{"version":"1.0","provider_name":"nAG","provider_url":"https:\/\/nag.com","title":"Optcorner: Calibrate the Heston Model Faster Using Derivative-Free Optimization Techniques - nAG","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"L4QtWedbz5\"><a href=\"https:\/\/nag.com\/insights\/optcorner-calibrate-the-heston-model-faster-using-derivative-free-optimization-techniques\/\">Optcorner: Calibrate the Heston Model Faster Using Derivative-Free Optimization Techniques<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/nag.com\/insights\/optcorner-calibrate-the-heston-model-faster-using-derivative-free-optimization-techniques\/embed\/#?secret=L4QtWedbz5\" width=\"600\" height=\"338\" title=\"&#8220;Optcorner: Calibrate the Heston Model Faster Using Derivative-Free Optimization Techniques&#8221; &#8212; nAG\" data-secret=\"L4QtWedbz5\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script type=\"text\/javascript\">\n\/* <![CDATA[ *\/\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/* ]]> *\/\n<\/script>\n","thumbnail_url":"https:\/\/nag.com\/wp-content\/uploads\/2023\/05\/optimization-corner2.png","thumbnail_width":2117,"thumbnail_height":1237,"description":"NAG collaborated on a research project with Coralia Cartis and Lindon Roberts from the University of Oxford. This research led to significant improvements, such as noise resilience and enhancements to interpolation models for structured problems, and brought the state of the art of DFO techniques [1] into the NAG Library."}