no code implementations • 23 Nov 2022 • Zheng Gong, Wojciech Frys, Renzo Tiranti, Carmine Ventre, John O'Hara, Yingbo Bai
In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level.
no code implementations • 12 Apr 2021 • Zheng Gong, Carmine Ventre, John O'Hara
The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their set of optimal solutions.
no code implementations • 1 Apr 2021 • Russ Messenger, Karl Strecker, Sabit Ekin, John O'Hara
This work investigates the temporal dispersion of a wireless terahertz communication signal caused by reflection from a rough (diffuse) surface, and its subsequent impact on symbol error rate versus data rate.
1 code implementation • 20 Jun 2020 • Amit Kachroo, Collin A. Thornton, Md Arifur Rahman Sarker, Wooyeol Choi, He Bai, Ickhyun Song, John O'Hara, Sabit Ekin
In this paper, millimeter wave (mmWave) wireless channel characteristics (Doppler spread and path loss modeling) for Unmanned Aerial Vehicles (UAVs) assisted communication is analyzed and studied by emulating the real UAV motion using a robotic arm.