no code implementations • 27 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.
no code implementations • 16 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.
no code implementations • 29 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.
no code implementations • 14 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 $V_t$.