Spatially non-local aspects of turbulent transport in tokamak plasmas are examined with global gyrokinetic simulations using the ORB5 code. Inspired by very accurate measurements in the TCV tokamak in L-mode, we initialise plasma profiles with constant log ...
This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...
Most current risk assessment for complex extreme events relies on catalogues of similar events, either historical or generated artificially. In the latter, no existing methods produce completely new events with mathematically justified extrapolation above ...
In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the ...
Tau protein and its fragments self-assemble into amyloid fibrils in the presence of polyanions, such as heparin. By combining microscopy, scattering, and spectroscopy techniques, we studied the aggregation of the 26-mer Tau-derived peptide alone, Tau306-32 ...
Squall is a scalable online query engine that runs complex analytics in a cluster using skew-resilient, adaptive operators. Online processing implies that results are incrementally built as the input arrives, and it is ubiquitous for many applications such ...
In this paper, we present and analyze an event distribution system for brain-computer interfaces. Events are commonly used to mark and describe incidents during an experiment and are therefore critical for later data analysis or immediate real-time process ...
Institute of Electrical and Electronics Engineers2017
