5 citations
4 papers
LiDAR 2.0: Hierarchical Curvy Waveguide Detailed Routing for Large-Scale Photonic Integrated Circuits
Hongjian Zhou, Haoyu Yang, Ziang Ying +6
Driven by innovations in photonic computing and interconnects, photonic integrated circuit (PIC) designs advance and grow in complexity. Traditional manual physical design processe…
Stylized facts in Web3
Wei-Ru Chen, A. Christian Silva, Shen-Ning Tung
This paper presents a comprehensive statistical analysis of the Web3 ecosystem, comparing various Web3 tokens with traditional financial assets across multiple time scales. We exam…
Surrogate Monte Carlo
A. Christian Silva, Fernando F. Ferreira
This article proposes an artificial data generating algorithm that is simple and easy to customize. The fundamental concept is to perform random permutation of Monte Carlo generate…
Detailed study of a moving average trading rule
Fernando F. Ferreira, A. Christian Silva, Ju-Yi Yen
We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link perfo…