Search Results - "Solna, Knut"

Making sense of scattering: Seeing microstructure through shear waves by Annio, Giacomo, Holm, Sverre, Mangin, Gabrielle, Penney, Jake, Bacquët, Raphael, Mustapha, Rami, Darwish, Omar, Wittgenstein, Anna Sophie, Schregel, Katharina, Vilgrain, Valérie, Paradis, Valérie, Sølna, Knut, Nordsletten, David Alexander, Sinkus, Ralph

“…The physics of shear waves traveling through matter carries fundamental insights into its structure, for instance, quantifying stiffness for disease…”
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Option pricing under fast‐varying long‐memory stochastic volatility by Garnier, Josselin, Sølna, Knut

“…Recent empirical studies suggest that the volatility of an underlying price process may have correlations that decay slowly under certain market conditions. In…”
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Option pricing under fast-varying and rough stochastic volatility by Garnier, Josselin, Sølna, Knut

“…Recent empirical studies suggest that the volatilities associated with financial time series exhibit short-range correlations. This entails that the volatility…”
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Fourth-Moment Analysis for Wave Propagation in the White-Noise Paraxial Regime by Garnier, Josselin, Sølna, Knut

“…In this paper we consider the Itô–Schrödinger model for wave propagation in random media in the paraxial regime. We solve the equation for the fourth-order…”
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Chaos and order in the bitcoin market by Garnier, Josselin, Solna, Knut

“…The bitcoin price has surged in recent years and it has also exhibited phases of rapid decay. In this paper we address the question to what extent this novel…”
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NONINVASIVE IMAGING THROUGH RANDOM MEDIA by GARNIER, JOSSELIN, SØLNA, KNUT

“…When waves propagate through a strongly scattering medium the energy is transferred to the incoherent wave part by scattering. The wave intensity then forms a…”
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FOCUSING WAVES THROUGH A RANDOMLY SCATTERING MEDIUM IN THE WHITE-NOISE PARAXIAL REGIME by GARNIER, JOSSELIN, SØLNA, KNUT

“…When waves propagate through a complex or heterogeneous medium the wave field is corrupted by the heterogeneities. Such corruption limits the performance of…”
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System of radiative transfer equations for coupled surface and body waves by de Hoop, Maarten V., Garnier, Josselin, Sølna, Knut

“…We obtain and analyze a system of radiative transfer equations associated with surface and body waves. The system accounts for a boundary along which surface…”
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Emergence of turbulent epochs in oil prices by Garnier, Josselin, Solna, Knut

“…•A novel algorithm is presented for estimation of multi-fractals.•The robustness of the algorithm is illustrated with both synthetic and real data.•The…”
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IMAGING SCHEMES FOR PERFECTLY CONDUCTING CRACKS by AMMARI, HABIB, GARNIER, JOSSELIN, KANG, HYONBAE, PARK, WON-KWANG, SØLNA, KNUT

“…We consider the problem of locating perfectly conducting cracks and estimating their geometric features from multistatic response matrix measurements at a…”
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Implied Volatility Structure in Turbulent and Long-Memory Markets by Garnier, Josselin, Sølna, Knut

“…We consider fractional stochastic volatility models that extend the classic Black–Scholesmodel for asset prices. The models are general and motivatedby recent…”
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Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging by AMMARI, HABIB, GARNIER, JOSSELIN, SØLNA, KNUT

“…In this paper we consider resolution estimates in both the linearized conductivity problem and the wave imaging problem. Our purpose is to provide explicit…”
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Scintillation in the White-Noise Paraxial Regime by Garnier, Josselin, Solna, Knut

“…In this paper the white-noise paraxial wave model is considered. This model describes for instance the propagation of laser beams in the atmosphere in some…”
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Coupled Paraxial Wave Equations in Random Media in the White-Noise Regime by Garnier, Josselin, Sølna, Knut

“…In this paper the reflection and transmission of waves by a three-dimensional random medium are studied in a white-noise and paraxial regime. The limit system…”
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A GENERAL FRAMEWORK FOR WAVES IN RANDOM MEDIA WITH LONG-RANGE CORRELATIONS by Marty, Renaud, Sølna, Knut

“…We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in [19] and leads, in…”
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Fourth-moment analysis for beam propagation in the white-noise paraxial regime by Garnier, Josselin, Solna, Knut

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Effective fractional acoustic wave equations in one-dimensional random multiscale media by GARNIER, Josselin

“…This paper considers multiple scattering of waves propagating in a non-lossy one-dimensional random medium with short- or long-range correlations. Using…”
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A statistical approach to target detection and localization in the presence of noise by Ammari, Habib, Garnier, Josselin, Sølna, Knut

“…The problem addressed in this paper is the combined detection and localization of a point reflector embedded in a medium by sensor array imaging when the array…”
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Three l1 Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios by Long, Xiaolong, Solna, Knut, Xin, Jack

“…We study the problem of constructing sparse and fast mean reverting portfolios. The problem is motivated by convergence trading and formulated as a generalized…”
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Three $$l_1$$ Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios by Long, Xiaolong, Solna, Knut, Xin, Jack

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