New research shows most video AI does not need color at all, switching it on only at key moments and cutting data use by over ...
Fabrice Deschâtres, founder of Volptima and a former Goldman Sachs quant, has developed convex volatility interpolation (CVI), an algorithm to build implied volatility surfaces by framing the fit as a ...
$$ \begin{array}{ll} \text{minimize} & f_0(x, y)\\ \text{subject to} & f_i(x, y) \leq 0,\quad i = 1, \ldots, m\\ & h_i(x, y) = 0,\quad i = 1, \ldots, p, \end{array ...
if self.G.ndim != 2: raise ValueError("Generators must be 2D") if self.G.shape[0] != self.c.shape[0]: raise ValueError("Dim mismatch center/gen") ...
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