Zobrazeno 1 - 10
of 95
pro vyhledávání: '"Bergeron Maxime"'
Publikováno v:
Pharmaceutical Technology in Hospital Pharmacy, Vol 1, Iss 4, Pp 175-186 (2016)
The main objective is to evaluate RFID tags detection rates using various exploratory scenarios in order to identify optimal conditions of use. The secondary objective is to evaluate RFID tags detection rates based on a real-life scenario involving a
Externí odkaz:
https://doaj.org/article/836fbad1252242c19d904bdfa1fa1312
The efficient frontier (EF) is a fundamental resource allocation problem where one has to find an optimal portfolio maximizing a reward at a given level of risk. This optimal solution is traditionally found by solving a convex optimization problem. I
Externí odkaz:
http://arxiv.org/abs/2309.15775
We introduce a new approach for generating sequences of implied volatility (IV) surfaces across multiple assets that is faithful to historical prices. We do so using a combination of functional data analysis and neural stochastic differential equatio
Externí odkaz:
http://arxiv.org/abs/2303.00859
We propose a hybrid method for generating arbitrage-free implied volatility (IV) surfaces consistent with historical data by combining model-free Variational Autoencoders (VAEs) with continuous time stochastic differential equation (SDE) driven model
Externí odkaz:
http://arxiv.org/abs/2108.04941
We describe a gradient-based method to discover local error maximizers of a deep neural network (DNN) used for regression, assuming the availability of an "oracle" capable of providing real-valued supervision (a regression target) for samples. For ex
Externí odkaz:
http://arxiv.org/abs/2107.13124
A volatility surface is an important tool for pricing and hedging derivatives. The surface shows the volatility that is implied by the market price of an option on an asset as a function of the option's strike price and maturity. Often, market data i
Externí odkaz:
http://arxiv.org/abs/2102.03945
Publikováno v:
Advances in Mathematics 397 (2022)
We investigate the topology of the space of M\"obius conjugacy classes of degree $d$ rational maps on the Riemann sphere. We show that it is rationally acyclic and we compute its fundamental group. As a byproduct, we also obtain the ranks of some hig
Externí odkaz:
http://arxiv.org/abs/1908.10792
Autor:
Bergeron, Maxime, Silberman, Lior
Let $\Gamma=\langle a,b | a b^{p} a^{-1} = b^{q}\rangle$ be a Baumslag--Solitar group and $G$ be a complex reductive algebraic group with maximal compact subgroup $K
Externí odkaz:
http://arxiv.org/abs/1902.04046
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