6 citations · 28 across the 18 of their papers we have counts for
27 papers
On the quasi-uniformity properties of quasi-Monte Carlo point sets and sequences -- Part I: Lattices and Kronecker sequences
Josef Dick, Takashi Goda, Gerhard Larcher +2
The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets…
Discrepancy bounds for normal numbers generated by necklaces in arbitrary base
Roswitha Hofer, Gerhard Larcher
Mordechay B. Levin has constructed a number which is normal in base 2, and such that the sequence has very small discrepancy . In…
The exact order of discrepancy for Levin's normal number in base 2
Roswitha Hofer, Gerhard Larcher
Mordechay Levin has constructed a number which is normal in base 2, and such that the sequence has very small discrepancy . Indeed…
Supervised machine learning classification for short straddles on the S&P500
Alexander Brunhuemer, Lukas Larcher, Philipp Seidl +3
In this working paper we present our current progress in the training of machine learning models to execute short option strategies on the S&P500. As a first step, this paper is br…
On Pair Correlation of Sequences
Gerhard Larcher, Wolfgang Stockinger
We give a survey on the concept of Poissonian pair correlation (PPC) of sequences in the unit interval, on existing and recent results and we state a list of open problems. Moreove…
On a multi-dimensional Poissonian pair correlation concept and uniform distribution
Aicke Hinrichs, Lisa Kaltenböck, Gerhard Larcher +2
The aim of the present article is to introduce a concept which allows to generalise the notion of Poissonian pair correlation, a second-order equidistribution property, to higher d…