2 citations · 4 across the 3 of their papers we have counts for
3 papers
stat.CO2024★ 1 cited
A Tidy Framework and Infrastructure to Systematically Assemble Spatio-temporal Indexes from Multivariate Data
H. Sherry Zhang, Dianne Cook, Ursula Laa +2
Indexes are useful for summarizing multivariate information into single metrics for monitoring, communicating, and decision-making. While most work has focused on defining new inde…
q-fin.CP2023★ 1 cited
Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
Ivan Guo, Nicolas Langrené, Jiahao Wu
In this paper, we introduce two novel methods to solve the American-style option pricing problem and its dual form at the same time using neural networks. Without applying nested M…
stat.CO2022★ 2 cited
cubble: An R Package for Organizing and Wrangling Multivariate Spatio-temporal Data
H. Sherry Zhang, Dianne Cook, Ursula Laa +2
Multivariate spatio-temporal data refers to multiple measurements taken across space and time. For many analyses, spatial and time components can be separately studied: for example…