Listar GI-M2NICA - Artigos por data de publicación
Mostrando ítems 41-57 de 57
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The stochastic θ-SEIHRD model: Adding randomness to the COVID-19 spread
(Elsevier, 2022)[Abstract]: In this article we mainly extend a newly introduced deterministic model for the COVID-19 disease to a stochastic setting. More precisely, we incorporated randomness in some coefficients by assuming that they ... -
A Modal-Based Partition of Unity Finite Element Method for Elastic Wave Propagation Problems in Layered Media
(Elsevier, 2022)[Abstract] The time-harmonic propagation of elastic waves in layered media is simulated numerically by means of a modal-based Partition of Unity Finite Element Method (PUFEM). Instead of using the standard plane waves or ... -
End-To-End Multi-Task Learning for Simultaneous Optic Disc and Cup Segmentation and Glaucoma Classification in Eye Fundus Images
(Elsevier, 2022)[Abstract] The automated analysis of eye fundus images is crucial towards facilitating the screening and early diagnosis of glaucoma. Nowadays, there are two common alternatives for the diagnosis of this disease using deep ... -
Automated design of synthetic biocircuits in the stochastic regime
(IFAC Secretariat / Elsevier, 2022)[Abstract]: In this work, we present an optimization-based design strategy for gene regulatory networks (GRNs) in the stochastic regime (i.e., in the presence of molecular noise). The approach exploits a recently developed ... -
Total Value Adjustment for European Options in a Multi‐Currency Setting
(Elsevier, 2022)[Abstract] In this article we mainly extend to a multi-currency setting some previous works in the literature concerning total value adjustments in a single currency framework. The motivation comes from the fact that ... -
A Survey on Quantum Computational Finance for Derivatives Pricing and VaR
(Springer, 2022-10)[Abstract]: We review the state of the art and recent advances in quantum computing applied to derivative pricing and the computation of risk estimators like Value at Risk. After a brief description of the financial ... -
Stochastic SIR model predicts the evolution of COVID-19 epidemics from public health and wastewater data in small and medium-sized municipalities: A one year study
(Elsevier, 2022-11)[Abstract]: The level of unpredictability of the COVID-19 pandemics poses a challenge to effectively model its dynamic evolution. In this study we incorporate the inherent stochasticity of the SARS-CoV-2 virus spread by ... -
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk
(Elsevier B.V., 2023)[Abstract]: The goal of this work is to develop a novel strategy for the treatment of the boundary conditions for multi-dimension nonlinear parabolic PDEs. The proposed methodology allows to get rid of the heuristic choice ... -
Spline local basis methods for nonparametric density estimation
(Institute of Mathematical Statistics, 2023)[Abstract]: This work reviews the literature on spline local basis methods for non-parametric density estimation. Particular attention is paid to B-spline density estimators which have experienced recent advances in both ... -
Real quantum amplitude estimation
(Springer, 2023)[Abstract]: We introduce the Real Quantum Amplitude Estimation (RQAE) algorithm, an extension of Quantum Amplitude Estimation (QAE) which is sensitive to the sign of the amplitude. RQAE is an iterative algorithm which ... -
Model and numerical methods for pricing renewable energy certificate derivatives
(Elsevier B.V., 2023-04)[Abstract]: Assuming that the price of the renewable energy certificate (REC) is known, we formulate the valuation problem of a European REC derivative in terms of a linear PDE model where the underlying stochastic factors ... -
Pricing renewable energy certificates with a Crank–Nicolson Lagrange–Galerkin numerical method
(2023-04)[Abstract]: The valuation problem of renewable energy certificates can be formulated in terms of a nonlinear PDE model where the underlying stochastic factors are the accumulated green certificates sold by an authorized ... -
XVA in a multi-currency setting with stochastic foreign exchange rates
(Elsevier B.V., 2023-05)[Abstract]: In the present article we address the modelling and the numerical computation of the total value adjustment for European options in a multi-currency setting when the foreign exchange rates between the different ... -
IDESS: a toolbox for identification and automated design of stochastic gene circuits
(Oxford University Press, 2023-11)[Abstract]: Motivation One of the main causes hampering predictability during the model identification and automated design of gene circuits in synthetic biology is the effect of molecular noise. Stochasticity may ... -
Data-driven characterization of viscoelastic materials using time-harmonic hydroacoustic measurements
(Elsevier B.V., 2024-02-01)[Absctract]: Any numerical procedure in mechanics requires choosing an appropriate model for the constitutive law of the material under consideration. The most common assumptions regarding linear wave propagation in a ... -
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
(Elsevier B.V., 2024-03)[Abstract]: In this article we make some new relevant contributions to the computation of total valuation adjustments (XVA) for financial derivatives involving several currencies. From the modelling point of view, for the ... -
A Lagrangian approach for solving an axisymmetric thermo-electromagnetic problem. Application to time-varying geometry processes
(Springer, 2024-05)[Abstract]: The aim of this work is to introduce a thermo-electromagnetic model for calculating the temperature and the power dissipated in cylindrical pieces whose geometry varies with time and undergoes large deformations; ...