261 citations
- North Dakota State UniversityUS11 papers
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- People’s UniversityIN2 papers
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- Institut de Planétologie et d'Astrophysique de GrenobleFR1 paper
Showing 2020Show all
2 papers · 1 filter
q-fin.MF2020
Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model
Subhojit Biswas, Diganta Mukherjee, Indranil SenGupta
This paper proposes swaps on two important new measures of generalized variance, namely the maximum eigenvalue and trace of the covariance matrix of the assets involved. We price t…
cs.CR2020★ 2 cited
A Deep Learning-based Fine-grained Hierarchical Learning Approach for Robust Malware Classification
Ahmed Abusnaina, Mohammed Abuhamad, Hisham Alasmary +5
The wide acceptance of Internet of Things (IoT) for both household and industrial applications is accompanied by several security concerns. A major security concern is their probab…