3 citations · 6 across the 5 of their papers we have counts for
6 papers
Shorter and faster than Sort3AlphaDev
Cassio Neri
Arising from: Mankowitz, D.J., Michi, A., Zhernov, A. et al. Faster sorting algorithms discovered using deep reinforcement learning.Nature 618, 257-263 (2023). doi.org/10.1038/s415…
Euclidean Affine Functions and Applications to Calendar Algorithms
Cassio Neri, Lorenz Schneider
We study properties of Euclidean affine functions (EAFs), namely those of the form , and their closely related expression $\mathring{f}(r) = (α\cdot r + β)…
A loopless and branchless algorithm to generate the next Dyck word
Cassio Neri
Let integer be any C/C++ unsigned integer type up to 64-bits long. Given a Dyck word the following code returns the next Dyck word of the same size, provided it exists. integer nex…
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data
C. Neri, L. Schneider
We study the problem of finding probability densities that match given European call option prices. To allow prior information about such a density to be taken into account, we gen…
A Family of Maximum Entropy Densities Matching Call Option Prices
Cassio Neri, Lorenz Schneider
We investigate the position of the Buchen-Kelly density in a family of entropy maximising densities which all match European call option prices for a given maturity observed in the…
Maximum Entropy Distributions Inferred from Option Portfolios on an Asset
C. Neri, L. Schneider
We obtain the maximum entropy distribution for an asset from call and digital option prices. A rigorous mathematical proof of its existence and exponential form is given, which can…