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PDE Models for the Pricing of a Defaultable Coupon-Bearing Bond Under an Extended JDCEV Model
(Elsevier, 2021)
[Abstract] We consider a two-factor model for the pricing of a non callable defaultable bond which pays coupons at certain given dates. The model under consideration is the Jump to Default Constant Elasticity of Variance ...
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 ...
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 ...
Quantum Arithmetic for Directly Embedded Arrays
(MDPI, 2021)
[Abstract] We describe a general-purpose framework to implement quantum algorithms relying upon an efficient handling of arrays. The cornerstone of the framework is the direct embedding of information into quantum amplitudes, ...
Deep Learning-Based Method for Computing Initial Margin †
(MDPI, 2021)
[Abstract] Following the guidelines of the Basel III agreement (2013), large financial institutions are forced to incorporate additional collateral, known as Initial Margin, in their transactions in OTC markets. Currently, ...
Wastewater and marine bioindicators surveillance to anticipate COVID-19 prevalence and to explore SARS-CoV-2 diversity by next generation sequencing: One-year study
(Elsevier, 2022)
[Abstract] This study presents the results of SARS-CoV-2 surveillance in sewage water of 11 municipalities and marine bioindicators in Galicia (NW of Spain) from May 2020 to May 2021. An integrated pipeline was developed ...
First passage times as a measure of hysteresis in stochastic gene regulatory circuits
(Elsevier, 2022)
[Abstract]: In the context of phenotype switching and cell fate determination, numerousexperimental studies report hysteresis, despite the fact that the (forward) Chemical Master Equation governing the inherently stochastic ...
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 ...
Feedback control of stochastic gene switches using PIDE models
(Elsevier, 2022)
[Abstract]: Achieving control of gene regulatory circuits is one of the goals of synthetic biology, as a way to regulate cellular functions for useful purposes (in biomedical, environmental or industrial applications). The ...
On a Neural Network to Extract Implied Information from American Options
(Routledge, 2022)
[Abstract] Extracting implied information, like volatility and dividend, from observed option prices is a challenging task when dealing with American options, because of the complex-shaped early-exercise regions and the ...