Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem

Autor: Trevisani, D., López-Salas, J. G., Vázquez, C., García-Rodríguez, J. A.

In this work we rigorously establish mathematical models to obtain the capital valuation adjustment (KVA) as part of the total valuation adjustments (XVAs). For this purpose, we use a semi-replication strategy based on market theory. We formulate sin

Externí odkaz: http://arxiv.org/abs/2410.16825

First Very Long Baseline Interferometry Detections at 870{\mu}m

Autor: Raymond, Alexander W., Doeleman, Sheperd S., Asada, Keiichi, Blackburn, Lindy, Bower, Geoffrey C., Bremer, Michael, Broguiere, Dominique, Chen, Ming-Tang, Crew, Geoffrey B., Dornbusch, Sven, Fish, Vincent L., García, Roberto, Gentaz, Olivier, Goddi, Ciriaco, Han, Chih-Chiang, Hecht, Michael H., Huang, Yau-De, Janssen, Michael, Keating, Garrett K., Koay, Jun Yi, Krichbaum, Thomas P., Lo, Wen-Ping, Matsushita, Satoki, Matthews, Lynn D., Moran, James M., Norton, Timothy J., Patel, Nimesh, Pesce, Dominic W., Ramakrishnan, Venkatessh, Rottmann, Helge, Roy, Alan L., Sánchez, Salvador, Tilanus, Remo P. J., Titus, Michael, Torne, Pablo, Wagner, Jan, Weintroub, Jonathan, Wielgus, Maciek, Young, André, Akiyama, Kazunori, Albentosa-Ruíz, Ezequiel, Alberdi, Antxon, Alef, Walter, Algaba, Juan Carlos, Anantua, Richard, Azulay, Rebecca, Bach, Uwe, Baczko, Anne-Kathrin, Ball, David, Baloković, Mislav, Bandyopadhyay, Bidisha, Barrett, John, Bauböck, Michi, Benson, Bradford A., Bintley, Dan, Blundell, Raymond, Bouman, Katherine L., Boyce, Hope, Brissenden, Roger, Britzen, Silke, Broderick, Avery E., Bronzwaer, Thomas, Bustamante, Sandra, Carlstrom, John E., Chael, Andrew, Chan, Chi-kwan, Chang, Dominic O., Chatterjee, Koushik, Chatterjee, Shami, Chen, Yongjun, Cheng, Xiaopeng, Cho, Ilje, Christian, Pierre, Conroy, Nicholas S., Conway, John E., Crawford, Thomas M., Cruz-Osorio, Alejandro, Cui, Yuzhu, Dahale, Rohan, Davelaar, Jordy, De Laurentis, Mariafelicia, Deane, Roger, Dempsey, Jessica, Desvignes, Gregory, Dexter, Jason, Dhruv, Vedant, Dihingia, Indu K., Dzib, Sergio A., Eatough, Ralph P., Emami, Razieh, Falcke, Heino, Farah, Joseph, Fomalont, Edward, Fontana, Anne-Laure, Ford, H. Alyson, Foschi, Marianna, Fraga-Encinas, Raquel, Freeman, William T., Friberg, Per, Fromm, Christian M., Fuentes, Antonio, Galison, Peter, Gammie, Charles F., Georgiev, Boris, Gold, Roman, Gómez-Ruiz, Arturo I., Gómez, José L., Gu, Minfeng, Gurwell, Mark, Hada, Kazuhiro, Haggard, Daryl, Hesper, Ronald, Heumann, Dirk, Ho, Luis C., Ho, Paul, Honma, Mareki, Huang, Chih-Wei L., Huang, Lei, Hughes, David H., Ikeda, Shiro, Impellizzeri, C. M. Violette, Inoue, Makoto, Issaoun, Sara, James, David J., Jannuzi, Buell T., Jeter, Britton, Jiang, Wu, Jiménez-Rosales, Alejandra, Johnson, Michael D., Jorstad, Svetlana, Jones, Adam C., Joshi, Abhishek V., Jung, Taehyun, Karuppusamy, Ramesh, Kawashima, Tomohisa, Kettenis, Mark, Kim, Dong-Jin, Kim, Jae-Young, Kim, Jongsoo, Kim, Junhan, Kino, Motoki, Kocherlakota, Prashant, Kofuji, Yutaro, Koch, Patrick M., Koyama, Shoko, Kramer, Carsten, Kramer, Joana A., Kramer, Michael, Kubo, Derek, Kuo, Cheng-Yu, La Bella, Noemi, Lee, Sang-Sung, Levis, Aviad, Li, Zhiyuan, Lico, Rocco, Lindahl, Greg, Lindqvist, Michael, Lisakov, Mikhail, Liu, Jun, Liu, Kuo, Liuzzo, Elisabetta, Lobanov, Andrei P., Loinard, Laurent, Lonsdale, Colin J., Lowitz, Amy E., Lu, Ru-Sen, MacDonald, Nicholas R., Mahieu, Sylvain, Maier, Doris, Mao, Jirong, Marchili, Nicola, Markoff, Sera, Marrone, Daniel P., Marscher, Alan P., Martí-Vidal, Iván, Medeiros, Lia, Menten, Karl M., Mizuno, Izumi, Mizuno, Yosuke, Montgomery, Joshua, Moriyama, Kotaro, Moscibrodzka, Monika, Mulaudzi, Wanga, Müller, Cornelia, Müller, Hendrik, Mus, Alejandro, Musoke, Gibwa, Myserlis, Ioannis, Nagai, Hiroshi, Nagar, Neil M., Nakamura, Masanori, Narayanan, Gopal, Natarajan, Iniyan, Nathanail, Antonios, Fuentes, Santiago Navarro, Neilsen, Joey, Ni, Chunchong, Nowak, Michael A., Oh, Junghwan, Okino, Hiroki, Sánchez, Héctor Raúl Olivares, Oyama, Tomoaki, Özel, Feryal, Palumbo, Daniel C. M., Paraschos, Georgios Filippos, Park, Jongho, Parsons, Harriet, Pen, Ue-Li, Piétu, Vincent, PopStefanija, Aleksandar, Porth, Oliver, Prather, Ben, Principe, Giacomo, Psaltis, Dimitrios, Pu, Hung-Yi, Raffin, Philippe A., Rao, Ramprasad, Rawlings, Mark G., Ricarte, Angelo, Ripperda, Bart, Roelofs, Freek, Romero-Cañizales, Cristina, Ros, Eduardo, Roshanineshat, Arash, Ruiz, Ignacio, Ruszczyk, Chet, Rygl, Kazi L. J., Sánchez-Argüelles, David, Sánchez-Portal, Miguel, Sasada, Mahito, Satapathy, Kaushik, Savolainen, Tuomas, Schloerb, F. Peter, Schonfeld, Jonathan, Schuster, Karl-Friedrich, Shao, Lijing, Shen, Zhiqiang, Small, Des, Sohn, Bong Won, SooHoo, Jason, Salas, León David Sosapanta, Souccar, Kamal, Srinivasan, Ranjani, Stanway, Joshua S., Sun, He, Tazaki, Fumie, Tetarenko, Alexandra J., Tiede, Paul, Toma, Kenji, Toscano, Teresa, Traianou, Efthalia, Trent, Tyler, Trippe, Sascha, Turk, Matthew, van Bemmel, Ilse, van Langevelde, Huib Jan, van Rossum, Daniel R., Vos, Jesse, Ward-Thompson, Derek, Wardle, John, Washington, Jasmin E., Wharton, Robert, Wiik, Kaj, Witzel, Gunther, Wondrak, Michael F., Wong, George N., Wu, Qingwen, Yadlapalli, Nitika, Yamaguchi, Paul, Yfantis, Aristomenis, Yoon, Doosoo, Younsi, Ziri, Yu, Wei, Yuan, Feng, Yuan, Ye-Fei, Zensus, J. Anton, Zhang, Shuo, Zhao, Guang-Yao, Zhao, Shan-Shan

