Search Results - subject:"Radial Basis Functions"

Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme

Chan, Tat Lung; Hubbert, Simon - In: Review of derivatives research 17 (2014) 2, pp. 161-189

Persistent link: https://www.econbiz.de/10010529637

An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation

Alwardi, H.; Wang, S.; Jennings, L. - In: Journal of Global Optimization 56 (2013) 4, pp. 1361-1373

In this paper, we propose an efficient algorithm for a Hamilton–Jacobi–Bellman equation governing a class of optimal feedback control and stochastic control problems. This algorithm is based on a non-overlapping domain decomposition method and an adaptive least-squares collocation radial...

Persistent link: https://www.econbiz.de/10010896363

Selection of intensity modulated radiation therapy treatment beam directions using radial basis functions within a pattern search methods framework

Rocha, H.; Dias, J.; Ferreira, B.; Lopes, M. - In: Journal of Global Optimization 57 (2013) 4, pp. 1065-1089

paper is to discuss the benefits of using radial basis functions within a pattern search methods framework in the … flexibility for a global search since it allows searches away from the neighborhood of the current iterate. Radial basis functions …

Persistent link: https://www.econbiz.de/10010896395

Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization

Thi, H. Le; Vaz, A.; Vicente, L. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 1, pp. 190-214

Persistent link: https://www.econbiz.de/10010995305

An adaptive least-squares collocation radial basis function method for the HJB equation

Alwardi, H.; Wang, S.; Jennings, L.; Richardson, S. - In: Journal of Global Optimization 52 (2012) 2, pp. 305-322

Persistent link: https://www.econbiz.de/10010539292

Functional Cluster Analysis via Orthonormalized Gaussian Basis Expansions and Its Application

Kayano, Mitsunori; Dozono, Koji; Konishi, Sadanori - In: Journal of Classification 27 (2010) 2, pp. 211-230

Persistent link: https://www.econbiz.de/10008673992

Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data

Ando, Tomohiro; Konishi, Sadanori - In: Annals of the Institute of Statistical Mathematics 61 (2009) 2, pp. 331-353

Persistent link: https://www.econbiz.de/10004999541

Predicting NBA Games Using Neural Networks

Loeffelholz, Bernard; Bednar, Earl; Bauer, Kenneth - In: Journal of Quantitative Analysis in Sports 5 (2009) 1, pp. 7-7

In this paper we examine the use of neural networks as a tool for predicting the success of basketball teams in the National Basketball Association (NBA). Statistics for 620 NBA games were collected and used to train a variety of neural networks such as feed-forward, radial basis, probabilistic...

Persistent link: https://www.econbiz.de/10005246618

Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data

Guegan, D.; Mercier, L. - In: The European Journal of Finance 11 (2005) 2, pp. 137-150

neighbours' method and the 'radial basis functions' method. The optimal prediction horizon according to the sampling time step …

Persistent link: https://www.econbiz.de/10005438029

RBF CENTERS INITIALIZATION USING FUZZY CLUSTERING TECHNIQUE FOR FUNCTION APPROXIMATION PROBLEMS

Guillén, A.; Rojas, I.; González, J.; Pomares, H.; … - In: Fuzzy Economic Review X (2005) 2, pp. 27-44

In this paper, a new algorithm for RBF centers initialization for functional approximation problems is proposed. The design of the algorithm is inspired in previous clustering algorithms but adding some features to adapt the algorithm to the characteristics of our problem. We compare the results...

Persistent link: https://www.econbiz.de/10004992718