Blogue
Towards a fast and robust deep hedging approach
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which utilizes the paths of several advanced equity...
Goodness-of-fit for amplitude analysis with anomaly detection
Amplitude analysis serves as a pivotal tool in hadron spectroscopy, fundamentally involving a series of likelihood fits to multi-dimensional experimental distributions. While numerous robust goodness-of-fit tests are available for low-dimensional scenarios, evaluating goodness-of-fit in amplitude analysis poses significant challenges. In this work,...
SoCov: Semi-Orthogonal Parametric Pooling of Covariance Matrix for Speaker Recognition
In conventional deep speaker embedding frameworks, the pooling layer aggregates all frame-level features over time and computes their mean and standard deviation statistics as inputs to subsequent segment-level layers. Such statistics pooling strategy produces fixed-length representations from variable-length speech segments. Cependant, this...
Nonlinear contagion dynamics on dynamical networks: exact solutions ranging from consensus times to evolutionary trajectories
Understanding nonlinear social contagion dynamics on dynamical networks, such as opinion formation, is crucial for gaining new insights into consensus and polarization. Similar to threshold-dependent complex contagions, the nonlinearity in adoption rates poses challenges for mean-field approximations. To address this theoretical gap,...
Marginalized Generalized IoU (MGIoU): A Unified Objective Function for Optimizing Any Convex Parametric Shapes
Optimizing the similarity between parametric shapes is crucial for numerous computer vision tasks, where Intersection over Union (IoU) stands as the canonical measure. Cependant, existing optimization methods exhibit significant shortcomings: regression-based losses like L1/L2 lack correlation with IoU, IoU-based losses are unstable...
Power-based control of output oscillations with online estimation of biased harmonics
The recently introduced discrete power-based control (Ruderman (2024b)) reduces largely the communication efforts in the control loop when compensating for the marginally damped or even slowly diverging output oscillations. The control commutates twice per oscillations period (at the amplitude peaks) and uses...
Mumott — a Python package for the analysis of multi-modal tensor tomography data
Small and wide angle x-ray scattering tensor tomography are powerful methods for studying anisotropic nanostructures in a volume-resolved manner, and are becoming increasingly available to users of synchrotron facilities. The analysis of such experiments requires, however, advanced procedures and algorithms, which creates...
From Past to Present: A Survey of Malicious URL Detection Techniques, Datasets and Code Repositories
Malicious URLs persistently threaten the cybersecurity ecosystem, by either deceiving users into divulging private data or distributing harmful payloads to infiltrate host systems. Gaining timely insights into the current state of this ongoing battle holds significant importance. Cependant, existing reviews exhibit 4...
Efficient Design of Compliant Mechanisms Using Multi-Objective Optimization
Compliant mechanisms achieve motion through elastic deformation. In this work, we address the synthesis of a compliant cross-hinge mechanism capable of large angular strokes while approximating the behavior of an ideal revolute joint. To capture the competing demands of kinematic fidelity, rotational...
Foliation de Rham cohomology of generic Reeb foliations
In this paper, we prove that there exists a residual subset of contact forms $\lambda$ (if any) on a compact orientable manifold $M$ for which the foliation de Rham cohomology of the associated Reeb foliation $F_\lambda$ is trivial in that both $H^0(F_\lambda,{\mathbb...