthase complexes in freeze‐fracture electron microscopy images. The study explores curated dataset expansion for model improvement and highlights pipeline accuracy, speed ...
Siri Mudunuri +6 more
wiley +1 more source
Analytic Equity Option Pricing with Stochastic Volatility
, 2020 Colin Turfus
openalex +1 more source
Advanced Intelligent Discovery, EarlyView.To enable versatile unconventional computing, a single SiOx threshold switching device is engineered to exhibit controllable dual‐mode oscillation. By modulating the input voltage, the device selectively provides stable full oscillation for oscillatory neural networks and stochastic probabilistic oscillation for probabilistic bits and true random ...
Hyeonsik Choi +3 more
wiley +1 more source
High-order compact finite difference scheme for option pricing in stochastic volatility jump models [PDF]
, 2019 Bertram Düring, Alexander Pitkin
openalex +1 more source
Review of Memristors for In‐Memory Computing and Spiking Neural Networks
Advanced Intelligent Systems, EarlyView.Memristors uniquely enable energy‐efficient, brain‐inspired computing by acting as both memory and synaptic elements. This review highlights their physical mechanisms, integration in crossbar arrays, and role in spiking neural networks. Key challenges, including variability, relaxation, and stochastic switching, are discussed, alongside emerging ...
Mostafa Shooshtari +2 more
wiley +1 more source