output
20032025
most citedRepresentation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics

18 citations

20 papers

q-fin.ST2025★ 1 cited

Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange

Brian Godwin Lim, Dominic Dayta, Benedict Ryan Tiu +3

The intricate dynamics of stock markets have led to extensive research on models that are able to effectively explain their inherent complexities. This study leverages the economet…

cs.CL2025

Bias Attribution in Filipino Language Models: Extending a Bias Interpretability Metric for Application on Agglutinative Languages

Lance Calvin Lim Gamboa, Yue Feng, Mark Lee

Emerging research on bias attribution and interpretability have revealed how tokens contribute to biased behavior in language models processing English texts. We build on this line…

cs.CR2024★ 4 cited

Cybersecurity Study Programs: What's in a Name?

Jan Vykopal, Valdemar Švábenský, Michael Tuscano Lopez +1

Improving cybersecurity education has become a priority for many countries and organizations worldwide. Computing societies and professional associations have recognized cybersecur…

quant-ph2024

Hydrogen atom as a nonlinear oscillator under circularly polarized light: epicyclical electron orbits

Quirino Sugon, Clint Dominic G. Bennett, Daniel J. McNamara

We used Clifford algebra to find the 2D orbit of a hydrogen electron under a Coulomb force and a perturbing circularly polarized electric field of light at angular frequ…

quant-ph2023★ 1 cited

Formulation of causality-preserving quantum time of arrival theory

Denny Lane B. Sombillo, Neris I. Sombillo

We revisit the quantum correction to the classical time of arrival to address the unphysical instantaneous arrival in the limit of zero initial momentum. In this study, we show tha…

cs.CV2022

Impact of Automatic Image Classification and Blind Deconvolution in Improving Text Detection Performance of the CRAFT Algorithm

Clarisa V. Albarillo, Proceso L. Fernandez

Text detection in natural scenes has been a significant and active research subject in computer vision and document analysis because of its wide range of applications as evidenced…

math.GR2022

Non-crystallographic tail-triangle C-groups of rank 4 and interlacing number 2

Mark L. Loyola, Nonie Elvin S. Leyrita, Ma. Louise Antonette N. De Las Penas

This work applies the modular reduction technique to the Coxeter group of rank 4 having a star diagram with labels 5, 3, and . As moduli, we use the pri…

q-fin.CP2021★ 7 cited

A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics

Len Patrick Dominic M. Garces, Gerald H. L. Cheang

We consider a method of lines (MOL) approach to determine prices of European and American exchange options when underlying asset prices are modelled with stochastic volatility and…

q-fin.MF2020★ 18 cited

Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics

Gerald H. L. Cheang, Len Patrick Dominic M. Garces

In this article, we provide representations of European and American exchange option prices under stochastic volatility jump-diffusion (SVJD) dynamics following models by Merton (1…

physics.med-ph2019

Intelligent Sensors and Monitoring System for Low-cost Phototherapy Light for Jaundice Treatment

Paul M. Cabacungan, Carlos M. Oppus, Jeremie E. De Guzman +3

A prototype of a low-cost phototherapy light system (LPLS) was deployed by the Ateneo Innovation Center (AIC) at a public hospital in Metro Manila, Philippines. It underwent clinic…

stat.ME2019★ 11 cited

Efficient Sampling for Selecting Important Nodes in Random Network

Haidong Li, Xiaoyun Xu, Yijie Peng +1

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance…

math.CO2016★ 2 cited

Characterization of Completely -Magic Regular Graphs

Arnold A. Eniego, I. J. L. Garces

Let and , where . A graph is said to be -sum -magic if there is a labeling $\ell:E(G) \rightar…

gr-qc2016★ 1 cited

Spacetime Quanta? : The Discrete Spectrum of a Quantum Spacetime Four-Volume Operator in Unimodular Loop Quantum Cosmology

Joseph Bunao

This study considers the operator corresponding to the classical spacetime four-volume (on-shell) of a finite patch of spacetime in the context of Unimodular…

math.MG2016★ 1 cited

Substitution tilings with dense tile orientations and n-fold rotational symmetry

Dirk Frettlöh, April L. D. Say-awen, M. L. A. N. de las Peñas

It is shown that there are primitive substitution tilings with dense tile orientations invariant under n-fold rotation for n=2,3,4,5,6,8. The proof for dense tile orientations uses…

cs.DM2015

Hadamard Product Decomposition and Mutually Exclusive Matrices on Network Structure and Utilization

Michael Ybañez, Kardi Teknomo, Proceso Fernandez

Graphs are very important mathematical structures used in many applications, one of which is transportation science. When dealing with transportation networks, one deals not only w…

cs.SI2015★ 4 cited

Pedestrian Static Trajectory Analysis of a Hypermarket

Kardi Teknomo, Gloria P. Gerilla

In this paper, we propose a combination of pedestrian data collection and analysis and modeling that may yield higher competitive advantage in the business environment. The data co…

physics.optics2015★ 6 cited

Skew ray tracing in a step-index optical fiber using Geometric Algebra

Angeleene Ang, Quirino M. Sugon, Daniel J. McNamara

We used Geometric Algebra to compute the paths of skew rays in a cylindrical, step-index multimode optical fiber. To do this, we used the vector addition form for the law of propag…

nlin.AO2014★ 1 cited

Simulated effects of site salinity and inundation on long-term growth trajectory and carbon sequestration in monospecific plantation in the Philippines

Drandreb Earl Juanico, Severino Salmo

A mathematical model of coastal forest growth is proposed to describe and test the effects of salinity and inundation in the long-term growth performance and carbon sequestration o…

math.DS2013

Topology of the Random Fibonacci Tiling Space

Franz Gähler, Eden Provido

We look at the topology of the tiling space of locally random Fibonacci substitution, which is defined as a-->ba with probability p, a-->ab with probability 1-p and b-->a for 0<p<1…

cond-mat.dis-nn2003★ 1 cited

O(N) algorithms for disordered systems

Vincent E. Sacksteder

The past thirteen years have seen the development of many algorithms for approximating matrix functions in O(N) time, where N is the basis size. These O(N) algorithms rely on assum…