Search Results for author: John O'Hara

Found 4 papers, 1 papers with code

A new encoding of implied volatility surfaces for their synthetic generation

no code implementations23 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.


The Efficient Hedging Frontier with Deep Neural Networks

no code implementations12 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.


Dispersion from Diffuse Reflectors and its Effect of Terahertz Wireless Communication Performance

no code implementations1 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.

Emulating UAV Motion by Utilizing Robotic Arm for mmWave Wireless Channel Characterization

1 code implementation20 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.

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