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12 papers · 1 filter
Representations of finite number of quadratic forms with same rank
Daejun Kim, Byeong-Kweon Oh
Let be positive integers with . Let be the largest integer such that for any (positive definite and integral) quadratic forms of rank $…
An arm length stabilization system for KAGRA and future gravitational-wave detectors
T. Akutsu, M. Ando, K. Arai +198
Modern ground-based gravitational wave (GW) detectors require a complex interferometer configuration with multiple coupled optical cavities. Since achieving the resonances of the a…
Convergence of a first-order consensus-based global optimization algorithm
Seung-Yeal Ha, Shi Jin, Doheon Kim
Global optimization of a non-convex objective function often appears in large-scale machine-learning and artificial intelligence applications. Recently, consensus-based optimizatio…
Consistent and Efficient Pricing of SPX and VIX Options under Multiscale Stochastic Volatility
Jaegi Jeon, Geonwoo Kim, Jeonggyu Huh
This study provides a consistent and efficient pricing method for both Standard & Poor's 500 Index (SPX) options and the Chicago Board Options Exchange's Volatility Index (VIX) opt…
A kinetic description for the herding behavior in financial market
Hyeong-Ohk Bae, Seung-Yeon Cho, Jeongho Kim +1
As a continuation of the study of the herding model proposed in (Bae et al. in arXiv:1712.01085, 2017), we consider in this paper the derivation of the kinetic version of the herdi…
All-sky search for short gravitational-wave bursts in the second Advanced LIGO and Advanced Virgo run
The LIGO Scientific Collaboration, the Virgo Collaboration, B. P. Abbott +1186
We present the results of a search for short-duration gravitational-wave transients in the data from the second observing run of Advanced LIGO and Advanced Virgo. We search for gra…