18 citations · 36 across the 3 of their papers we have counts for
4 papers
Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
Spencer Wheatley, Didier Sornette, Tobias Huber +2
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metca…
Multilevel higher order Quasi-Monte Carlo Bayesian Estimation
Josef Dick, Robert N. Gantner, Quoc T. Le Gia +1
We propose and analyze deterministic multilevel approximations for Bayesian inversion of operator equations with uncertain distributed parameters, subject to additive Gaussian meas…
Higher order Quasi-Monte Carlo integration for Bayesian Estimation
Josef Dick, Robert N. Gantner, Quoc T. Le Gia +1
We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator equations with holomorphic d…
Multilevel Monte Carlo for the Feynman-Kac Formula for the Laplace Equation
Stefan Pauli, Robert Gantner, Peter Arbenz +1
Since its formulation in the late 1940s, the Feynman-Kac formula has proven to be an effective tool for both theoretical reformulations and practical simulations of differential eq…