Search Results - "Gantner, Robert N"
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Are Bitcoin bubbles predictable? Combining a generalized Metcalfe's Law and the Log-Periodic Power Law Singularity model
Published in Royal Society open science (01-06-2019)“…We develop a strong diagnostic for bubbles and crashes in Bitcoin, by analysing the coincidence (and its absence) of fundamental and technical indicators…”
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QUASI-MONTE CARLO INTEGRATION FOR AFFINE-PARAMETRIC, ELLIPTIC PDEs: LOCAL SUPPORTS AND PRODUCT WEIGHTS
Published in SIAM journal on numerical analysis (01-01-2018)“…We analyze convergence rates of first-order quasi-Monte Carlo (QMC) integration with randomly shifted lattice rules and for higher-order, interlaced polynomial…”
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Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
Published 15-03-2018“…We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators…”
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Multilevel higher order Quasi-Monte Carlo Bayesian Estimation
Published 24-11-2016“…We propose and analyze deterministic multilevel approximations for Bayesian inversion of operator equations with uncertain distributed parameters, subject to…”
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Higher order Quasi-Monte Carlo integration for Bayesian Estimation
Published 23-02-2016“…We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator…”
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