Cubature Method for Stochastic Volterra Integral Equations.

Qi Feng Jianfeng Zhang

Published in: SIAM J. Financial Math. (2023)

Keyphrases

least squares
synthetic data
high precision
multiscale
pairwise
computationally efficient
numerical methods
computational complexity
feature vectors
cost function
experimental evaluation
classification accuracy
energy function
segmentation method
optimization method