Zobrazeno 1 - 10
of 5 553
pro vyhledávání: '"P. A. Godin"'
Autor:
Yastremski, Mathew, Godin, Paul J., Bayat, Nouralhoda, Oh, Sungeon, Chang, Ziheng, Kuntz, Katanya B., Oblak, Daniel, Jennewein, Thomas
Satellite to ground quantum communication typically operates at night to reduce background signals, however it remains susceptible to noise from light pollution of the night sky. In this study we compare several methodologies for determining whether
Externí odkaz:
http://arxiv.org/abs/2412.14944
Autor:
Veroutis, Peter, Godin, Frédéric
The Multiarmed Bandits (MAB) problem has been extensively studied and has seen many practical applications in a variety of fields. The Survival Multiarmed Bandits (S-MAB) open problem is an extension which constrains an agent to a budget that is dire
Externí odkaz:
http://arxiv.org/abs/2410.16486
We present a dynamic hedging scheme for S&P 500 options, where rebalancing decisions are enhanced by integrating information about the implied volatility surface dynamics. The optimal hedging strategy is obtained through a deep policy gradient-type r
Externí odkaz:
http://arxiv.org/abs/2407.21138
Hyperparameter optimization is very frequently employed in machine learning. However, an optimization of a large space of parameters could result in overfitting of models. In recent studies on solubility prediction the authors collected seven thermod
Externí odkaz:
http://arxiv.org/abs/2407.20786
The recent work of Horikawa and Nakagawa (2024) claims that under a complete market admitting statistical arbitrage, the difference between the hedging position provided by deep hedging and that of the replicating portfolio is a statistical arbitrage
Externí odkaz:
http://arxiv.org/abs/2407.14736
Autor:
Bannies, J., Michiardi, M., Kung, H. -H., Godin, S., Simonson, J. W., Oudah, M., Zonno, M., Gorovikov, S., Zhdanovich, S., Elfimov, I. S., Damascelli, A., Aronson, M. C.
In the past two decades, various classes of topological materials have been discovered, spanning topological insulators, semimetals, and metals. While the observation and understanding of the topology of a material has been a primary focus so far, th
Externí odkaz:
http://arxiv.org/abs/2407.08798
This paper tackles the problem of mitigating catastrophic risk (which is risk with very low frequency but very high severity) in the context of a sequential decision making process. This problem is particularly challenging due to the scarcity of obse
Externí odkaz:
http://arxiv.org/abs/2406.15612
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement Learning (RL
Externí odkaz:
http://arxiv.org/abs/2402.13326
The brittleness of finetuned language model performance on out-of-distribution (OOD) test samples in unseen domains has been well-studied for English, yet is unexplored for multi-lingual models. Therefore, we study generalization to OOD test data spe
Externí odkaz:
http://arxiv.org/abs/2311.06549
Autor:
Yu, Oulin, Allgayer, Raphaela, Godin, Simon, Lalande, Jacob, Fossati, Paolo, Hsu, Chunwei, Szkopek, Thomas, Gervais, Guillaume
Publikováno v:
J. Appl. Phys. 134, 244302 (2023)
The discovery of graphene led to a burst in search for 2D materials originating from layered atomic crystals coupled by van der Waals force. While bulk bismuth crystals share this layered crystal structure, unlike other group V members of the periodi
Externí odkaz:
http://arxiv.org/abs/2311.01321