We investigate a practical and fast analytic framework for portfolio modeling and tail risk allocation using Hermite polynomials. This framework was first discussed in "An analytical framework for ...

Different aspects of mathematical finance benefit from the use Hermite polynomials, and this is particularly the case where risk drivers have a Gaussian distribution. They support quick analytical ...

Polyanalytic function theory extends the classical theory of holomorphic functions by encompassing functions that satisfy higher‐order generalisations of the Cauchy–Riemann equations. This broader ...

Abstract: Hermite polynomial-based functional link artificial neural network (FLANN) is proposed here to solve the Van der Pol–Duffing oscillator equation. A single-layer hermite neural network (HeNN) ...

ABSTRACT: The object of this paper is to present a new generalization of the Hermite matrix polynomials by means of the hypergeometric matrix function. An integral representation, differential ...

This repository contains examples of partial sums of orthogonal polynomials, including Hermite, Charlier, and Lommel polynomials. Each example includes Maple code with detailed comments explaining the ...

Following the lines of the recent paper of J.-P. Gazeau and F. H. Szafraniec [J. Phys. A: Math. Theor. 44, 495201 (2011)], we construct here three types of coherent states, related to the Hermite ...

This paper presents a new generating function for Hermite polynomials of one variable in theform of\(g(x,t)=\sum_{n=0}^{\infty }t^{n}H^{e}_{n}(x)\)and reveals its connection with incomplete gamma ...

Abstract: Nonlinearity is a main impairment for radio over fiber (RoF) link as it can severely degrade the signal quality and limit the overall system performance. Digital predistortion (DPD) is an ...