Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces

Autor: Zaugg, Nicola F., Perotti, Leonardo, Grzelak, Lech A.

It is a market practice to express market-implied volatilities in some parametric form. The most popular parametrizations are based on or inspired by an underlying stochastic model, like the Heston model (SVI method) or the SABR model (SABR parametri

Externí odkaz: http://arxiv.org/abs/2411.04041

Machine Learning via rough mereology

Autor: Polkowski, Lech T.

Rough sets (RS)proved a thriving realm with successes inn many fields of ML and AI. In this note, we expand RS to RM - rough mereology which provides a measurable degree of uncertainty to those areas.
Comment: 18 pages, 1 figure

Externí odkaz: http://arxiv.org/abs/2410.11579

Breakdown of collinear factorisation in the photoproduction of a $ \pi ^{0}\gamma $ pair with large invariant mass

Autor: Nabeebaccus, Saad, Schoenleber, Jakob, Szymanowski, Lech, Wallon, Samuel

We identify a $ 2 \to 3 $ exclusive process, where collinear factorisation is broken, namely the exclusive photoproduction of a $ \pi ^{0}\gamma $ pair with large invariant mass. This occurs because the process suffers from gluon exchanges trapped in

Externí odkaz: http://arxiv.org/abs/2409.20430

Sequential Learning in the Dense Associative Memory

Autor: McAlister, Hayden, Robins, Anthony, Szymanski, Lech

Sequential learning involves learning tasks in a sequence, and proves challenging for most neural networks. Biological neural networks regularly conquer the sequential learning challenge and are even capable of transferring knowledge both forward and

Externí odkaz: http://arxiv.org/abs/2409.15729

The Giant Radio Array for Neutrino Detection (GRAND) Collaboration -- Contributions to the 10th International Workshop on Acoustic and Radio EeV Neutrino Detection Activities (ARENA 2024)

Autor: Batista, Rafael Alves, Benoit-Lévy, Aurélien, Bister, Teresa, Bohacova, Martina, Bustamante, Mauricio, Carvalho, Washington, Chen, Yiren, Cheng, LingMei, Chiche, Simon, Colley, Jean-Marc, Correa, Pablo, Laurenciu, Nicoleta Cucu, Dai, Zigao, de Almeida, Rogerio M., de Errico, Beatriz, de Jong, Sijbrand, Neto, João R. T. de Mello, de Vries, Krijn D, Decoene, Valentin, Denton, Peter B., Duan, Bohao, Duan, Kaikai, Engel, Ralph, Erba, William, Fan, Yizhong, Ferrière, Arsène, Gou, QuanBu, Gu, Junhua, Guelfand, Marion, Guo, Jianhua, Guo, Yiqing, Guépin, Claire, Gülzow, Lukas, Haungs, Andreas, Havelka, Matej, He, Haoning, Hivon, Eric, Hu, Hongbo, Huang, Xiaoyuan, Huang, Yan, Huege, Tim, Jiang, Wen, Koirala, Ramesh, Kong, ChuiZheng, Kotera, Kumiko, Köhler, Jelena, Lago, Bruno L., Lai, Zhisen, Coz, Sandra Le, Legrand, François, Leisos, Antonios, Li, Rui, Li, Xingyu, Li, YiFei, Liu, Cheng, Liu, Ruoyu, Liu, Wei, Ma, Pengxiong, Macias, Oscar, Magnard, Frédéric, Marcowith, Alexandre, Martineau-Huynh, Olivier, McKinley, Thomas, Minodier, Paul, Mitra, Pragati, Mostafá, Miguel, Murase, Kohta, Niess, Valentin, Nonis, Stavros, Ogio, Shoichi, Oikonomou, Foteini, Pan, Hongwei, Papageorgiou, Konstantinos, Pierog, Tanguy, Piotrowski, Lech Wiktor, Prunet, Simon, Qian, Xiangli, Roth, Markus, Sako, Takashi, Schoorlemmer, Harm, Szálas-Motesiczky, Dániel, Sławiński, Szymon, Tian, Xishui, Timmermans, Anne, Timmermans, Charles, Tobiska, Petr, Tsirigotis, Apostolos, Tueros, Matías, Vittakis, George, Wang, Hanrui, Wang, Jiale, Wang, Shen, Wang, Xiangyu, Wang, Xu, Wei, Daming, Wei, Feng, Wu, Xiangping, Wu, Xuefeng, Xu, Xin, Xu, Xing, Yang, Fufu, Yang, Lili, Yang, Xuan, Yuan, Qiang, Zarka, Philippe, Zeng, Houdun, Zhang, Chao, Zhang, Jianli, Zhang, Kewen, Zhang, Pengfei, Zhang, Qingchi, Zhang, Songbo, Zhang, Yi, Zhou, Hao, Wissel, Stephanie, Zeolla, Andrew, Deaconu, Cosmin, Hughes, Kaeli, Martin, Zachary, Mulrey, Katharine, Cummings, Austin, Krömer, Oliver, Plant, Kathryn, Schroeder, Frank G.

This is an index of the contributions by the Giant Radio Array for Neutrino Detection (GRAND) Collaboration to the 10th International Workshop on Acoustic and Radio EeV Neutrino Detection Activities (ARENA 2024, University of Chicago, June 11-14, 202

Externí odkaz: http://arxiv.org/abs/2409.03427