The present paper studies the non-parametric estimation of volatility in financial time series. Support Vector Regression (SVR) is applied and compared with alternative techniques for estimating a Conditional Heteroskedastic AutoRegressive Nonlinear (CHARN) model. A multiscale decomposition...

Whether tracking the eye of a storm, the leading edge of a wildfire, or the front of a chemical reaction, one finds that significant change occurs at the thin edge of an advancing line. The tracking of such change-fronts comes in myriad forms with a wide variety of applications expressible as...

The reconstruction of curves from their curvature is a problem not very well-solved in cartographic generalization of roads. Frenet’s formulas theoretically solve this problem. The result shows that there exists a curve (up to rigid motion) with prefixed curvature function and torsion. By the...

In this paper, we present a new class of operators, which are refinable, quasi-interpolatory and satisfy some interpolation conditions. The refinability is achieved by using as functional bases the B-bases corresponding to totally positive refinable functions. We analyze the main properties of...

This paper introduces a relative structural complexity measure for the characterization of disordered surfaces. Numerical solutions of 2d+1 KPZ equation and scanning force microscopy (SFM) patterns of porous silicon samples are analyzed using this methodology. The results and phenomenological...

Considerable advances in automatic speech recognition have been made in the last decades, thanks specially to the use of hidden Markov models. In the field of speech signal analysis, different techniques have been developed. However, deterioration in the performance of the speech recognizers has...

This paper surveys the literatures on numerical methods from its origins to present to evaluate American-style claims. An extensive review of numerical meth- ods is provided. In particular, emphases is placed on recent trends and developments in the multi-grid and Galerkin method with the...