The new concept archetypoids is introduced. Archetypoid analysis represents each observation in a dataset as a mixture of actual observations in the dataset, which are pure type or archetypoids. Unlike archetype analysis, archetypoids are real observations, not a mixture of observations. This is...

In this paper we introduce a new fast and accurate numerical method for pricing exotic derivatives when discrete monitoring occurs, and the underlying evolves according to a Markov one-dimensional stochastic processes. The approach exploits the structure of the matrix arising from the numerical...

The objective of this dissertation is to develop a suitable statistical methodologyfor functional data analysis. Modern advanced technology allows researchers to collectsamples as functional which means the ideal unit of samples is a curve. We considereach functional observation as the resulting...