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Listar por palabra clave "Radial basis functions"

Mostrando ítems 1-4 de 4

A local radial basis function method for high-dimensional American option pricing problems

Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (Vilnius Gediminas Technical University, 2018)

[EN] In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a ...
A stable local radial basis function method for option pricing problem under the Bates model

Company Rossi, Rafael; Egorova, Vera N.; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (John Wiley & Sons, 2019-05)

[EN] We propose a local mesh-free method for the Bates¿Scott option pricing model, a 2D partial integro-differential equation (PIDE) arising in computational finance. A Wendland radial basis function (RBF) approach is used ...
Application of radial basis functions compared to neural networks to predict air pollution

Capilla, Carmen (WIT Press, 2015)

This paper studies the application of radial basis functions to predict nitrogen oxides 24 hours in advance. The forecast interval was chosen for practical regulatory reasons. The two study areas are in Valencia (Spain), ...
Deformable brain atlas validation of the location of subthalamic nucleus using T1-weighted MR images of patients operated on for Parkinson's

Ortega Pérez, Mario; Juan Lizandra, María Carmen; Alcañiz Raya, Mariano Luis; Gil Gómez, José Antonio; Monserrat Aranda, Carlos (Elsevier, 2008)

[EN] Parkinson¿s disease is a degenerative disease of the central nervous system. One of the most effective treatments is deep brain stimulation. This technique requires the localization of an objective structure: the ...

Mostrando ítems 1-4 de 4

Listar por palabra clave "Radial basis functions"

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Listar por palabra clave "Radial basis functions"