Results 81 to 90 of about 851,390 (284)
Supervised Machine Learning with Control Variates for American Option Pricing
Foundations of Computing and Decision Sciences, 2018 In this paper, we make use of a Bayesian (supervised learning) approach in pricing American options via Monte Carlo simulations. We first present Gaussian process regression (Kriging) approach for American options pricing and compare its performance in ...
Mu Gang +3 more
doaj +1 more source
Advanced Engineering Materials, EarlyView.Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt +8 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.This study explores the lightweight potential of laser additive‐manufactured NiTi triply periodic minimal surface sheet lattices. It systematically investigates the effects of relative density and unit cell size on surface quality, deformation recovery, compression behavior, and energy absorption.
Haoming Mo +3 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.This study presents an infrared monitoring approach for direct laser interference patterning (DLIP) combined with a convolutional neural network (CNN). Thermal emission data captured during structuring are used to predict surface topography parameters.
Lukas Olawsky +5 more
wiley +1 more source
Sensors, 2020 In this work, the use of Machine Learning methods for robust Received Signal Strength (RSS)-based Visible Light Positioning (VLP) is experimentally evaluated.
Willem Raes +4 more
doaj +1 more source
Representation of self-similar Gaussian processes [PDF]
, 2014 We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation under the ...
Yazigi, Adil
core +1 more source
Parallelizable sparse inverse formulation Gaussian processes (SpInGP)
, 2017 We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations.
Grigorievskiy, Alexander +2 more
core +1 more source
Advanced Engineering Materials, EarlyView.Stabilization of L‐PBF Ni50.7Ti49.3 under low‐cycle loading was investigated. Recoverable strain after cycling was dependent on the amount of applied load. Recovery ratio was 53.4% and 35.1% at intermediate and high load, respectively. The maximum total strain reached 10.3% at a high load of 1200 MPa.
Ondřej Červinek +5 more
wiley +1 more source
Time series with infinite-order partial copula dependence
Dependence Modeling, 2022 Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
doaj +1 more source
Influence of an Argon/Silane Atmosphere on the Temperature of a Thermal Plasma
Advanced Engineering Materials, EarlyView.The influence of a silane‐doped argon atmosphere on the chemical composition and temperature of a thermal nontransferring argon plasma is investigated using optical emission spectroscopy. As a result of the high amount of free electrons resulting from the stepwise ionization and dissociation of the silane molecule, even a silane addition of 0.01 vol ...
Lena Kreie +4 more
wiley +1 more source