Zobrazeno 1 - 10
of 1 325
pro vyhledávání: '"P Ressel"'
Autor:
Keller-Ressel, Martin, Sachse, Felix
We examine the shapes attainable by the forward- and yield-curve in the widely-used Svensson family, including the Nelson-Siegel and Bliss subfamilies. We provide a complete classification of all attainable shapes and partition the parameter space of
Externí odkaz:
http://arxiv.org/abs/2410.08808
Autor:
Jiao, Zhe, Keller-Ressel, Martin
It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized stochastic
Externí odkaz:
http://arxiv.org/abs/2402.01382
Deep representation learning is a ubiquitous part of modern computer vision. While Euclidean space has been the de facto standard manifold for learning visual representations, hyperbolic space has recently gained rapid traction for learning in comput
Externí odkaz:
http://arxiv.org/abs/2305.06611
Autor:
Luka Novinec, Matteo Pancaldi, Flavio Capotondi, Giovanni De Ninno, Francesco Guzzi, George Kourousias, Emanuele Pedersoli, Barbara Ressel, Benedikt Rösner, Alberto Simoncig, Marco Zangrando, Michele Manfredda
Publikováno v:
Journal of Synchrotron Radiation, Vol 31, Iss 5, Pp 1058-1066 (2024)
Advances in physics have been significantly driven by state-of-the-art technology, and in photonics and X-ray science this calls for the ability to manipulate the characteristics of optical beams. Orbital angular momentum (OAM) beams hold substantial
Externí odkaz:
https://doaj.org/article/4e4f3efaf8e547d4a37c6ef84c4c05ae
Autor:
Keller-Ressel, Martin, Sachse, Felix
Using the concept of envelopes we show how to divide the state space $\RR^2$ of the two-factor Vasicek model into regions of identical term-structure shape. We develop a formula for determining the shapes utilizing winding numbers and give a nearly c
Externí odkaz:
http://arxiv.org/abs/2303.13966
Autor:
Saha, Tanusree, Pramanik, Arindam, Ressel, Barbara, Ciavardini, Alessandra, Frassetto, Fabio, Galdenzi, Federico, Poletto, Luca, Ravindran, Arun, Ribic, Primoz Rebernik, De Ninno, Giovanni
Complex systems are characterized by strong coupling between different microscopic degrees of freedom. Photoexcitation of such materials can drive them into new transient and long-lived hidden phases that may not have any counterparts in equilibrium.
Externí odkaz:
http://arxiv.org/abs/2301.05895
Autor:
Keller-Ressel, Martin
In liquid option markets, W-shaped implied volatility curves have occasionally be observed. We show that such shapes can be reproduced in a mixture of two variance-gamma models. This is in contrast to lognormal models, where at least three different
Externí odkaz:
http://arxiv.org/abs/2209.14726
Autor:
Keller-Ressel, Martin
We derive analytic expressions for the variance-optimal hedging strategy and its mean-square hedging error in the lognormal SABR and in the rough Bergomi model. In the SABR model, we show that the variance-optimal hedging strategy coincides with the
Externí odkaz:
http://arxiv.org/abs/2207.13573
We introduce L-hydra (landmarked hyperbolic distance recovery and approximation), a method for embedding network- or distance-based data into hyperbolic space, which requires only the distance measurements to a few 'landmark nodes'. This landmark heu
Externí odkaz:
http://arxiv.org/abs/2207.06775
Autor:
Elizabeth R. Mormer, MS, CCC-SLP, Sara B. Jones Berkeley, PhD, MPH, Anna M. Johnson, PhD, MSPH, Kristin Ressel, MS, ATC, Shuqi Zhang, MS, Amy M. Pastva, PT, PhD, MA, Cheryl D. Bushnell, MD, MHS, Pamela Duncan, PT, PhD, Janet K. Freburger, PT, PhD
Publikováno v:
Archives of Rehabilitation Research and Clinical Translation, Vol 6, Iss 3, Pp 100358- (2024)
Social determinants are nonmedical factors frequently used to study disparities in health outcomes but have not been widely explored in regard to rehabilitation service utilization. In our National Institutes of Child Health and Human Development-fun
Externí odkaz:
https://doaj.org/article/105f663962ab4feba391a4f5dd59d2aa