3038 search results - page 249 / 608 » High-Speed Function Approximation |
183
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WSC
2004
15 years 8 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
135
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WSC
2000
15 years 8 months ago
2000
We propose solving continuous parametric simulation optimizations using a deterministic nonlinear optimization algorithm and sample-path simulations. The optimization problem is w...
158
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AUTOMATICA
2007
15 years 6 months ago
2007
— Robust control synthesis of linear time-invariant SISO polytopic systems is investigated using the polynomial approach. A convex set of all stabilizing controllers for a polyto...
153
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AMC
2006
15 years 6 months ago
2006
A numerical method based on an integro-differential formulation and approximation by local interpolating functions is proposed for solving a one-dimensional parabolic partial diff...
159
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CORR
2006
Springer
15 years 6 months ago
2006
Springer
We develop a new collaborative filtering (CF) method that combines both previously known users' preferences, i.e. standard CF, as well as product/user attributes, i.e. classi...