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Initialisation and training procedures for wavelet networks applied to chaotic time series
(CRL Publishing Ltd, 2010)
Approximating risk premium on a parametric arbitrage-free term structure model
(Sociedade Brasileira de Econometria, 2014-11-14)
In this paper we approximate the risk factors of a polynomial arbitrage-free dynamic term structure model by running a sequential set of linear regressions independent across time. This approximation avoids the cost of a ...
Underlying Probability Measure Approximated by Monte Carlo Simulations in Event Prognostics
(2023)
The prognostic of events, and particularly of failures, is a key step towards allowing preventive decision-making, as in the case of predictive maintenance in Industry 4.0, for example. However, the occurrence time of a ...
Approximate dynamic programming via direct search in the space of value function approximations
(Elsevier Science BvAmsterdamHolanda, 2011)