Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts.
Slobodan MilovanovicPublished in: CoRR (2018)
Keyphrases
- radial basis function
- rbf neural network
- rbf network
- basis functions
- neural network
- artificial neural networks
- support vector
- support vector machine svm
- b spline
- multilayer perceptron
- support vector machine
- financial markets
- multi layer perceptron
- hidden layer
- rbf kernel
- pattern recognition
- data mining
- signal to noise ratio
- linear combination
- edge detection
- wavelet transform
- multiscale
- image processing