Related papers: Equivalence between forward rate interpolations an…
Temporal interpolation often plays a crucial role to learn meaningful representations in dynamic scenes. In this paper, we propose a novel method to train spatiotemporal neural radiance fields of dynamic scenes based on temporal…
According to Lidstone interpolation theory, an entire function of exponential type $<\pi$ is determined by it derivatives of even order at $0$ and $1$. This theory can be generalized to several variables. Here we survey the theory for a…
As the use of complex machine learning models continues to grow, so does the need for reliable explainability methods. One of the most popular methods for model explainability is based on Shapley values. There are two most commonly used…
Competing risks data arise frequently in clinical trials. When the proportional subdistribution hazard assumption is violated or two cumulative incidence function (CIF) curves cross, rather than comparing the overall treatment effects,…
An analytic process is iterative between two agents, an analyst and an analytic toolbox. Each iteration comprises three main steps: preparing a dataset, running an analytic tool, and evaluating the result, where dataset preparation and…
In economic studies and popular media, interest rates are routinely cited as a major factor behind commodity price fluctuations. At the same time, the transmission channels are far from transparent, leading to long-running debates on the…
This note discusses the interpretation of event-study plots produced by recent difference-in-differences methods. I show that even when specialized to the case of non-staggered treatment timing, the default plots produced by software for…
Abstract continued Thiele type fraction has been constructed, which is an interpolation one for nonlinear operator acting from linear topological space X to algebra Y with a unit. In particular cases it changes into both a classic Thiele…
This article presents novel proof methods for estimating interpolation errors, predicated on the understanding that one has already studied foundational error analysis using the finite element method.
Tilings based on the cut and project method are key model systems for the description of aperiodic solids. Typically, quantities of interest in crystallography involve averaging over large patches, and are well defined only in the…
On a high-frequency scale the time series are not homogeneous, therefore standard correlation measures can not be directly applied to the raw data. There are two ways to deal with this problem. The time series can be homogenised through an…
We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. With the view of complex systems science and its multidisciplinary approach, we use the…
The recent financial crisis has led to so-called multi-curve models for the term structure. Here we study a multi-curve extension of short rate models where, in addition to the short rate itself, we introduce short rate spreads. In…
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive…
The functional interpolation problem on a continual set of nodes by an integral continued C-fraction is studied. The necessary and sufficient conditions for its solvability are found. As a particular case, the considered integral continued…
The approach to curve implicitization through Sylvester and Bezout resultant matrices and bivariate interpolation in the usual power basis is extended to the case of Bernstein-Bezoutian matrices constructed when the polynomials are given in…
Functional iterations such as Newton's are a popular tool for polynomial root-finding. We consider realistic situation where some (e.g., better-conditioned) roots have already been approximated and where further computations is directed to…
The article presents calculations that prove practical importance of the earlier derived theoretical relationship between the interest rate on the interbank credit market, volume of investment and the quantity of securities tradable on the…
There are two approaches to time series approximate factor models: the static factor model, where the factors are loaded contemporaneously by the common component, and the Generalised Dynamic Factor Model, where the factors are loaded with…
A method for data-driven interpolatory model reduction is presented in this extended abstract. This framework enables the computation of the transfer function values at given interpolation points based on time-domain input-output data only,…