Search Results for author: Andrey Pak

Found 3 papers, 0 papers with code

CARNet: A Dynamic Autoencoder for Learning Latent Dynamics in Autonomous Driving Tasks

no code implementations18 May 2022 Andrey Pak, Hemanth Manjunatha, Dimitar Filev, Panagiotis Tsiotras

Thus, there is a need for deep learning models that explicitly consider the temporal dependence of the data in their architecture.

Autonomous Driving

Finite element solutions of the nonlinear RAPM Black-Scholes model

no code implementations15 Mar 2021 Dongming Wei, Yogi Ahmad Erlangga, Andrey Pak, Laila Zhexembay

his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs.

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