Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

This repository accompanies the paper “Has the Deep Neural Network Learned the Stochastic Process? An Evaluation Viewpoint,” which will be presented at ICLR 2025. You can access the paper on ...

Introduction: Accurately predicting the remaining mechanical equipment is of great significance for ensuring the safe operation of the equipment and improving economic efficiency. Methods: To ...

Understanding the physical dynamics of probe diffusion is critical for uncovering subtle interactions between particles and their environments, offering insights into evolving transport mechanisms at ...

This repository contains the implementation of Hidden Markov Models (HMMs) for stochastic volatility (SV) modeling, with a specific focus on financial mathematics. The project is based on the research ...

In this paper we show that any separable stochastic process on a compact metric space can be derived from a temporally homogeneous Markov process on the extreme points of a compact convex set of ...

Abstract: This paper proposes a stochastic process based remaining useful life (RUL) prediction method for hybrid systems in the presence of intermittent fault. The failure of an intermittently faulty ...

Abstract: This paper presents a tutorial on stochastic geometry (SG)-based analysis for cellular networks. This tutorial is distinguished by its depth with respect to wireless communication details ...

This is a preview. Log in through your library . Abstract In this paper we discuss a counter system whose output is a stochastic point process such that the time intervals between pairs of successive ...