Concept

Quantitative analysis (finance)

Related publications (77)

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Field-to-Transmission Line Coupling Models With Special Attention to the Cooray–Rubinstein Approximation

Marcos Rubinstein

There are three equivalent procedures to evaluate the voltages induced by lightning on power lines, namely, the Agrawal–Price–Gurbaxani model, the Taylor–Satterwhite–Harrison model, and the Rachidi model. The Cooray–Rubinstein approximation is a procedure ...

2021

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Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately and in real-time. ...

2020

Characterization of flat-fielding systems for quantitative microscopy

Suliana Manley, Khalid Ashraf Mohie Ibrahim, Dora Mahecic

Optical flat-fielding systems, such as field-mapping or integration-based beam shapers, are used to transform nonuniform illumination into uniform illumination. Thus, flat-fielding paves the way for imaging that is independent of position within a field of ...

OPTICAL SOC AMER2020

Liquidity regimes and optimal dynamic asset allocation

Pierre Collin Dufresne

We solve a portfolio choice problem when expected returns, covariances, and trading costs follow a regime-switching model. The optimal policy trades towards an aim portfolio given by a weighted-average of the conditional mean-variance-efficient portfolios ...

ELSEVIER SCIENCE SA2020

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While in 3D materials melting is a single, first-order phase transition, in 2D systems, it can also proceed via an intermediate phase. For a skyrmion lattice in Cu2OSeO3, magnetic field variations can tune this quasiparticle 2D solid into a skyrmion liquid ...

NATURE PUBLISHING GROUP2020

Understanding complex physiological processes demands the integration of diverse insights derived from visual and quantitative analysis of bio-image data, such as microscopy images. This process is currently constrained by disconnects between methods for i ...

ASSOC COMPUTING MACHINERY2018

Robustness of Classifiers to Universal Perturbations: A Geometric Perspective

Pascal Frossard, Seyed Mohsen Moosavi Dezfooli, Alhussein Fawzi

Deep networks have recently been shown to be vulnerable to universal perturbations: there exist very small image-agnostic perturbations that cause most natural images to be misclassified by such classifiers. In this paper, we provide a quantitative analysi ...

2018

In agriculture, a rising number of sustainability assessments are available that also comprise financial ratios. In a literature review of farm management textbooks, taking account of the differences between European and North American practices and consid ...

MDPI2018

Solvent fluctuations and nuclear quantum effects modulate the molecular hyperpolarizability of water

Michele Ceriotti, Sylvie Roke, David Mark Wilkins, Andrea Grisafi, Gabriele Tocci, Chung-Wen Liang

Second-harmonic scattering (SHS) experiments provide a unique approach to probe noncentrosymmetric environments in aqueous media, from bulk solutions to interfaces, living cells, and tissue. A central assumption made in analyzing SHS experiments is that ea ...

Amer Physical Soc2017

Gestalt psychology is often criticized as lacking quantitative measurements and precise mathematical models. While this is true of the early Gestalt school, today there are many quantitative approaches in Gestalt perception and the special issue of Vision ...

Elsevier2016