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Least Square

American put option pricing : a comparison between neural networks and least-square Monte Carlo method

American put option pricing : a comparison between neural networks and least-square Monte Carlo method

... the Least-Square Monte Carlo Method from Longstaff and Schwartz [15] are compared, with LSM showing the best results also in terms of both accuracy and execution ...

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Collocation Discrete Least Square (CDLS) Method for Elasticity Problems and Grid Irregularity Effect Assessment

Collocation Discrete Least Square (CDLS) Method for Elasticity Problems and Grid Irregularity Effect Assessment

... discrete least square (CDLS) method, is extended in this paper, for solving elasticity problems and grid irregularity effect is ...moving least-squares interpolant is employed to construct the trial ...

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Prediction of hybrid means from a partial circulant diallel table using the ordinary least square and the mixed model methods

Prediction of hybrid means from a partial circulant diallel table using the ordinary least square and the mixed model methods

... By definition, the genetic effects obtained from a circulant diallel table are random. However, because of the methods of analysis, those effects have been considered as fixed. Two different statistical approaches were ...

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3D Indoor Building Environment Reconstruction using Least Square Adjustment, Polynomial Kernel, Interval Analysis and Homotopy Continuation

3D Indoor Building Environment Reconstruction using Least Square Adjustment, Polynomial Kernel, Interval Analysis and Homotopy Continuation

... by least square adjustment (absolute orientation) which shows a maximum error of 13 centimeters and a minimum error of 6 centimeters using the Leica scanstation C10 as a ...

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An Algorithm to Solve Separable Nonlinear Least Square Problem

An Algorithm to Solve Separable Nonlinear Least Square Problem

... Nonlinear Least Squares (SNLS) problem is a special class of Nonlinear Least Squares (NLS) problems, whose objective function is a mixture of linear and nonlinear ...

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LEAST-SQUARE REVERSE TIME MIGRATION (LSRTM) IN THE SHOT DOMAIN

LEAST-SQUARE REVERSE TIME MIGRATION (LSRTM) IN THE SHOT DOMAIN

... studied recently is its efficiency when applied to incomplete data. LSM process helps reduce artifacts in a natural way by generating the model that predicts the observed data in a least-squares sense (Nemeth et ...

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Discovery of sexual dimorphisms in metabolic and genetic biomarkers.

Discovery of sexual dimorphisms in metabolic and genetic biomarkers.

... A Partial Least Square (PLS) analysis [10] of all metabolites showed that there were major differences of mean serum metabolite concentrations between males and females, as the values fo[r] ...

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The surface geometry of exotic nuclei

The surface geometry of exotic nuclei

... A study of the surface geometry (diffuseness and half-density radii) by a least-square fitting of neutron and proton density distributions of spherical nuclei has been per- formed. The density distributions ...

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J. Braz. Soc. Mech. Sci. & Eng.  vol.27 número3

J. Braz. Soc. Mech. Sci. & Eng. vol.27 número3

... In this work we derive an extension of the PUFEM based on the framework of the Moving Least Square Approximation (MLSA) that ensures the construction of invertible matrices involved with the MLSA method. ...

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Noise Induces Biased Estimation of the Correction Gain.

Noise Induces Biased Estimation of the Correction Gain.

... Levenberg-Marquardt least-square algorithm (red) and the Adjusted Yule-Walker (AYW) method (blue), and then compared with the actual correction gain B ...

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Stochastic discount factor bounds and rare events: a review

Stochastic discount factor bounds and rare events: a review

... and Jagannathan (1997) obtain the minimum adjustment that makes y(())- XR~ an admissible stochastic discount factor based on a least square metric, Ghosh et ai. (2016) identifies [r] ...

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Bioremediation and CO2 scavenging using molybdenum-containing enzymes

Bioremediation and CO2 scavenging using molybdenum-containing enzymes

... Table III-8 resumes the preliminary kinetic parameters determined for carbon dioxide reduction, catalyzed by Fdh in the presence of benzyl viologen obtained by least square f[r] ...

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Association between SSCPs at Algarvia goat GH and milk traits

Association between SSCPs at Algarvia goat GH and milk traits

... VII. Least Square Means (LSMEAN), and Standard Deviation Error (STD Error) asso- ciated, of milk production parameters for SSCP patterns at exon 5, considering 145 days of ...

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Iterative Channel Estimation Algorithm in Multiple Input Multiple Output Orthogonal Frequency Division Multiplexing Systems

Iterative Channel Estimation Algorithm in Multiple Input Multiple Output Orthogonal Frequency Division Multiplexing Systems

... then Least Square (LS) method was chosen for initial channel estimation in pilots at receiver, using applicable proposed receiver, which has simple and usable structure, then channel state information was ...

5

Robust framework for PET image reconstruction incorporating system and measurement uncertainties.

Robust framework for PET image reconstruction incorporating system and measurement uncertainties.

... degraded and sometimes even unacceptable(such as for small animal PET imaging). For example, if the actual system matrices were DzdD, until now, all aforementioned works are based on D alone, without taking the existence ...

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A complex autoregressive model and application to monthly temperature forecasts

A complex autoregressive model and application to monthly temperature forecasts

... via Eq. (18). The M3 (model 3) is a simple autoregressive model (p=3) in the real number part only at each station via Eq. (18). The M4 (model 4) is a persistence forecast at each station. It shows that the complex ...

7

Rev. bras. meteorol.  vol.29 número1

Rev. bras. meteorol. vol.29 número1

... The resulting series were analyzed through trends. The slopes of the annual trends of the climate indices were calculated based on a least square linear itting. Trends were obtained fo[r] ...

8

A Technique for Pulse RADAR Detection Using RRBF Neural Network

A Technique for Pulse RADAR Detection Using RRBF Neural Network

... recursive least square (RLS) algorithm, multilayer perceptron (MLP), radial basis function (RBF) and recurrent neural network (RNN) have been applied for pulse compression and their performances have also ...

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Inference for types and structured families of commutative orthogonal block structures

Inference for types and structured families of commutative orthogonal block structures

... Abstract Models with commutative orthogonal block structure, COBS, have orthog- onal block structure, OBS, and their least square estimators for estimable vectors are, as it will be shown, best linear ...

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