94 citations · 94 across the 2 of their papers we have counts for
2 papers
q-fin.CP2021
On simulation of rough Volterra stochastic volatility models
Jan Matas, Jan Pospíšil
Rough Volterra volatility models are a progressive and promising field of research in derivative pricing. Although rough fractional stochastic volatility models already proved to b…
cs.RO2018★ 94 cited
Sim-to-Real Reinforcement Learning for Deformable Object Manipulation
Jan Matas, Stephen James, Andrew J. Davison
We have seen much recent progress in rigid object manipulation, but interaction with deformable objects has notably lagged behind. Due to the large configuration space of deformabl…