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Found 3 papers, 2 papers with code
Binary Spatial Random Field Reconstruction from Non-Gaussian Inhomogeneous Time-series Observations
Firstly, we develop algorithms to perform approximate Likelihood Ratio Tests on the time-series observations, compressing them to a single bit for both point sensors and integral sensors.
Model-free bounds for multi-asset options using option-implied information and their exact computation
We consider derivatives written on multiple underlyings in a one-period financial market, and we are interested in the computation of model-free upper and lower bounds for their arbitrage-free prices.
Optimization and Control Probability Computational Finance Mathematical Finance Pricing of Securities
Bayesian Spatial Field Reconstruction with Unknown Distortions in Sensor Networks
Spatial regression of random fields based on potentially biased sensing information is proposed in this paper.
