Δημοσιεύσεις σε συνέδρια/Conference papers
Σύνολο αποτελεσμάτων: 2, εμφανίζονται 1 - 2
Αποτελέσματα ανά σελίδα:  10  25  50  100
Ταξινόμηση ανά: Ημερομηνία · Επισκέψεις · Τίτλο
1 European option pricing by using the support vector regression approach
Andreou, Panayiotis Charalambous, Chris Martzoukos, Spiros H.,
We explore the pricing performance of Support Vector Regression for pricing SandP 500 index call options. Support Vector Regression is a novel nonparametric methodology that has been developed in the ...
2009
2 Stable parallel algorithms for computing and updating the qr decomposition
Kontoghiorghes, Erricos John Clarke, Michael R B,
n this paper we propose new stable parallel algorithms based on Householder transformations and compound Given's rotations to compute the QR decomposition of a rectangular matrix. The predicted execut...
1993