Zobrazeno 1 - 10
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pro vyhledávání: '"Protter, A. A."'
In this short paper, we connect the procedure of constructing a totally inaccessible stopping time for a given process using the well-known Cox construction, dependent on an independent exponential random variable; with naturally occurring jump times
Externí odkaz:
http://arxiv.org/abs/2310.07003
Autor:
Cooke, Logan W., Tashchilina, Arina, Protter, Mason, Lindon, Joseph, Ooi, Tian, Marsiglio, Frank, Maciejko, Joseph, LeBlanc, Lindsay J.
Publikováno v:
Phys. Rev. Research 6, 013057 (2024)
Holonomic quantum computing (HQC) functions by transporting an adiabatically degenerate manifold of computational states around a closed loop in a control-parameter space; this cyclic evolution results in a non-Abelian geometric phase which may coupl
Externí odkaz:
http://arxiv.org/abs/2307.12957
Autor:
Protter, Philip, Quintos, Alejandra
Publikováno v:
ESAIM: PS 28 (2024) 110-131
Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are circumstances where i
Externí odkaz:
http://arxiv.org/abs/2111.09458
This paper characterizes the probability of a market failure defined as the default of two or more globally systemically important banks (G-SIBs) in a small interval of time. The default probabilities of the G-SIBs are correlated through the possible
Externí odkaz:
http://arxiv.org/abs/2110.10936
This article presents a Hawkes process model with Markovian baseline intensities for high-frequency order book data modeling. We classify intraday order book trading events into a range of categories based on their order types and the price changes a
Externí odkaz:
http://arxiv.org/abs/2107.09629
Autor:
Qu, Shuyi, Niu, Zhenxing, Huang, Kaizhu, Zhu, Jianke, Protter, Matan, Zimerman, Gadi, Xu, Yinghui
Recent deep generative models have achieved promising performance in image inpainting. However, it is still very challenging for a neural network to generate realistic image details and textures, due to its inherent spectral bias. By our understandin
Externí odkaz:
http://arxiv.org/abs/2106.08905
Autor:
Pierce, Anne F., Protter, David S.W., Watanabe, Yurika L., Chapel, Gabriel D., Cameron, Ryan T., Donaldson, Zoe R.
Publikováno v:
In Current Biology 5 February 2024 34(3):519-530
Publikováno v:
Phys. Rev. B 104, 014513 (2021)
The Eliashberg theory of superconductivity is based on a dynamical electron-phonon interaction as opposed to a static interaction present in BCS theory. The standard derivation of Eliashberg theory is based on an equation of motion approach, which in
Externí odkaz:
http://arxiv.org/abs/2012.12287
Autor:
Dandapani, Aditi, Protter, Philip
In a series of recent papers, Damiano Brigo, Andrea Pallavicini, and co-authors have shown that the value of a contract in a Credit Valuation Adjustment (CVA) setting, being the sum of the cash flows, can be represented as a solution of a decoupled f
Externí odkaz:
http://arxiv.org/abs/2010.15212
Autor:
Ben-Baruch, Emanuel, Ridnik, Tal, Zamir, Nadav, Noy, Asaf, Friedman, Itamar, Protter, Matan, Zelnik-Manor, Lihi
In a typical multi-label setting, a picture contains on average few positive labels, and many negative ones. This positive-negative imbalance dominates the optimization process, and can lead to under-emphasizing gradients from positive labels during
Externí odkaz:
http://arxiv.org/abs/2009.14119