Search Results for author: Ilya Timofeyev

Found 4 papers, 0 papers with code

Rare Events Analysis and Computation for Stochastic Evolution of Bacterial Populations

no code implementations27 Aug 2023 Yingxue Su, Brett Geiger, Ilya Timofeyev, Andreas Mang, Robert Azencott

In this paper, we develop a computational approach for computing most likely trajectories describing rare events that correspond to the emergence of non-dominant genotypes.

Predicting Shallow Water Dynamics using Echo-State Networks with Transfer Learning

no code implementations16 Dec 2021 Xiaoqian Chen, Balasubramanya T. Nadiga, Ilya Timofeyev

In this paper we demonstrate that reservoir computing can be used to learn the dynamics of the shallow-water equations.

Transfer Learning

Self-sustained price bubbles driven by Bitcoin innovations and adaptive behavior

no code implementations29 Dec 2020 Misha Perepelitsa, Ilya Timofeyev

We show that infinite divisibility of a trading commodity leads to a self-sustained price bubble when traders use adaptive investment strategies.

Realized volatility and parametric estimation of Heston SDEs

no code implementations14 Jun 2017 Robert Azencott, Peng Ren, Ilya Timofeyev

We present a detailed analysis of \emph{observable} moments based parameter estimators for the Heston SDEs jointly driving the rate of returns $R_t$ and the squared volatilities $V_t$.

Cannot find the paper you are looking for? You can Submit a new open access paper.