Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Villani, Dario"'
Autor:
Candelori, Luca, Abanov, Alexander G., Berger, Jeffrey, Hogan, Cameron J., Kirakosyan, Vahagn, Musaelian, Kharen, Samson, Ryan, Smith, James E. T., Villani, Dario, Wells, Martin T., Xu, Mengjia
We propose a new data representation method based on Quantum Cognition Machine Learning and apply it to manifold learning, specifically to the estimation of intrinsic dimension of data sets. The idea is to learn a representation of each data point as
Externí odkaz:
http://arxiv.org/abs/2409.12805
Autor:
Carmona, Rene', Villani, Dario
We price weather-contingent options by use of Monte Carlo simulations. After calibrating the models to fit quoted prices, we analyze bid-ask spreads in terms of correlations across markets. Results are presented for a double-trigger Weather vs. Natur
Externí odkaz:
http://arxiv.org/abs/cond-mat/0305417
Autor:
Villani, Dario, Ruckestein, Andrei E.
We reconsider the valuation of barrier options by means of binomial trees from a "forward looking" prospective rather than the more conventional "backward induction" one used by standard approaches. This reformulation allows us to write closed-form e
Externí odkaz:
http://arxiv.org/abs/physics/0008111
Publikováno v:
Phys. Lett. A 240, 235 (1998)
Magnetic properties of the two-dimensional t-t'-U model are investigated by studying the static spin magnetic susceptibility as a function of momentum for various temperatures. The calculations are performed by means of the Composite Operator Method
Externí odkaz:
http://arxiv.org/abs/cond-mat/9707266
Publikováno v:
Eur. Phys. J. B 20, 303 (2001)
The addition to the Hubbard Hamiltonian of a t' diagonal hopping term, which is considered to be material dependent for high-Tc cuprate superconductors, is generally suggested to obtain a model capable to describe the physics of high-Tc cuprate mater
Externí odkaz:
http://arxiv.org/abs/cond-mat/9707088
Publikováno v:
Physica B 230-232, 912 (1997)
We have studied the t-t'-U model by means of the composite operator method. The effect of the bare diagonal hopping term t' that appears to be material dependent for high-Tc cuprate superconductors is analyzed in detail. In particular, some local qua
Externí odkaz:
http://arxiv.org/abs/cond-mat/9705033
Publikováno v:
Journal of Physical Studies. 2:228-231
Publikováno v:
Czechoslovak Journal of Physics; April 1996, Vol. 46 Issue: Supplement 4 p1873-1874, 2p
Publikováno v:
Czechoslovak Journal of Physics; April 1996, Vol. 46 Issue: Supplement 4 p1871-1872, 2p
Publikováno v:
Risk. Jun2017, Vol. 30 Issue 6, p65-69. 5p.