Power corporations' default probability forecasting using the Derivative-free nonlinear Kalman Filter.
Gerasimos G. RigatosPierluigi SianoPublished in: INDIN (2015)
Keyphrases
- kalman filter
- derivative free
- neural learning
- unconstrained optimization
- kalman filtering
- gradient method
- object tracking
- optimization methods
- particle filter
- multi layered
- constrained optimization
- neural network
- incremental learning
- nonlinear optimization
- mean shift
- objective function
- fan beam
- search methods
- evolutionary algorithm
- penalty function
- step size
- image sequences
- image processing
- computer vision
- learning algorithm