Search Results - subject:"interpolation"

Measuring financial investor presence through term structure anomalies

Adams, Zeno; Collot, Solène; Rossi, Davide - 2021 - This version: May 2021

Persistent link: https://www.econbiz.de/10012515067

Pension service institution selection by a personalized quantifier-based MACONT method

Wen, Zhi; Liao, Huchang - In: International journal of strategic property management 25 (2021) 6, pp. 446-458

Persistent link: https://www.econbiz.de/10013415407

A New Fuzzy Rule Interpolation Approach to Terrorism Risk Assessment

Jin, Shangzhu; Peng, Jun; Ge, Jike - In: International Journal of Software Science and … 9 (2017) 3, pp. 16-36

bidirectional (forward/backward) fuzzy rule interpolation mechanism that is tailored to suit decision support for terrorism risk …

Persistent link: https://www.econbiz.de/10012048045

Using deep learning to interpolate the missing data in time-series for credit risks along supply chain

Zhang, Wenfeng; Lim, Ming Kim; Yang, Mei; Li, Xingzhi; … - In: Industrial Management & Data Systems 123 (2023) 5, pp. 1401-1417

approaches to the building of datasets and the framing of the algorithmic models. Then, this study tests the interpolation … before and after the interpolation in a real dataset with the missing data in irregular time-series. Findings The algorithmic … time-series after the interpolation by the TD-LSTM. Originality/value This study fully validates the TD-LSTM interpolation …

Persistent link: https://www.econbiz.de/10014826052

Compact finite difference scheme with hermite interpolation for pricing American put options based on regime switching model

Nwankwo, Chinonso I.; Dai, Weizhong; Liu, Rui Hua - In: Computational economics 62 (2023) 3, pp. 817-854

Persistent link: https://www.econbiz.de/10014382839

Using Quadratic Interpolated Beetle Antennae Search for higher dimensional portfolio selection under cardinality constraints

Khan, Ameer Tamoor; Cao, Xinwei; Li, Shuai - In: Computational economics 62 (2023) 4, pp. 1413-1435

Persistent link: https://www.econbiz.de/10014437344

The convergence analysis of the numerical calculation to price the time-fractional black-scholes model

Mesgarani, H.; Bakhshandeh, M.; Aghdam, Y. Esmaeelzade; … - In: Computational economics 62 (2023) 4, pp. 1845-1856

Persistent link: https://www.econbiz.de/10014437608

Un método para obtener datos de alta frecuencia del mercado laboral ecuatoriano

Carrillo-Maldonado, Paul; Yaselga Alvarado, Emanuel Daniel - In: Cuadernos de economía 42 (2023) 89, pp. 147-175

Persistent link: https://www.econbiz.de/10014547265

Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps

Zeng, Pingping; Xu, Ziqing; Jiang, Pingping; Kwok, Yue-Kuen - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 842-890

Persistent link: https://www.econbiz.de/10014329916

A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model

Pan, Gaoyongqi; Zhang, Shengliang - In: International journal of financial engineering 10 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014304284