Related papers: COGARCH: Symbol, Generator and Characteristics

COGARCH models are continuous time version of the well known GARCH models of financial returns. They are solution of a stochastic differential equation driven by a L\'evy process. The first aim of this paper is to show how the method of…

This paper investigates the use of graph rewriting systems as a modelling tool, and advocates the embedding of such systems in an interactive environment. One important application domain is the modelling of biochemical systems, where…

The visual representation of concepts or ideas through the use of simple shapes has always been explored in the history of Humanity, and it is believed to be the origin of writing. We focus on computational generation of visual symbols to…

Generative models for source code are an interesting structured prediction problem, requiring to reason about both hard syntactic and semantic constraints as well as about natural, likely programs. We present a novel model for this problem…

This paper presents our approach to use refactoring techniques together with code generation. Refactoring is particularly useful if not only the generated classes but also the generator itself can be adapted in an automatic fashion. We have…

Many interesting and useful symbolic computation algorithms manipulate mathematical expressions in mathematically meaningful ways. Although these algorithms are commonplace in computer algebra systems, they can be surprisingly difficult to…

We define a class of probabilistic models in terms of an operator algebra of stochastic processes, and a representation for this class in terms of stochastic parameterized grammars. A syntactic specification of a grammar is mapped to…

L\'evy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. We propose an essentially asymptotically efficient estimation method for the system parameters of…

The modelling, specification and study of the semantics of concurrent reactive systems have been interesting research topics for many years now. The aim of this thesis is to exploit the strengths of the (co)algebraic framework in modelling…

This talk describes how a combination of symbolic computation techniques with first-order theorem proving can be used for solving some challenges of automating program analysis, in particular for generating and proving properties about the…

We introduce a novel GARCH model that integrates two sources of uncertainty to better capture the rich, multi-component dynamics often observed in the volatility of financial assets. This model provides a quasi closed-form representation of…

A semigroup characterization, or equivalently, a characterization by the generator, is a classical technique used to describe continuous-time nonlinear dynamical systems. In the realm of data-driven learning for an unknown nonlinear system,…

Holography provides a powerful tool to model QCD and other strongly coupled gauge dynamics. As examples of its power to compute in novel environments I review some recent results: these include models of the phase structure of QCD at finite…

Motivation: ``Molecular signatures'' or ``gene-expression signatures'' are used to predict patients' characteristics using data from coexpressed genes. Signatures can enhance understanding about biological mechanisms and have diagnostic…

This paper aims to present a general idea of method comparison of Credit Scoring techniques. Any scorecard can be made in various methods based on variable transformations in the logistic regression model. To make a comparison and come up…

Variety of machine learning problems can be formulated as an optimization task for some (surrogate) loss function. Calculation of loss function can be viewed in terms of stochastic computation graphs (SCG). We use this formalism to analyze…

Procedural models (i.e. symbolic programs that output visual data) are a historically-popular method for representing graphics content: vegetation, buildings, textures, etc. They offer many advantages: interpretable design parameters,…

The test is one of the approaches commonly used for validating systems to ensure qualitative and quantitative implementation requirements. In this paper, we interest in formal testing using graph transformation, thus we propose an approach…

While state-of-the-art image generation models achieve remarkable visual quality, their internal generative processes remain a "black box." This opacity limits human observation and intervention, and poses a barrier to ensuring model…

Computational mechanics is a method for discovering, describing and quantifying patterns, using tools from statistical physics. It constructs optimal, minimal models of stochastic processes and their underlying causal structures. These…