Publikováno v: The Astronomical Journal, Volume 168, Issue 3, id.130, 19 pp. 2024

The first very long baseline interferometry (VLBI) detections at 870$\mu$m wavelength (345$\,$GHz frequency) are reported, achieving the highest diffraction-limited angular resolution yet obtained from the surface of the Earth, and the highest-freque

Externí odkaz: http://arxiv.org/abs/2410.07453

A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance

Autor: López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A.

In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular, applications to

Externí odkaz: http://arxiv.org/abs/2410.02925

Autonomous loading of ore piles with Load-Haul-Dump machines using Deep Reinforcement Learning

Autor: Salas, Rodrigo, Leiva, Francisco, Ruiz-del-Solar, Javier

This work presents a deep reinforcement learning-based approach to train controllers for the autonomous loading of ore piles with a Load-Haul-Dump (LHD) machine. These controllers must perform a complete loading maneuver, filling the LHD's bucket wit

Externí odkaz: http://arxiv.org/abs/2409.07449

Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance

Autor: López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A.

Publikováno v: J.G. L\'opez-Salas et. al. Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance. Hyperbolic Problems: Theory, Numerics, Applications. SEMA SIMAI Springer Series, vol 35. Springer, Cham, 2024

We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order convergen

Externí odkaz: http://arxiv.org/abs/2409.01131