Solving financial differential equations using differentiation matrices.
Robert PichéJuho KanniainenPublished in: World Congress on Engineering (2007)
Keyphrases
- differential equations
- feed forward artificial neural networks
- runge kutta
- dynamical systems
- ordinary differential equations
- systems of linear equations
- numerical solution
- numerical methods
- brownian motion
- stock market
- linear complementarity problem
- nonlinear differential equations
- genetic algorithm
- linear programming
- pattern recognition
- similarity measure
- image processing