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Found 4 papers, 0 papers with code
Pricing basket options with the first three moments of the basket: log-normal models and beyond
Options on baskets (linear combinations) of assets are notoriously challenging to price using even the simplest log-normal continuous-time stochastic models for the individual assets.
Market Making under a Weakly Consistent Limit Order Book Model
We develop a new market-making model, from the ground up, which is tailored towards high-frequency trading under a limit order book (LOB), based on the well-known classification of order types in market microstructure.
Neutron drip line in the Ca region from Bayesian model averaging
In particular, considering the current experimental information and current global mass models, we predict that $^{68}$Ca has an average posterior probability ${p_{ex}\approx76}$% to be bound to two-neutron emission while the nucleus $^{61}$Ca is likely to decay by emitting a neutron (${p_{ex}\approx 46}$ %).
Bayesian approach to model-based extrapolation of nuclear observables
The increase in the predictive power is quite astonishing: the resulting rms deviations from experiment on the testing dataset are similar to those of more phenomenological models.
