Research in neuroscience has seen a recent trend toward the extension of receptive field (RF) estimation techniques and theoretical principles from linear to non-linear models. This development has ...

We consider a quadratic regression model and derive D-optimal exact designs for estimating any given subset of the model parameters. Our results complete recent findings of Krafft and Schaefer (1995) ...

The quadratic rough Heston model provides a natural way to encode the Zumbach effect in the rough volatility paradigm. Mathieu Rosenbaum and Jianfei Zhang apply multi-factor approximation and use deep ...

LEDs are nonlinear devices with I/V curves that resemble the curves of rectifier diodes. Designers of lighting drivers require a good approach to modeling the LED device performance in the first ...

Fitting SPX and Vix smiles simultaneously is one of the most challenging problems in volatility modelling. A long-standing conjecture is that it may not be possible to jointly calibrate these two ...