Related papers: Density functions in high-dimensional basket optio…
We introduce a numerical method for computing spectral densities, and apply it to the evaluation of the local density of states (LDOS) of sparse Hamiltonians derived from tight-binding models. The approach, which we call the high-order…
We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and…
Contrary to the common view that exact pricing is prohibitive owing to the curse of dimensionality, this study proposes an efficient and unified method for pricing options under multivariate Black-Scholes-Merton (BSM) models, such as the…
A high-throughput benchmarking technique for testing the performance of different exchange-correlation functionals and pseudopotentials is proposed and applied to bulk SnS. It is shown that, contrary to the popular view that the local…
We reexamine the recently introduced basis-set correction theory based on density-functional theory consisting in correcting the basis-set incompleteness error of wave-function methods using a density functional. We use a one-dimensional…
We propose a computationally light method for estimating similarities between text documents, which we call the density similarity (DS) method. The method is based on a word embedding in a high-dimensional Euclidean space and on kernel…
The density functional theory is extended to account for self-bound systems. To this end the Hohenberg-Kohn theorem is formulated for the intrinsic density and a Kohn-Sham like procedure for an $N$--body system is derived using the…
We provide sufficient density condition for a set of nonuniform samples to give rise to a set of sampling for multivariate bandlimited functions when the measurements consist of pointwise evaluations of a function and its first $k$…
Quantum dots with conduction electrons or holes originating from several bands are considered. We assume the particles are confined in a harmonic potential and assume the electrons (or holes) belonging to different bands to be different…
We present a machine learning algorithm for the prediction of molecule properties inspired by ideas from density functional theory. Using Gaussian-type orbital functions, we create surrogate electronic densities of the molecule from which…
Model of hard sphere system is important part of modern theories of liquids. Radial distribution function of hard sphere fluid represented in form of explicit analytical expression allows to obtain thermodynamic potentials in analytical…
We propose a new and general method for deriving exact density functionals in one dimension for lattice gases with finite-range pairwise interactions. Corresponding continuum functionals are derived by applying a proper limiting procedure.…
We present a general scheme based on nonlinear response theory to calculate the expansion of correlation functions such as the pair-correlation function or the exchange-correlation hole of an inhomogeneous many-particle system in terms of…
We present a generative framework for pricing European-style basket options by learning the conditional terminal distribution of the log arithmetic-weighted basket return. A Mixture Density Network (MDN) maps time-varying market inputs…
A new formalism is presented for analytically obtaining the probability density function, \( P_{n}(s) \), for the distance between two random points in an \( n \)-dimensional sphere of radius \( R \). Our formalism allows \( P_{n}(s) \) to…
The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…
We investigate the orientational properties of a homogeneous and inhomogeneous tetrahedral 4-patch fluid (Kern--Frenkel model). Using integral equations, either (i) HNC or (ii) a modified HNC scheme with simulation input, the full…
Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…
A hard sphere fluid confined by hard, structureless, and parallel walls is investigated using a certain version of weighted density functional theory. The density profile, the excess coverage, the finite size contribution to the free…
By introducing the self-energy density functionals for the dissipative interactions between the reduced system and its environment, we develop a time-dependent density-functional theory formalism based on an equation of motion for the…