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Found 7 papers, 2 papers with code
Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility
We develop a framework for composite likelihood inference of parametric continuous-time stationary Gaussian processes.
Characterisation of Anti-Arrhythmic Drug Effects on Cardiac Electrophysiology using Physics-Informed Neural Networks
The ability to accurately infer cardiac electrophysiological (EP) properties is key to improving arrhythmia diagnosis and treatment.
High-dimensional estimation of quadratic variation based on penalized realized variance
We show that under a nuclear norm penalization, the PRV is computed by soft-thresholding the eigenvalues of realized variance (RV).
A GMM approach to estimate the roughness of stochastic volatility
We show that a parameter estimator based on the integrated variance is consistent and, under stronger conditions, asymptotically normally distributed.
The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets
Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales.
Understanding the transition from paroxysmal to persistent atrial fibrillation from micro-anatomical re-entry in a simple model
Atrial fibrillation (AF) is the most common cardiac arrhytmia, characterised by the chaotic motion of electrical wavefronts in the atria.
Unified Mechanism of Atrial Fibrillation in a Simple Model
The mechanism of atrial fibrillation (AF) is poorly understood, resulting in disappointing success rates of ablative treatment.
