Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Abstract: This article is devoted to stochastic convergence theorems for stochastic impulsive systems (SISs) and their application to discrete-time stochastic feedback control (DTSFC). A general ...
Learn how to implement SGD with momentum from scratch in Python—boost your optimization skills for deep learning.
Abstract: The stochastic uncertainty of wind speed presents a significant challenge for ensuring reliable power control in wind energy conversion system (WECS). Stochastic model predictive control ...