Publications associées à Série (mathématiques)

Option pricing with orthogonal polynomial expansions

We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial ...

WILEY2019

MATHICSE Technical Report : Function integration, reconstruction and approximation using rank-1 lattices

Fabio Nobile, Giovanni Migliorati

We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fourier space and the non-periodic cosine space and Chebyshev space, via tent ...

MATHICSE2019

Convergence Of Variance-Reduced Learning Under Random Reshuffling

Ali H. Sayed, Bicheng Ying, Kun Yuan

Several useful variance-reduced stochastic gradient algorithms, such as SVRG, SAGA, Finito, and SAG, have been proposed to minimize empirical risks with linear convergence properties to the exact minimizers. The existing convergence results assume uniform ...

IEEE2018

Foundations of Implicit Function Types

Martin Odersky, Fengyun Liu, Olivier Eric Paul Blanvillain

Implicit parameters are used pervasively in Scala and are also present in a number of other programming and theorem proving languages. This paper describes a generalization of implicit parameters as they are currently found in Scala to implicit function ty ...

2017

METHOD AND SYSTEM TO REDUCE NOISE IN PHASED-ARRAY SIGNALS FROM RECEIVERS LOCATED AT DIFFERENT LOCATIONS

Paul Hurley, Matthieu Martin Jean-André Simeoni, Nezihe Merve Gürel

The present invention is notably directed to a computerized method to reduce noise in phased- array signals from a set of receivers at different locations. Time-series are received from the receivers, which time-series form phased-array signals. The time-s ...

2017

Methods and apparatuses for versatile beamforming

Paul Hurley, Matthieu Martin Jean-André Simeoni, Giovanni Cherubini

The present invention is directed to methods and apparatuses for beamforming signals or compute beamformed signals. The present approach is to determine a series of beams from or for a set of devices configured for receiving signals from and/or transmittin ...

2017

Limitations of Partial Compaction: Towards Practical Bounds

Nachshon Cohen

Compaction of a managed heap is a costly operation to be avoided as much as possible in commercial runtimes. Instead, partial compaction is often used to defragment parts of the heap and avoid space blowup. Previous study of compaction limitation provided ...

Assoc Computing Machinery2017

CARTHA / The Form of Form / Issue I / How to Learn Better

Dieter Dietz, Daniel Zamarbide Elizondo

CARTHA is a curated platform that focuses on sharing different forms of critical thinking regarding architecture and society. Through opinions, experiences and works, CARTHA aims to map out the contemporary architectural landscape. How to Learn Better inau ...

2016

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Série (mathématiques)

Option pricing with orthogonal polynomial expansions

MATHICSE Technical Report : Function integration, reconstruction and approximation using rank-1 lattices

Convergence Of Variance-Reduced Learning Under Random Reshuffling

Foundations of Implicit Function Types

METHOD AND SYSTEM TO REDUCE NOISE IN PHASED-ARRAY SIGNALS FROM RECEIVERS LOCATED AT DIFFERENT LOCATIONS

Methods and apparatuses for versatile beamforming

Limitations of Partial Compaction: Towards Practical Bounds

A leap of faith in the realm of the possible.

CARTHA / The Form of Form / Issue I / How to Learn Better

Characterization of Mechanical Properties of Micro/Nano Beams

Graph Chatbot

Chattez avec Graph Search

MATHICSE Technical Report : Function integration, reconstruction and approximation using rank-1 lattices

Foundations of Implicit Function Types

Limitations of Partial Compaction: Towards Practical Bounds

Option pricing with orthogonal polynomial expansions

CARTHA / The Form of Form / Issue I / How to Learn Better

A leap of faith in the realm of the possible.

METHOD AND SYSTEM TO REDUCE NOISE IN PHASED-ARRAY SIGNALS FROM RECEIVERS LOCATED AT DIFFERENT LOCATIONS

Methods and apparatuses for versatile beamforming

Characterization of Mechanical Properties of Micro/Nano Beams

Convergence Of Variance-Reduced Learning Under Random Reshuffling