Results 181 to 190 of about 22,553 (296)
Accelerating the calibration of stochastic volatility models [PDF]
This paper compares the performance of three methods for pricing vanilla options in models with known characteristic function: (1) Direct integration, (2) Fast Fourier Transform (FFT), (3) Fractional FFT. The most important application of this comparison
Kilin, Fiodar
core
Automated generative process synthesis via transformer‐based dual‐loop simulation and optimization
AIChE Journal, EarlyView.Abstract This study presents a novel framework for automated generative process synthesis, addressing the complexity of simultaneously optimizing discrete topologies and continuous operating variables. To overcome conventional superstructure limitations, we propose a dual‐loop architecture integrating generative transformers with rigorous process ...
Yeong Woo Son +4 more
wiley +1 more source
The Evaluation Of Barrier Option Prices Under Stochastic Volatility [PDF]
This paperc onsiders the problem o fnumerically evaluating barrier option prices when the dynamics of the underlying are driven by stochastic volatility following the square root process of Heston (1993). We develop a method of lines approach to evaluate
Boda Kang +2 more
core
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility. [PDF]
J R Stat Soc Ser A Stat Soc, 2015 Carriero A, Clark TE, Marcellino M.
europepmc +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
Stochastic volatility, a new approach for Vasicek model with stochastic volatility
, 2020 ABSTRACT STOCHASTIC VOLATILITY, A NEW APPROACH FOR VASICEK MODEL WITH STOCHASTIC VOLATILITY Zeytun, Serkan M.Sc, Department of Financial Mathematics Supervisor: Assoc. Prof. Dr. Azize Hayfavi September 2005, 49 pages In the original Vasicek model interest rates are calculated assuming that volatility remains constant over the period of analysis.
openaire +1 more source
A Unifying Approach to Self‐Organizing Systems Interacting via Conservation Laws
Advanced Intelligent Discovery, EarlyView.The article develops a unified way to model and analyze self‐organizing systems whose interactions are constrained by conservation laws. It represents physical/biological/engineered networks as graphs and builds projection operators (from incidence/cycle structure) that enforce those constraints and decompose network variables into constrained versus ...
F. Barrows +7 more
wiley +1 more source
Parametric Analysis of Spiking Neurons in 16 nm Fin Field‐Effect Transistor Technology
Advanced Intelligent Discovery, EarlyView.Energy efficient computing has driven a shift toward brain‐inspired neuromorphic hardware. This study explores the design of three distinct silicon neuron topologies implemented in 16 nm fin field‐Effect transistor technology. While the Axon‐Hillock design achieves gigahertz throughput, its functional fragility persists. The Morris–Lecar model captures
Logan Larsh +3 more
wiley +1 more source
Advanced Intelligent Systems, EarlyView.A volatile‐switching compact model of electrochemical metallization memory cells for neuromorphic architecture is developed and validated by reliable reproduction of device characterization measurements: I−V sweeps, SET kinetics, relaxation dynamics.
Rana Walied Ahmad +4 more
wiley +1 more source