Researchers at the University of California, Los Angeles (UCLA) have developed an optical computing framework that performs ...
A new technical paper titled “Massively parallel and universal approximation of nonlinear functions using diffractive ...
Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...
The DE-Sinc formulas, resulting from a combination of the Sine approximation formula with the double exponential (DE) transformation, provide a highly efficient method for function approximation. In ...
Mathematics of Computation, Vol. 84, No. 294 (JULY 2015), pp. 1835-1860 (26 pages) The Padé approximation has a long and rich history of theory and application and is known to produce excellent local ...
Researchers at the University of California, Los Angeles (UCLA) have developed an optical computing framework that performs large-scale nonlinear ...
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pricing problems the time ...
In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...
UCLA researchers demonstrate diffractive optical processors as universal nonlinear function approximators using linear ...