Search Results - subject:"interpolation"

Forecasting Exchange Rate in Iranian Economy, a New Approach

MADDAH, Majid; KALANTARI, Fahimeh Eslami; HAMEDI, Reza - In: Journal of Applied Research in Finance Bi-Annually IV (2012) 1, pp. 43-45

Forecasting exchange rate is very important for monetary policy makers in order to prevent unexpected changes of exchange rate. This paper has used Newton's method for forecasting exchange rate of U.S. dollar/pound (24/03/2003—17/11/2011) in Iranian economy. Comparison of the original trends...

Persistent link: https://www.econbiz.de/10010897999

Fixed income strategies for trading and for asset management

Tinschert, Jonas; Cremers, Heinz - Frankfurt School of Finance and Management - 2012

are used to calculate an accurate price level. Interpolation is an essential tool to do this. For treasurers, the asset …

Persistent link: https://www.econbiz.de/10010957473

Quantification of Capillary Density and Inter-Capillary Distance in Nailfold Capillary Images Using Scale Space Capillary Detection and Ordinate Clust

Rao, Bheemsain; Suma, K. V. - In: International Journal of Biomedical and Clinical … 6 (2017) 1, pp. 32-49

The visual analysis of Nailfold Capillary images manually requires trained medical staff and also, the intra-observer variations can be very high. A computer assisted capillary analysis reduces this burden to a great extent. The authors propose an automated system using advanced techniques such...

Persistent link: https://www.econbiz.de/10012043228

On the construction of quadratic models for derivative-free trust-region algorithms

Verdério, Adriano; Karas, Elizabeth W.; Pedroso, Lucas G. - In: EURO journal on computational optimization 5 (2017) 4, pp. 501-527

Persistent link: https://www.econbiz.de/10011906607

An efficient convergant lattice method for Asian option pricing with superlinear complexity

Lu, Ling; Xu, Wei; Qian, Zhehui - In: The journal of computational finance 20 (2016/2017) 4, pp. 1-38

Persistent link: https://www.econbiz.de/10011691626

Chebyshev reduced basis function applied to option valuation

Frutos, Javier de; Gatón, Víctor - In: Computational Management Science : CMS 14 (2017) 4, pp. 465-491

Persistent link: https://www.econbiz.de/10011758932

Yet more on a stochastic economic model : part 3A : stochastic interpolation : Brownian and Ornstein-Uhlenbeck (OU) bridges

Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 74-99

Persistent link: https://www.econbiz.de/10011730247

Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages

Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 100-127

Persistent link: https://www.econbiz.de/10011730249

Yet more on a stochastic economic model : part 3C : stochastic bridging for share yields and dividends and interest rates

Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 128-163

Persistent link: https://www.econbiz.de/10011730251

Chow-Lin × N : how adding a panel dimension can improve accuracy

Bettendorf, Timo; Bursian, Dirk - In: Economics letters 157 (2017), pp. 5-9

Persistent link: https://www.econbiz.de/10011847277