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pro vyhledávání: '"AFFINE MODELS"'
A fundamental question in the field of molecular computation is what computational tasks a biochemical system can carry out. In this work, we focus on the problem of finding the maximum likelihood estimate (MLE) for log-affine models. We revisit a co
Externí odkaz:
http://arxiv.org/abs/2411.07986
Autor:
Barski, Michał, Łochowski, Rafał
The paper is devoted to the study of the short rate equation of the form $$ dR(t)=F(R(t)) dt +\sum_{i=1}^{d}G(R(t-))dZ_i(t)$$ with deterministic functions $F,G_1,...,G_d$ and a multivariate L\'evy process $Z=(Z_1,...,Z_d)$ with possibly dependent coo
Externí odkaz:
http://arxiv.org/abs/2407.21425
Autor:
Jianfeng Guo1, Zhenxing Ren1 renzhenxing@tyut.edu.cn
Publikováno v:
Polish Journal of Environmental Studies. 2025, Vol. 34 Issue 1, p93-100. 8p.
Akademický článek
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Autor:
Barski, Michał, Łochowski, Rafał
The paper is devoted to the study of the short rate equation of the form $$ dR(t)=F(R(t))dt+\sum_{i=1}^{d}G_i(R(t-))dZ_i(t), \quad R(0)=x\geq 0, \quad t>0, $$ with deterministic functions $F,G_1,...,G_d$ and independent L\'evy processes of infinite v
Externí odkaz:
http://arxiv.org/abs/2303.08477
Autor:
Boehmer, Christian G., Jensko, Erik
Publikováno v:
J. Math. Phys. 64, 082505 (2023)
The starting point of this work is the original Einstein action, sometimes called the Gamma squared action. Continuing from our previous results, we study various modified theories of gravity following the Palatini approach. The metric and the connec
Externí odkaz:
http://arxiv.org/abs/2301.11051
In this work we consider one-dimensional generalized affine processes under the paradigm of Knightian uncertainty (so-called non-linear generalized affine models). This extends and generalizes previous results in Fadina et al. (2019) and L\"utkebohme
Externí odkaz:
http://arxiv.org/abs/2207.13350
Publikováno v:
iScience, Vol 27, Iss 8, Pp 110512- (2024)
Summary: Correlated variability in the visual cortex is modulated by stimulus properties. The stimulus dependence of correlated variability impacts stimulus coding and is indicative of circuit structure. An affine model combining a multiplicative fac
Externí odkaz:
https://doaj.org/article/a0f2b1e9acf24f31a27b6f43e4d0d8c5
Akademický článek
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Autor:
Fontana, Claudio
Alternative risk-free rates (RFRs) play a central role in the reform of interest rate benchmarks. We study a model for RFRs driven by a general affine process. Under minimal assumptions, we derive explicit valuation formulas for forward-looking and b
Externí odkaz:
http://arxiv.org/abs/2202.09116