Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Deep Learning with Yacine on MSN
How to implement stochastic gradient descent with momentum in Python
Learn how to implement SGD with momentum from scratch in Python—boost your optimization skills for deep learning.
Abstract: Inertial navigation systems (INS) are widely recognized for providing precise location, velocity, and attitude data over short durations. However, their accuracy deteriorates over time. To ...
In this work we present two main contributions: the first one is a Python implementation of the discrete approximation of the Laplace-Beltrami operator (LBO) (Belkin et al., 2008) allowing us to solve ...
A distributed stochastic model predictive control (DSMPC) algorithm is proposed for the cooperative control of a heterogeneous unmanned aerial vehicle (UAV) swarm in the presence of external ...
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