CWI's Institutional Repository
Selected Open Access and other scholarly publications from CWI and related researchers.For submitting your work see bottom of the page.
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A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting Article
Applied Mathematics and ComputationT. van der Zwaard (Thomas), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)
February 2021 -
Total value adjustment for a stochastic volatility model. A comparison with the Black–Scholes model Article
Applied Mathematics and ComputationFebruary 2021 -
A machine learning degradation model for electrochemical capacitors operated at high temperature Article
IEEE Access, 25544-25553.D. Roman (Darius), S. Saxena (Saurabh), J. Bruns (Jens), V. Robu (Valentin), Pecht, M. (Michael) and D. Flynn (David)
February 2021 -
IUPACpal: efficient identification of inverted repeats in IUPAC-encoded DNA sequences Article
BMC BioinformaticsH. Alamro (Hayam), M. Alzamel (Mai), C.S. Iliopoulos (Costas), S. Pissis (Solon) and S. Watts (Steven)
February 2021 -
Using neural nets to predict transportation mode choice: Amsterdam network change analysis Article
Journal of Ambient Intelligence and Humanized ComputingR.J.W. Buijs (Ruurd), T. Koch (Thomas) and E.R. Dugundji (Elenna)
February 2021 -
Circular pattern matching with k mismatches Article
Journal of Computer and System Sciences, 73-85.P. Charalampopoulos (Panagiotis), T. Kociumaka (Tomasz), S. Pissis (Solon), J. Radoszewski (Jakub), W. Rytter (Wojciech), J. Straszyński (Juliusz), T. Waleń (Tomasz) and W. Zuba (Wiktor)
February 2021 -
Lossless dimension expanders via linearized polynomials and subspace designs Article
CombinatoricaV. Guruswami (Venkatesan), N.A. Resch (Nicolas) and C. Xing (Chaoping)
February 2021 -
January 2021