Research
Research
Research
Research
4,835+ open-access research outputs.
We present fast-vollib, an open-source Python library that provides high-performance European option pricing, implied volatility (IV) computation, and Greeks under the Black-76, Black-Scholes, and Bla…
We show that the loop homology algebras of polyhedral products of the form $(\underline{X},\underline{*})^{\mathcal{K}}$ can be written as a colimit over the flagification of $\mathcal{K}$, and obtain…
A finite set $S \subset \mathbb{Z}$ is a \emph{Sidon set} if its pairwise differences are distinct. A \emph{perfect difference set} (PDS) of order $n$ is a set $B \subset \mathbb{Z}_v$ ($v = n^2 - n +…
We analyze the dynamics of a quantum particle in a one-dimensional bistable potential within the framework of Bohm's quantum mechanics. We give arguments that evidence the fallacy of certain claims fo…
We construct a family of velocity fields demonstrating the sharpness of the classical Zvonkin--Veretennikov--Davie strong well-posedness by noise regime. We consider stochastic differential equations …
Real-time text-driven joint audio-video avatar generation requires jointly synthesizing portrait video and speech with high fidelity and precise synchronization, yet existing audio-visual diffusion mo…
We study the common intersection of arrangements of double-wedges. We consider arrangements where double-wedges may be either bowties (which do not contain a vertical line) or hourglasses (which conta…
Preclinical micro-CT reconstruction involves large projection sizes and volumes that make iterative methods costly - 5x to 50x slower than analytic alternatives on modern GPUs. Whether this cost is ju…
One of the main challenges in numerically solving partial differential equations is finding a discretisation for the computational domain that balances the accurate representation of the underlying fi…
Graph Neural Networks (GNNs) excel on relational data, but standard benchmarks unrealistically assume the graph is centrally available. In practice, settings such as Federated Graph Learning, distribu…
The rapid proliferation of Vision-Language Models (VLMs) is widely celebrated as the dawn of unified multimodal knowledge discovery but its foundation operates on a dangerous, unquestioned axiom: that…
Juniper Green is a simple combinatorial game invented by Rob Porteous and popularized by Ian Stewart. It was originally designed to familiarize school children with the concepts of multiplication and …
POSHAN Abhiyan envisages capacity building of AWWs or frontline health workers through 21 training modules of ILA (Incremental Learning Approach), modularising the net learning content into smaller le…
The extent to which the geometry of an object is determined by some associated spectral data is a longstanding problem. We investigate this problem in the context of the Steklov spectrum, focusing on …
Can contagion be inferred from aggregated default data? We study this as a problem of identifiability, asking whether contagion generates components in default count distributions that remain distinct…
Understanding affective dynamics in real-world social systems is fundamental to modeling and analyzing human-human interactions in complex environments. Group affect emerges from intertwined human-hum…
We propose a method for the prediction of stationary max--stable random fields with $\alpha$-Fr\'echet marginal distribution $H_\alpha$. The method is suitable to cope with heavy tails for $\alpha\in(…
We study $v_n$-periodic phenomena in $C_2$-equivariant stable homotopy through the lens of the $C_2$-equivariant Adams spectral sequence at the prime 2. In particular, we construct/detect certain clas…
We study topological rigidity of real moment-angle manifolds associated to flag simplicial complexes. Using the cubical geometry arising from the Davis construction, we identify the universal cover wi…
The rapid integration of large language models (LLMs) into everyday workflows has transformed how individuals perform cognitive tasks such as writing, programming, analysis, and multilingual communica…
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