98 citations
- New York UniversityUS3 papers
- JPMorgan Chase & Co (United States)US2 papers
- Brooklyn Technical High SchoolUS1 paper
- CentraleSupélecFR1 paper
- Hong Kong Design CentreCN1 paper
- Institute of Cognitive and Brain SciencesUS1 paper
- Institute of Informatics and TelematicsIT1 paper
- International Laboratory on Learning Systems1 paper
- Laboratoire des signaux et systèmesFR1 paper
- Laboratoire des systèmes et applications des technologies de l'information et de l'énergieFR1 paper
- Massachusetts Institute of TechnologyUS1 paper
- Mathématiques et Informatique pour la Complexité et les Systèmes1 paper
6 papers
GAIPAT -Dataset on Human Gaze and Actions for Intent Prediction in Assembly Tasks
Maxence Grand, Damien Pellier, Francis Jambon
The primary objective of the dataset is to provide a better understanding of the coupling between human actions and gaze in a shared working environment with a cobot, with the aim…
Beyond the Norms: Detecting Prediction Errors in Regression Models
Andres Altieri, Marco Romanelli, Georg Pichler +2
This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling err…
Vector-based Pedestrian Navigation in Cities
Christian Bongiorno, Yulun Zhou, Marta Kryven +5
How do pedestrians choose their paths within city street networks? Researchers have tried to shed light on this matter through strictly controlled experiments, but an ultimate answ…
To sigmoid-based functional description of the volatility smile
Andrey Itkin
We propose a new static parameterization of the implied volatility surface which is constructed by using polynomials of sigmoid functions combined with some other terms. This param…
Pricing Illiquid Options with Liquid Proxies Using Mixed Dynamic-Static Hedging
I. Halperin, A. Itkin
We study the problem of optimal pricing and hedging of a European option written on an illiquid asset using a set of proxies: a liquid asset , and liquid European option…
Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging
Igor Halperin, Andrey Itkin
This work addresses the problem of optimal pricing and hedging of a European option on an illiquid asset Z using two proxies: a liquid asset S and a liquid European option on anoth…