Results 81 to 90 of about 1,509,637 (194)

The least squares method for option pricing revisited [PDF]

open access: yes, 2015
It is shown that the the popular least squares method of option pricing converges even under very general assumptions. This substantially increases the freedom of creating different implementations of the method, with varying levels of computational ...
Klimek, Maciej, Pitera, Marcin
core  

Convergence of Alternating Least Squares Optimisation for Rank-One Approximation to High Order Tensors

open access: yes, 2014
The approximation of tensors has important applications in various disciplines, but it remains an extremely challenging task. It is well known that tensors of higher order can fail to have best low-rank approximations, but with an important exception ...
Espig, Mike, Khachatryan, Aram
core  

Using the Least Squares Method for the Ggeneration of Digital Precipitation Model [PDF]

open access: yesنشریه جغرافیا و برنامه‌ریزی, 2016
One of the most important procedures in the water sources studies is the estimation of the local distribution of precipitation in different time scales. The study of precipitation is a basic element in the water balance studies and is an important factor
MohammadHoseein Rezaei Moghaddam   +4 more
doaj  

Least-squares finite element method for fluid dynamics [PDF]

open access: yes
An overview is given of new developments of the least squares finite element method (LSFEM) in fluid dynamics. Special emphasis is placed on the universality of LSFEM; the symmetry and positiveness of the algebraic systems obtained from LSFEM; the ...
Jiang, Bo-Nan, Povinelli, Louis A.
core   +1 more source

A least squares method for the reduction of free-oscillation data [PDF]

open access: yes
Least squares determination of frequency, damping ratio, amplitude, and phase angle from free oscillation ...
Crawford, W. L., Wilcox, P. R.
core   +1 more source

ROBUST TWO�STAGE LEAST SQUARES: SOME MONTE CARLO EXPERIMENTS [PDF]

open access: yes
The Two�Stage Least Squares (2�SLS) is a well known econometric technique used to estimate the parameters of a multi�equation econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) overï ...
Sudhanshu Kumar MISHRA
core  

A group-based approach to the least squares regression for handling multicollinearity from strongly correlated variables

open access: yes, 2019
Multicollinearity due to strongly correlated predictor variables is a long-standing problem in regression analysis. It leads to difficulties in parameter estimation, inference, variable selection and prediction for the least squares regression.
Tsao, Min
core  

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