output
20082022
most citedStochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

146 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2022Show all

3 papers · 1 filter

cs.CL2022★ 6 cited

BERT in Plutarch's Shadows

Ivan P. Yamshchikov, Alexey Tikhonov, Yorgos Pantis +2

The extensive surviving corpus of the ancient scholar Plutarch of Chaeronea (ca. 45-120 CE) also contains several texts which, according to current scholarly opinion, did not origi…

cs.CL2022★ 2 cited

What is Wrong with Language Models that Can Not Tell a Story?

Ivan P. Yamshchikov, Alexey Tikhonov

This paper argues that a deeper understanding of narrative and the successful generation of longer subjectively interesting texts is a vital bottleneck that hinders the progress in…

q-fin.PR2022★ 1 cited

VIX pricing in the rBergomi model under a regime switching change of measure

Henrique Guerreiro, João Guerra

The rBergomi model under the physical measure consists of modeling the log-variance as a truncated Brownian semi-stationary process. Then, a deterministic change of measure is appl…