no code implementations • 27 Apr 2022 • Guillaume Lambert, Jesper Kristensen
Panoptic is the perpetual, oracle-free, instant-settlement options trading protocol on the Ethereum blockchain.
no code implementations • 26 Jul 2019 • Sayan Ghosh, Jesper Kristensen, Yiming Zhang, Waad Subber, Liping Wang
Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification.
no code implementations • 25 Jul 2019 • Piyush Pandita, Jesper Kristensen, Liping Wang
Accurately estimating these hyperparameters is a key ingredient in developing a reliable and generalizable surrogate model.