Fabrice Deschâtres, founder of Volptima and a former Goldman Sachs quant, has developed convex volatility interpolation (CVI), an algorithm to build implied volatility surfaces by framing the fit as a ...

Abstract: In this paper, a novel two-dimensional (2-D) complex-valued spline interpolation lookup table (LUT) method is proposed to construct the cascaded digital predistortion (DPD) system. Three ...

The PDF 2.0 spec in section 7.10.2 explains that Type 0 functions can use spline interpolation for the sample data. This is controlled by the /Order field in the Type 0 function dictionary (Table 39).

PyHarm is a PyTorch module designed for efficient polyharmonic spline interpolation. Leveraging GPU acceleration, this implementation excels in performance, making it well-suited for large-scale ...

Abstract: The task of reconstructing smooth signals from streamed data in the form of signal samples arises in various applications. This work addresses such a task subject to a zero-delay response; ...

Interpolation is a mathematical tool used to estimate values that are not directly available in a dataset. Excel provides an easy way to perform interpolation through its powerful formula ecosphere.

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ABSTRACT: Here presented is constructive generalization of exponential Euler polynomial and exponential splines based on the interrelationship between the set of concepts of Eulerian polynomials, ...