Results 131 to 140 of about 2,360 (218)

Ridge Regression Learning Algorithm in Dual Variables

open access: yes, 1998
In this paper we study a dual version of the Ridge Regression procedure. It allows us to perform non-linear regression by constructing a linear regression function in a high dimensional feature space.
C. Saunders   +5 more
core  

Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space

open access: yes
This paper proposes a method to estimate the conditional quantile function using an epsilon-insensitive loss in a reproducing kernel Hilbert space.
Kim, Jeankyung, Park, Jinho
core  

Calibration of Option Pricing in Reproducing Kernel Hilbert Space

open access: yes, 2015
A parameter used in the Black-Scholes equation, volatility, is a measure for variation of the price of a financial instrument over time. Determining volatility is a fundamental issue in the valuation of financial instruments.
Ge, Lei
core  

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