Inverse multi-quadric RBF for computing the weights of FD method: Application to American options.
Fazlollah SoleymaniMahdiar BarfeieFarhad Khaksar HaghaniPublished in: Commun. Nonlinear Sci. Numer. Simul. (2018)
Keyphrases
- detection method
- high accuracy
- pairwise
- neural network
- sensitivity analysis
- missing data
- computational cost
- experimental evaluation
- cost function
- preprocessing
- radial basis function
- linear combination
- similarity measure
- synthetic data
- segmentation method
- optimization method
- bp neural network
- weighting scheme
- reconstruction method
- weighted average
- basis functions
- united states
- edge detection
- dynamic programming
- artificial neural networks
- image segmentation
- learning algorithm