Hedging option books using neural-SDE market models by Reisinger, C, Cohen, SN, Wang, S

Multilevel path branching for digital options by Giles, MB, Haji-Ali, A-L

“…We propose a new Monte Carlo-based estimator for digital options with assets modelled by a stochastic differential equation (SDE). The new estimator is based on repeated path splitting and relies on the correlation of approximate paths of the underlying SDE that share parts of a Brownian path. …”

Analysis of online learning algorithms in machine learning by Wang, Z

“…Further, we develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of SDE models. The novel idea of our algorithm is that the gradient estimate is simultaneously updated using forward propagation of the SDE state derivatives, which asymptotically converges to the direction of steepest descent. …”

Asymptotic analysis of deep residual networks by Cont, R, Rossier, A, Xu, R

“…We study the convergence of the hidden state dynamics in these scaling regimes, showing that one may obtain an ODE, a stochastic differential equation (SDE) or neither of these. In particular, our findings point to the existence of a diffusive regime in which the deep network limit is described by a class of stochastic differential equations (SDEs). …”

Drivers and challenges in raising the achievement of pupils from Bangladeshi, Somali and Turkish backgrounds (Research Report DCSF-RR226) by Strand, S, De Coulon, A, Meschi, E, Vorhaus, J, Frumkin, L, Ivins, C, Small, L, Sood, A, Gervais, M-C, Rehman, H

The trembling-hand problem for LTLf planning by Yu, P, Zhu, S, De Giacomo, G, Vardi, M

Geometric martingale Benamou–Brenier transport and geometric Bass martingales by Backhoff, J, Loeper, G, Obłój, J

“…We obtain an explicit representation for a geometric Bass martingale for given initial and terminal marginals, we characterise it as a solution to an SDE, and we show that geometric Brownian motion is the only process which is both an arithmetic and a geometric Bass martingale. …”

Large-scale profiling of antibody reactivity to glycolipids in patients with Guillain-Barré syndrome by Thomma, RCM, Halstead, SK, de Koning, LC, Fehmi, J, Rinaldi, S, IGOS consortium

Tsewang Norbu NGB by Cantwell, C, Mayer, R

“…It also shares with the sDe dge xylograph the feature of a separate section at the end with additional rDzogs chen tantras. …”

Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics by Arbabi, Hassan, Sapsis, Themistoklis

“…These examples show that SDE models generated by this framework can reproduce the non-Gaussian statistics of systems with moderate dimensions (e.g. 10 and more), and predict super-Gaussian tails that are not readily available from little training data. …”
Get full text

Effective dietary interventions during pregnancy: a systematic review and meta-analysis of behavior change techniques to promote healthy eating by O’Connor, H, Meloncelli, N, Wilkinson, SA, Scott, AM, Vincze, L, Rushton, A, Dawson, S, Hollis, J, Whiteoak, B, Gauci, S, de Jersey, S

Clinical sub-phenotypes of Staphylococcus aureus bacteraemia by Swets, MC, Bakk, Z, Westgeest, AC, Berry, K, Cooper, G, Sim, W, Lee, RS, Gan, TY, Donlon, W, Besu, A, Heppenstall, E, Tysall, L, Dewar, S, de Boer, M, Fowler, VG, Dockrell, DH, Thwaites, GE, Pujol, M, Pallarès, N, Tebé, C, Carratalà, J, Szubert, A, Groeneveld, GH, Russell, CD

Genomic diversity and antimicrobial susceptibility of invasive Neisseria meningitidis in South Africa, 2016–2021 by Mikhari, RL, Meiring, S, de Gouveia, L, Chan, WY, Jolley, KA, Van Tyne, D, Harrison, LH, Marjuki, H, Ismail, A, Quan, V, Cohen, C, Walaza, S, von Gottberg, A, du Plessis, M

Volatile flavor compounds of gamma irradiated Cucumis sativus L. (cucumber) seeds by simultaneous distillation extraction and gas chromatography-mass spectrometry analysis by Showkat, Warda Nazneen, Khan, Naeem, Jamila, Nargis, Nishan, Umar, Minhaz, Aaliya, Dad, Waseem, Choi, Ji Yeon, Ibrahim, Mohamed A., Kim, Kyong Su

“…Simultaneous distillation extraction (SDE) and gas chromatography mass spectrometry (GC-MS) techniques were used to determine the volatile flavor compounds. …”
Get full text

Ten pressure points in primary care during COVID-19: findings from an international narrative review by Dykgraaf, SH, Parkinson, A, Wright, M, Wong, WCW, Desborough, J, Ball, L, Sturgiss, E, Dut, GM, Barnes, K, Butler, D, Davis, S, Douglas, K, Kendir, C, Martin, D, Marten, R, Rouleau, K, Barkley, S, de Toca, L, Kidd, M

Accuracy and safety of an autonomous artificial intelligence clinical assistant conducting telemedicine follow-up assessment for cataract surgery by Meinert, E, Milne-Ives, M, Lim, E, Higham, A, Boege, S, de Pennington, N, Bajre, M, Mole, G, Normando, E, Xue, K