2 papers
stat.CO2026
QUBO-Based Calibration for Regression Trees
Iro René Kouarfate, Maxime Dion, Anne MacKay +1
Tree-based regression models are widely used in supervised learning, with the Classification and Regression Tree (CART) algorithm serving as a standard reference. CART construction…
q-fin.CP2020
Explicit solution simulation method for the 3/2 model
Iro René Kouarfate, Michael A. Kouritzin, Anne MacKay
An explicit weak solution for the 3/2 stochastic volatility model is obtained and used to develop a simulation algorithm for option pricing purposes. The 3/2 model is a non-affine…