Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

This study presents SynaptoGen, a differentiable extension of connectome models that links gene expression, protein-protein interaction probabilities, synaptic multiplicity, and synaptic weights, and ...

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

Sampling from probability distributions with known density functions (up to normalization) is a fundamental challenge across various scientific domains. From Bayesian uncertainty quantification to ...

Roll a die and ask students to identify the random variable. Since a die can only take on values of 1, 2, 3, 4, 5, or 6, this is a discrete random variable. Repeat ...

Royalty-free licenses let you pay once to use copyrighted images and video clips in personal and commercial projects on an ongoing basis without requiring additional payments each time you use that ...

The FactorGraph package provides the set of different functions to perform inference over the factor graph with continuous or discrete random variables using the belief propagation algorithm. A ...

Abstract: In this work, we propose a novel procedure for deriving a discrete counterpart to a continuous probability distribution. This procedure or, better, this class of procedures, is based on an ...

The uncertain and volatile nature of wind energy have brought huge challenges to power system planning and operation. Therefore, it is necessary to model the wind power output. In this paper ...