Results 301 to 310 of about 2,178,860 (334)
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Second order approximations for limit order books
2017In this paper we derive a second order approximation for an infinite dimensional limit order book model, in which the dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator (e.g.~the volume standing at the top of the book).
Horst, Ulrich, Kreher, D��rte
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Raising Multiwavelet Approximation Order Through Lifting
SIAM Journal on Mathematical Analysis, 2001The author considers the following problem: Given a biorthogonal, compactly supported multiwavelet pair \(\phi\), \(\widetilde\phi\) and integers \(p\geq 1\), \(\widetilde p\geq 1\), find an algorithm to generate from them new multiwavelets \(\phi_1\), \(\widetilde\phi_1\) with approximation orders \(p\), \(\widetilde p\), respectively.
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Spectral Approximation of Third-Order Problems
Journal of Scientific Computing, 1999The author introduces a Chebyshev collocation method for the partial differential equation \(u_t = u_{xxx}\) on the set \((x, t) \in (-1, 1) \times (0, T]\). The boundary conditions are of a Dirichlet sort which ensure stability. A computational investigation suggests that collocation at the Gauss-Lobatto points produces a stable numerical method.
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A fourth-order approximation of fractional derivatives with its applications
Journal of Computational Physics, 2015Zhao-peng Hao, Zhi-zhong Sun
exaly
Multilayer Perceptrons: Approximation Order and Necessary Number of Hidden Units
IEEE Transactions on Neural Networks, 2008Stephan Trenn
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On the Best Rank-1 and Rank-(R1 ,R2 ,. . .,RN) Approximation of Higher-Order Tensors
SIAM Journal on Matrix Analysis and Applications, 2000Lieven De Lathauwer, Joos Vandewalle
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