59 citations · 208 across the 12 of their papers we have counts for
13 papers
Statistical mechanics of LDPC codes on channels with memory
I. Neri, N. S. Skantzos
We present an analytic method of assessing the typical performance of low-density parity-check codes on finite-state Markov channels. We show that this problem is similar to a spin…
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Frédéric Bossens, Grégory Rayée, Nikos S. Skantzos +1
We study Vanna-Volga methods which are used to price first generation exotic options in the Foreign Exchange market. They are based on a rescaling of the correction to the Black-Sc…
Gallager error correcting codes for binary asymmetric channels
I. Neri, N. S. Skantzos, D. Bollé
We derive critical noise levels for Gallager codes on asymmetric channels as a function of the input bias and the temperature. Using a statistical mechanics approach we study the s…
Thermodynamics of spin systems on small-world hypergraphs
D. Bolle, R. Heylen, N. S. Skantzos
We study the thermodynamic properties of spin systems on small-world hypergraphs, obtained by superimposing sparse Poisson random graphs with p-spin interactions onto a one-dimensi…
Fluctuation symmetries for work and heat
Marco Baiesi, Tim Jacobs, Christian Maes +1
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an…
On metastable configurations of small-world networks
R. Heylen, N. S. Skantzos, J. Busquets Blanco +1
We calculate the number of metastable configurations of Ising small-world networks which are constructed upon superimposing sparse Poisson random graphs onto a one-dimensional chai…