Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump.
A. S. Fatemion AghdaSeyed Mohammad HosseiniMahdieh TahmasebiPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- mathematical model
- statistical model
- optimization method
- closed form
- modeling method
- optimization procedure
- prior knowledge
- test data
- similarity measure
- evaluation method
- linear regression
- sensitivity analysis
- parameter estimation
- pairwise
- input data
- high accuracy
- objective function
- probabilistic model
- bp neural network
- prediction model
- hybrid model
- optimization model
- high order
- significant improvement
- neural network
- linear model
- theoretical analysis
- iterative procedure
- energy function
- recognition algorithm
- parameter space
- statistical methods
- probability distribution
- tree structure
- feature space
- bayesian framework
- autoregressive
- reconstruction method
- classification method
- fuzzy linear programming