1 code implementation • NeurIPS 2023 • Sungduk Yu, Walter Hannah, Liran Peng, Jerry Lin, Mohamed Aziz Bhouri, Ritwik Gupta, Björn Lütjens, Justus Christopher Will, Gunnar Behrens, Julius Busecke, Nora Loose, Charles I Stern, Tom Beucler, Bryce Harrop, Benjamin R Hillman, Andrea Jenney, Savannah Ferretti, Nana Liu, Anima Anandkumar, Noah D Brenowitz, Veronika Eyring, Nicholas Geneva, Pierre Gentine, Stephan Mandt, Jaideep Pathak, Akshay Subramaniam, Carl Vondrick, Rose Yu, Laure Zanna, Tian Zheng, Ryan Abernathey, Fiaz Ahmed, David C Bader, Pierre Baldi, Elizabeth Barnes, Christopher Bretherton, Peter Caldwell, Wayne Chuang, Yilun Han, Yu Huang, Fernando Iglesias-Suarez, Sanket Jantre, Karthik Kashinath, Marat Khairoutdinov, Thorsten Kurth, Nicholas Lutsko, Po-Lun Ma, Griffin Mooers, J. David Neelin, David Randall, Sara Shamekh, Mark A Taylor, Nathan Urban, Janni Yuval, Guang Zhang, Michael Pritchard
The dataset is global in coverage, spans multiple years at high sampling frequency, and is designed such that resulting emulators are compatible with downstream coupling into operational climate simulators.
no code implementations • 24 Apr 2021 • Li Chen, Guang Zhang
We present a new approximation scheme for the price and exercise policy of American options.
no code implementations • 19 May 2020 • Guang Zhang
The results show that the new approach can achieve a 21. 86% annualized return for the PEP/KO pair and a 31. 84% annualized return for the EWT/EWH pair.
