Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.

Abstract: Nonlinear errors, caused by the gamma effect, are very common in a certain fringe projection system. Therefore, we propose a general self-correction algorithm to address this problem even in ...

Abstract: Nonlinear models with a linear-in-coefficients property, i.e., the property that the model output is linear with respect to model coefficients, are highly valuable for behavioral modeling of ...

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function ...