GI-M2NICA - Artigos: Envíos recentes
Mostrando ítems 51-55 de 74
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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 ... -
Numerical Solution of a Nonlinear PDE Model for Pricing Renewable Energy Certificates (RECs)
(Elsevier, 2021)[Abstract] In this article we present a valuation method for Renewable Energy Certificates (RECs) or green certificates. For this purpose, we propose a non-linear PDE model with two stochastic factors: the accumulated green ... -
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 ... -
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 ... -
Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios
(MDPI AG, 2021-02-25)[Abstract] Starting from an original portfolio of life insurance policies, in this article we propose a methodology to select model points portfolios that reproduce the original one, preserving its market risk under a ...