A radial basis function - Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options.
Yin YangFazlollah SoleymaniMahdiar BarfeieEmran TohidiPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- radial basis function
- finite difference
- basis functions
- activation function
- rbf neural network
- rbf network
- finite element
- numerical solution
- neural network
- partial differential equations
- numerical analysis
- multilayer perceptron
- level set
- artificial neural networks
- hidden layer
- support vector
- support vector machine svm
- diffusion equation
- linear combination
- support vector machine
- machine learning
- learning algorithm
- genetic algorithm
- anisotropic diffusion
- color images
- search space
- rbf kernel