— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
The task of providing an optimal analysis of the state of the atmosphere requires the development of dynamic data-driven systems (d3 as) that efficiently integrate the observationa...
Adrian Sandu, Emil M. Constantinescu, Wenyuan Liao...
This a summary of the author's PhD thesis supervised by Leo Liberti, Philippe Baptiste and Daniel Krob and defended on 18 June 2009 at Ecole Polytechnique, Palaiseau, France. ...
Temporal derivatives are computed by a wide variety of neural circuits, but the problem of performing this computation accurately has received little theoretical study. Here we sy...
Areas of the brain involved in various forms of memory exhibit patterns of neural activity quite unlike those in canonical computational models. We show how to use well-founded Ba...