Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.
Abstract: We consider the problem of online sparse linear approximation, where a learner sequentially predicts the best sparse linear approximations of an as yet unobserved sequence of measurements in ...
Abstract: Recent years have seen a surging interest in developing under-approximations of reachable sets due to their potential applications in control synthesis and verification. In this letter, we ...