Search Results - subject:"Basis function"

A big data MapReduce framework for fault diagnosis in cloud-based manufacturing

Kumar, Ajay; Shankar, Ravi; Choudhary, Alok; Thakur, … - In: International journal of production research 54 (2016) 23/24, pp. 7060-7073

Persistent link: https://www.econbiz.de/10011566219

Adaptive radial basis function methods for pricing options under jump-diffusion models

Chan, Tat Lung - In: Computational economics 47 (2016) 4, pp. 623-643

Persistent link: https://www.econbiz.de/10011712485

Hybrid Data Mining Approach for Image Segmentation Based Classification

Panda, Mrutyunjaya; Hassanien, Aboul Ella; Abraham, Ajith - In: International Journal of Rough Sets and Data Analysis … 3 (2016) 2, pp. 65-81

that problem and able to get a near optimal solution. In this, a hybrid wavelet based radial basis function (RBF) neural …

Persistent link: https://www.econbiz.de/10012047355

Forecasting with Universal Approximators and a Learning Algorithm

Kock, Anders Bredahl - School of Economics and Management, University of Aarhus - 2009

Kolmogorov-Gabor polynomials, as well as the Elliptic Basis Function Networks. Even though forecast combination has a long …, the Kolmogorov- Gabor polynomials, as well as the Elliptic Basis Function Net- works. Even though forecast combination has …: C22; C45; C53 Keywords: Forecasting, Universal Approximators, Elliptic Basis Function Network, Forecast Combination …

Persistent link: https://www.econbiz.de/10005012487

Long-range prediction of retail sales using recurrent radial basis function neural network

Rout, Minakhi; Majhi, Babita - In: International journal of foresight and innovation … 10 (2015) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10011524611

Detection of tsunami-induced changes using generalized improved fuzzy radial basis function neural network

Mehrotra, Akansha; Singh, Krishna; Nigam, M.; Pal, Kirat - In: Natural Hazards 77 (2015) 1, pp. 367-381

classification using radial basis function neural network and generalized improved fuzzy partition FCM algorithm. The pre- and post …-tsunami images of the area are first classified using a radial basis function neural network. The pre- and post-tsunami images are …

Persistent link: https://www.econbiz.de/10011241135

Meshfree Approximation for Multi-Asset Options

Hanert, Emmanuel; Venkatramanan, Aanand - Henley Business School, University of Reading - 2008

We price multi-asset options by solving their price partial differential equations using a meshfree approach with radial basis functions under jump-diffusion and geometric Brownian motion frameworks. In the geometric Brownian motion framework, we propose an effective technique that breaks the...

Persistent link: https://www.econbiz.de/10008542357

A Radial Basis Function scheme for option pricing in exponential Lévy models

Brummelhuis, Raymond; Chan, Ron T. L. - In: Applied mathematical finance 21 (2014) 3/4, pp. 238-269

Persistent link: https://www.econbiz.de/10010499707

Recovering default risk from CDS spreads with a nonlinear filter

Guarin, Alexander; Liu, Xiaoquan; Wing Lon Ng - In: Journal of economic dynamics & control 38 (2014), pp. 87-104

Persistent link: https://www.econbiz.de/10010387855

On the formulation of credit barrier model using radial basis functions

Tung, Humphrey K. K.; Wong, Michael C. S. - In: Journal of the Operational Research Society : OR 65 (2014) 9, pp. 1437-1452

Persistent link: https://www.econbiz.de/10010395004