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Found 4 papers, 1 papers with code
Modeling COVID-19 pandemic with financial markets models: The case of Jaén (Spain)
The main objective of this work is to test whether some stochastic models typically used in financial markets could be applied to the COVID-19 pandemic.
Stochastic Local Volatility models and the Wei-Norman factorization method
In this paper, we show that a time-dependent local stochastic volatility (SLV) model can be reduced to a system of autonomous PDEs that can be solved using the Heat kernel, by means of the Wei-Norman factorization method and Lie algebraic techniques.
Fast and Robust Fixed-Rank Matrix Recovery
We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i. e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$.
Motion Estimation via Robust Decomposition with Constrained Rank
To this end we propose the Robust Decomposition with Constrained Rank (RD-CR), a proximal gradient based method that enforces the rank constraints inherent to motion estimation.
