G. Larcher

activity

20132025

most citedMetric results on the discrepancy of sequences

(a_{n} α)_{n \geq 1}

modulo one for integer sequences

(a_{n})_{n \geq 1}

of polynomial growth

6 citations · 28 across the 18 of their papers we have counts for

collaborators

Showing 2022Show all

3 papers · 1 filter

math.NT2022★ 1 cited

Discrepancy bounds for normal numbers generated by necklaces in arbitrary base

Roswitha Hofer, Gerhard Larcher

Mordechay B. Levin has constructed a number $λ$ which is normal in base 2, and such that the sequence $({2^{n} λ})_{n = 0, 1, 2, \dots}$ has very small discrepancy $D_{N}$ . In…

math.NT2022★ 1 cited

The exact order of discrepancy for Levin's normal number in base 2

Roswitha Hofer, Gerhard Larcher

Mordechay Levin has constructed a number $α$ which is normal in base 2, and such that the sequence ${2^{n} α}_{n = 0, 1, 2, \dots}$ has very small discrepancy $D_{N}$ . Indeed…

q-fin.CP2022

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…