Search Results - subject:"algorithm"

Computing bayes : from then 'til now

Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2022

Persistent link: https://www.econbiz.de/10013494406

Identification of best discrimination surface by mixed-integer semi-definite programming for support vector machine

Tanaka, Katsuhiro; Yamamoto, Rei - In: International journal of financial engineering 9 (2022) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10014234343

Bias Correction in the Least-Squares Monte Carlo Algorithm

Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars - 2022

In the Longstaff-Schwartz Least-Squares Monte Carlo (LSM) method for American option pricing, the early-exercise strategy is based on a regression of future option values on current state variables. The dependence between continuation values and future cash flows results in potential model...

Persistent link: https://www.econbiz.de/10014236840

Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period

Drahokoupil, Jakub - 2022

Persistent link: https://www.econbiz.de/10013262618

Logistic analytics management in the service supply chain market using swarm intelligence modelling

Wang, Congcong - In: International journal of information systems and supply … 15 (2022) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10014299643

Bayesian approaches to shrinkage and sparse estimation

Korobilis, Dimitris; Shimizu, Kenichi - 2022

Persistent link: https://www.econbiz.de/10012814611

Exploration of financial market credit scoring and risk management and prediction using deep learning and bionic algorithm

Du, Peng; Shu, Hong - In: Journal of global information management 30 (2022) 9, pp. 1-29

Persistent link: https://www.econbiz.de/10012800101

Deep learning with small and big data of symmetric volatility information for predicting daily accuracy improvement of JKII prices

Ledhem, Mohammed Ayoub - In: Journal of capital markets studies 6 (2022) 2, pp. 130-147

algorithm based on using small data which provide superior prediction accuracy to big data of symmetric volatility information …

Persistent link: https://www.econbiz.de/10013413441

A Modal Decomposition Imaging Algorithm for Ultrasonic Detection of Delamination Defects in Carbon Fiber Composite Plates Using Air-Coupled Lamb Wave

Wang, Bingquan; Shi, Weijia; Zhao, Bo; Tan, Jiubin - 2022

In this paper, a modal decomposition imaging (MDI) algorithm for detecting delamination defects in carbon fiber … MDI algorithm contains the pretreatment of the echo data and the imaging calculation, which is more suitable for analyzing … MDI algorithm, which is obtained by the pretreatment of the time-domain echo data carried by the pure A0 mode Lamb wave …

Persistent link: https://www.econbiz.de/10013300746

A Double-Color Image Watermarking Algorithm Based on Quaternion Schur Decomposition

Sun, Yehan; Su, Qingtang; Chen, Siyu; Zhang, Xueting - 2022

synchronization between the color channels, a new quaternion Schur (QSchur) decomposition algorithm is presented in this paper …-preserving algorithm is used to reduce the running time of the proposed algorithm. Simulation experiments and analysis demonstrate that … this algorithm has stronger robustness and higher security when the actual embedding rate and invisibility are the same as …

Persistent link: https://www.econbiz.de/10013301853