6 citations
4 papers
Tensor-based phase difference estimation on time series analysis
Shu Kanno, Kenji Sugisaki, Rei Sakuma +3
We propose a phase-difference estimation algorithm based on the tensor-network circuit compression, leveraging time-evolution data to pursue scalability and higher accuracy on a qu…
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging
Kang Gao, Stephen Weston, Perukrishnen Vytelingum +3
We propose the Chiarella-Heston model, a new agent-based model for improving the effectiveness of deep hedging strategies. This model includes momentum traders, fundamental traders…
A New Approach to Complex Dynamic Geofencing for Unmanned Aerial Vehicles
Vihangi Vagal, Konstantinos Markantonakis, Carlton Shepherd
The anticipated widespread use of unmanned aerial vehicles (UAVs) raises significant safety and security concerns, including trespassing in restricted areas, colliding with other U…
An analysis of the Rüschendorf transform - with a view towards Sklar's Theorem
Frank Oertel
In many applications including financial risk measurement, copulas have shown to be a powerful building block to reflect multivariate dependence between several random variables in…