Related papers: SABR smiles for RFR caplets
We estimate from above the rate at which a solution to the rescaled mean curvature flow on a closed hypersurface may converge to a limit self-similar solution, i.e. a shrinker. Our main result implies that any solution which converges to a…
This paper presents a novel closed-form solution for a low-order system frequency response (SFR) model that is accurate for all time periods and an accompanying approximation for representing primary frequency responses at two different…
We suggest an original physical approach to describe the mechanism of market pricing. The core of our approach is to consider pricing at different time scales separately, using independent equations of motion. Such an approach leads to a…
To recognize the masked face, one of the possible solutions could be to restore the occluded part of the face first and then apply the face recognition method. Inspired by the recent image inpainting methods, we propose an end-to-end hybrid…
This paper introduces a short rate model in continuous time that adds one or more memory (delay) components to the Merton model (Merton 1970, 1973) or the Vasi\v{c}ek model (Vasi\v{c}ek 1977) for the short rate. The distribution of the…
Cross-spectral face recognition (CFR) refers to recognizing individuals using face images stemming from different spectral bands, such as infrared versus visible. While CFR is inherently more challenging than classical face recognition due…
In this paper, we analyze some of our real-world deployment of face recognition (FR) systems for various applications and discuss the gaps between expectations of the user and what the system can deliver. We evaluate some of our proposed…
Due to the rising concern of data privacy, it's reasonable to assume the local client data can't be transferred to a centralized server, nor their associated identity label is provided. To support continuous learning and fill the last-mile…
We present a stable cosmological model of a closed universe in the presence of conventional scalar field. The stability of the model and absence of singularity is ensured by spatial curvature without the need for additional peculiar matter.…
We study calibration in question answering, estimating whether model correctly predicts answer for each question. Unlike prior work which mainly rely on the model's confidence score, our calibrator incorporates information about the input…
Several one-parameter families of explicit self-similar solutions are constructed for the porous medium equations with fractional operators. The corresponding self-similar profiles, also called \emph{Barenblatt profiles}, have the same…
We generalize recent developments on normal forms and the spectral sequences method to make a foundation for parametric normal forms. We further introduce a new style and costyle to obtain unique parametric normal forms. The results are…
Coupling an emitter to a Fabry-P\'{e}rot optical cavity can provide a coherent and strong light-matter interface whose performance in a variety of applications depends critically on the emitter-photon coupling strength. Altering the…
Existing auto-regressive language models have demonstrated a remarkable capability to perform a new task with just a few examples in prompt, without requiring any additional training. In order to extend this capability to a multi-modal…
The main finding of this work is that the standard image classification pipeline, which consists of dictionary learning, feature encoding, spatial pyramid pooling and linear classification, outperforms all state-of-the-art face recognition…
In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural…
When pricing options, there may be different views on the instantaneous mean return of the underlying price process. According to Black (1972), where there exist heterogeneous views on the instantaneous mean return, this will result in…
The dressing procedure for the Generalised Zakharov--Shabat system is well known for systems, related to sl(N) algebras. We extend the method, constructing explicitly the dressing factors for some systems, related to orthogonal and…
We propose a robust and accurate non-parametric method for single-view 3D face reconstruction (SVFR). While tremendous efforts have been devoted to parametric SVFR, a visible gap still lies between the result 3D shape and the ground truth.…
Reinforcement Learning with Verifiable Rewards (RLVR) has been an effective approach for improving Large Language Models' reasoning in domains such as coding and mathematics. Here, we apply RLVR methods towards forecasting future real-world…