Search Results - subject:"Radial basis functions"

Surrogate Models for Optimization of Dynamical Systems

Khowaja, Kainat; Shcherbatyy, Mykhaylo; Härdle, … - 2021

models are constructed using combination of proper orthogonal decomposition and radial basis functions and provides system … is shown surrogate models with latin hypercube sampling and spline radial basis functions dominate variable order methods …

Persistent link: https://www.econbiz.de/10012433273

Surrogate models for optimization of dynamical systems

Khowaja, Kainat; Ščerbatij, Michajlo; Härdle, Wolfgang - 2021

Persistent link: https://www.econbiz.de/10012493218

The fractional step method versus the radial basis functions for option pricing with correlated stochastic processes

Kagraoka, Yusho - In: International Journal of Financial Studies 8 (2020) 4, pp. 1-13

. This study applies the fractional step method and the radial basis functions to solve a PDE with a mixed derivative, and … step method calculates the option premium more accurately and much faster than the radial basis functions. Therefore, from … the numerical experiments, this study concludes that the fractional step method is more appropriate than the radial basis …

Persistent link: https://www.econbiz.de/10013200324

The fractional step method versus the radial basis functions for option pricing with correlated stochastic processes

Kagraoka, Yusho - In: International Journal of Financial Studies : open … 8 (2020) 4/77, pp. 1-13

Persistent link: https://www.econbiz.de/10012372986

An application of learning machines to sales forecasting under promotions

Di Pillo, Gianni; Latorre, Vittorio; Lucidi, Stefano; … - Dipartimento di Ingegneria Informatica, Automatica e … - 2013

This paper deals with sales forecasting in retail stores of large distribution. For several years statistical methods such as ARIMA and Exponential Smoothing have been used to this aim. However the statistical methods could fail if high irregularity of sales are present, as happens in case of...

Persistent link: https://www.econbiz.de/10010907449

A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques

Guégan, Dominique; Rakotomarolahy, Patrick - In: Economics Bulletin 30 (2010) 1, pp. 508-518

The aim of this paper is to introduce a new methodology to forecast the monthly economic indicators used in the Gross Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k-nearest neighbors method and radial basis function method...

Persistent link: https://www.econbiz.de/10008562947

A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques

Guégan, Dominique; Rakotomarolahy, Patrick - In: Economics Bulletin 30 (2010) 1, pp. 508-518

Persistent link: https://www.econbiz.de/10010629660

A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques

Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010

Persistent link: https://www.econbiz.de/10010603648

Subset Selection from Large Datasets for Kriging Modeling

Rennen, G. - Tilburg University, Center for Economic Research - 2008

When building a Kriging model, the general intuition is that using more data will always result in a better model. However, we show that when we have a large non-uniform dataset, using a uniform subset can have several advantages. Reducing the time necessary to fit the model, avoiding numerical...

Persistent link: https://www.econbiz.de/10011092340