Abstract: In this paper, we study the numerical simulation of stochastic differential equations (SDEs) on the special orthogonal Lie group . We propose a geometry-preserving numerical scheme based on ...

Michael Boyle is an experienced financial professional with more than 10 years working with financial planning, derivatives, equities, fixed income, project management, and analytics. Suzanne is a ...

For more details, see the ModusToolbox™ Machine Learning solution. Install the Python interpreter and add it to the top of the system path in environmental ...