Search Results for author: Julio Guerrero

Found 4 papers, 1 papers with code

Modeling COVID-19 pandemic with financial markets models: The case of Jaén (Spain)

no code implementations20 Jan 2023 Julio Guerrero, Maria del Carmen Galiano, Giuseppe Orlando

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

no code implementations27 Jan 2022 Julio Guerrero, Giuseppe Orlando

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

1 code implementation10 Mar 2015 German Ros, Julio Guerrero

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

no code implementations22 Oct 2014 German Ros, Jose Alvarez, Julio Guerrero

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.

Motion Estimation Outlier Detection +1

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