3 papers
math.ST2025
Optimal Estimation for General Gaussian Processes
Tetsuya Takabatake, Jun Yu, Chen Zhang
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE)…
cond-mat.str-el2025
Surface charge density wave in UTe2
Pablo García Talavera, Miguel Águeda Velasco, Makoto Shimizu +12
The spatially uniform electronic density characteristic of a metal can become unstable at low temperatures, leading to the formation of charge density waves (CDWs). These CDWs, obs…
q-fin.CP2024
Calibrating the Heston model with deep differential networks
Giovanni Amici, Marco Morandotti, Chen Zhang
We propose a gradient-based deep learning framework to calibrate the Heston option pricing model (Heston, 1993). Our neural network, henceforth deep differential network (DDN), lea…