29 citations · 55 across the 21 of their papers we have counts for
4 papers · 1 filter
Markov Random Fields and Mass Spectra Discrimination
Ao Kong, Robert Azencott
For mass spectra acquired from cancer patients by MALDI or SELDI techniques, automated discrimination between cancer types or stages has often been implemented by machine learnings…
Option Pricing Accuracy for Estimated Heston Models
Robert Azencott, Yutheeka Gadhyan, Roland Glowinski
We consider assets for which price and squared volatility are jointly driven by Heston joint stochastic differential equations (SDEs). When the parameters of these SDEs…
Accuracy of Maximum Likelihood Parameter Estimators for Heston volatility SDE
Robert Azencott, Yutheeka Gadhyan
We study approximate maximum likelihood estimators (MLEs) for the parameters of the widely used Heston stock and volatility stochastic differential equations (SDEs). We compute exp…
Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations
Chinmaya Gupta, José Manuel López, Robert Azencott +3
Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from t…