Ant geopolitics
“Over the past four centuries quadrillions of ants have created a strange and turbulent global society that shadows our own.”
Neural Networks for Portfolio-Level Risk Management
“In this paper, we present an artificial neural network framework for portfolio compression of a large portfolio of European options with varying maturities (target portfolio) by a significantly smaller portfolio of European options with shorter or same maturity (compressed portfolio), which also represents a self-replicating static hedge portfolio of the target portfolio.”
Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence
“In this study, we discuss a machine learning technique to price exotic options with two underlying assets based on a non-Gaussian L´evy process model. We introduce a new multivariate L´evy process model named the generalized normal tempered stable (gNTS) process, which is defined by time-changed multivariate Brownian motion.”
How video games use LUTs and how you can too
“Look-up-tables, more commonly referred to as LUTs, are as old as Mathematics itself. The act of precalculating things into a row or table is nothing new. But in the realm of graphics programming, this simple act unlocks some incredibly creative techniques, which both artists and programmers found when faced with tough technical hurdles.”