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A New Technique for Improved Use of Thermal Energy from Waste Effluents
(MDPI AG, 2020-01-09)
[Abstract] Energy sustainability and environmental protection in general are at the heart of engineering and industry discussions. Countless efforts have been devoted to improving the energy efficiency of industrial processes ...
European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
(MDPI AG, 2020-08-19)
[Abstract]
Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based ...
Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield
(MDPI AG, 2020-09-15)
[Abstract]
Computing implied volatility from observed option prices is a frequent and challenging task in finance, even more in the presence of dividends. In this work, we employ a data-driven machine learning approach ...
Computation of Resonance Modes in Open Cavities with Perfectly Matched Layers
(MDPI AG, 2020-08-18)
[Abstract]
During the last decade, several authors have addressed that the Perfectly Matched Layers (PML) technique can be used not only for the computation of the near-field in time-dependent and time-harmonic scattering ...
Numerical Simulation of a Nonlinear Problem Arising in Heat Transfer and Magnetostatics
(MDPI AG, 2020-08-19)
[Abstract]
We present a numerical model that comprises a nonlinear partial differential equation. We apply an adaptive stabilised mixed finite element method based on an a posteriori error indicator derived for this ...