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

Application of the radial basis function in solving an operational risk management model : investigating the probability of bank survival with risk reserves

Rasouli, Mansoureh; Fariborzi Araghi, Mohammad Ali; … - In: The journal of operational risk 18 (2023) 2, pp. 59-76

Persistent link: https://www.econbiz.de/10014490095

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

Bayesian inference for regression copulas

Smith, Michael S.; Klein, Nadja - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 712-728

Persistent link: https://www.econbiz.de/10012587971

Numerical simulation and applications of the convection-diffusion-reaction equation with the radial basis function in a finite-difference mode

Mollapourasl, Reza; Haghi, Majid; Heryudono, Alfa - In: The journal of computational finance 23 (2020) 5, pp. 33-73

Persistent link: https://www.econbiz.de/10012295864

Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks

Kanazawa, Nobuyuki - In: Journal of macroeconomics 64 (2020), pp. 1-32

Persistent link: https://www.econbiz.de/10012433748

Forecasting the next dry cargo shipping depression beyond 2018

Goulielmos, Alexandros M. - In: Modern economy 10 (2019) 7, pp. 1684-1712

Persistent link: https://www.econbiz.de/10012179155

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