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"Regularization effect on model calibration" by Mesias Alfeus, Xin Jiang He et al.

As is well known, the centerpiece of model calibration is regularization, which plays an important role in transforming an ill-posed calibration problem into a stable and well-formulated one. This realm of research has not been explored empirically in much detail in the literature. The goal of this paper is to understand and give an answer to a question concerning pricing accuracy using the parameters resulting from a correctly posed calibration problem in comparison with those inferred from a relaxed calibration. Our empirical findings indicate that regularized calibration is only to be recommended when considering out-of-sample pricing for a long time horizon. ....

Global Optimization , Model Calibration , Option Pricing Model , Ut Of Sample Forecast ,

Impressive works of overseas Vietnamese in 2021

Hope for new material technology Dr. Nguyen Trong Hieu, Senior Lecturer in Solar Power at Australian National University has just been honored as one of 10 outstanding individuals awarded the Golden Globe Science and Technology Award in 2021 by the Ho Chi Minh Communist Youth Union Central Committee and the Ministry of Science and Technology. Dr. Nguyen Trong Hieu is notable because he has 72 publications in international journals, and is the founder and manager of two optical laboratories at the Australian National University.Dr. Nguyen Trong Hieu (Photo: Vietnamnet) Since 2019, his research team has announced the invention of the "miracle of speed and space", paving the way for the birth of defect detection tools in solar battery with high resolution and extremely high accuracy. Great happy news came in early 2021 when the research team was granted a grant of up to AUD 1 million by the Australian Renewable Energy Agency for a new generation solar battery development project ....

Ha Tinh , Tinh Ha , Republic Of , New South Wales , Khá Hòm , Han I , Nguyen Ngoc Thanh , Tran Le Huu Nghia , Le Ba Han , Pham Dinh Tao , Tran Xuan Bach , Constantine Carath , Information Quantitative Group , Hanoi Medical University , University Of Sydney , French Ministry Of Higher Education , Ton Duc Thang University , University Of Lorraine France , Ministry Of Science , School Of Business , International Society Of Global Optimization , Australian National University , Deakin University , Institute Of French Universities , Australian Renewable Energy Agency , Us National Renewable Energy Laboratory ,

Impressive works of overseas Vietnamese in 2021

Hope for new material technology Dr. Nguyen Trong Hieu, Senior Lecturer in Solar Power at Australian National University has just been honored as one of 10 outstanding individuals awarded the Golden Globe Science and Technology Award in 2021 by the Ho Chi Minh Communist Youth Union Central Committee and the Ministry of Science and Technology. Dr. Nguyen Trong Hieu is notable because he has 72 publications in international journals, and is the founder and manager of two optical laboratories at the Australian National University.Dr. Nguyen Trong Hieu (Photo: Vietnamnet) Since 2019, his research team has announced the invention of the "miracle of speed and space", paving the way for the birth of defect detection tools in solar battery with high resolution and extremely high accuracy. Great happy news came in early 2021 when the research team was granted a grant of up to AUD 1 million by the Australian Renewable Energy Agency for a new generation solar battery development project ....

Ha Tinh , Tinh Ha , Republic Of , New South Wales , Khá Hòm , Han I , Nguyen Ngoc Thanh , Tran Le Huu Nghia , Le Ba Han , Pham Dinh Tao , Tran Xuan Bach , Constantine Carath , Information Quantitative Group , Hanoi Medical University , University Of Sydney , French Ministry Of Higher Education , Ton Duc Thang University , University Of Lorraine France , Ministry Of Science , School Of Business , International Society Of Global Optimization , Australian National University , Deakin University , Institute Of French Universities , Australian Renewable Energy Agency , Us National Renewable Energy Laboratory ,

Vietnamese-origin professor awarded Constantin Caratheodory Prize

Constantin Caratheodory Prize, Prof. Le Thi Hoai An, Vietnamese scientists, sci-tech awards, vietnam talents, overseas vietnamese, Vietnamnet global, Vietnamnet news, Vietnam breaking news, Vietnam news, Vietnam breaking news, Vietnam latest news ....

Ha Tinh , Tinh Ha , Republic Of , Perifereia Thessalias , Khá Hòm , Han I , Haute Normandie , Hoang Tuy , Constantin Caratheodory , Second World Congress On Global Optimization , International Society Of Global Optimization , National Institute For , Council As Exceptional , Joseph Fourier Grenoble University , Hanoi Teacher Training University , University Of Lorraine , Operations Research , University Of Paul Verlaine , Constantin Caratheodory Prize , Institut Universitaire De France , Honoring Ceremony , Vice President , Grand Est , International Society , Global Optimization , Second World Congress ,

talks.cam : Nornalizing Flows for cosmology applications

talks.cam : Nornalizing Flows for cosmology applications
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Uros Seljak Berkeley , James Bonifacio , Nornalizing Flows , Sliced Iterative , Optimal Transport , Bayesian Inference , Global Optimization , Monte Carlo Markov , Normalizing Flow , Translational Equivariance , Cosmology Lunch , University Of Cambridge ,