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pro vyhledávání: '"Zhou, Youzhou"'
Autor:
Zhang, Di, Zhou, Youzhou
The goal of cryptocurrencies is decentralization. In principle, all currencies have equal status. Unlike traditional stock markets, there is no default currency of denomination (fiat), thus the trading pairs can be set freely. However, it is impracti
Externí odkaz:
http://arxiv.org/abs/2210.10971
In this note, we extend the Vandermonde with Arnoldi method recently advocated by P. D. Brubeck, Y. Nakatsukasa and L. N. Trefethen to dealing with the confluent Vandermonde matrix. To apply the Arnoldi process, it is critical to find a Krylov subspa
Externí odkaz:
http://arxiv.org/abs/2207.01852
Volatility clustering is a common phenomenon in financial time series. Typically, linear models can be used to describe the temporal autocorrelation of the (logarithmic) variance of returns. Considering the difficulty in estimating this model, we con
Externí odkaz:
http://arxiv.org/abs/2207.01151
Publikováno v:
In Stochastic Processes and their Applications January 2025 179
Schr\"{o}dinger-F\"{o}llmer sampler (SFS) is a novel and efficient approach for sampling from possibly unnormalized distributions without ergodicity. SFS is based on the Euler-Maruyama discretization of Schr\"{o}dinger-F\"{o}llmer diffusion process $
Externí odkaz:
http://arxiv.org/abs/2107.04766
Autor:
Zhou, Youzhou
From the Poisson-Dirichlet diffusions to the $Z$-measure diffusions, they all have explicit transition densities. In this paper, we will show that the transition densities of the $Z$-measure diffusions can also be expressed as a mixture of a sequence
Externí odkaz:
http://arxiv.org/abs/2102.12681
Publikováno v:
Stochastic processes and their applications 179, 104500, 2024
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify a dual pro
Externí odkaz:
http://arxiv.org/abs/2102.08520
Akademický článek
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Autor:
Zhou, Youzhou
Kingman Coalescent was first proposed by Kingman [7] in population genetics to describe population's genealogical structure. Now it becomes a bench-mark model for coalescent process. Extensive studies have been conducted on Kingman coalescent. In par
Externí odkaz:
http://arxiv.org/abs/1908.01474
Publikováno v:
In Applied Mathematics Letters January 2023 135