2 papers
q-fin.MF2025
Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters
Jayanth Athipatla
We introduce a novel rough Bergomi (rBergomi) model featuring a variance-driven exponentially weighted moving average (EWMA) time-dependent Hurst parameter , fundamentally dis…
cs.SD2025
ShrutiSense: Microtonal Modeling and Correction in Indian Classical Music
Rajarshi Ghosh, Jayanth Athipatla
Indian classical music relies on a sophisticated microtonal system of 22 shrutis (pitch intervals), which provides expressive nuance beyond the 12-tone equal temperament system. Ex…