A greedy non-intrusive reduced order model for shallow water equations
In this work, we develop Non-Intrusive Reduced Order Models (NIROMs) that combine
Proper Orthogonal Decomposition (POD) with a Radial Basis Function (RBF) interpolation …
Proper Orthogonal Decomposition (POD) with a Radial Basis Function (RBF) interpolation …
Learning via variably scaled kernels
We investigate the use of the so-called variably scaled kernels (VSKs) for learning tasks,
with a particular focus on support vector machine (SVM) classifiers and kernel regression …
with a particular focus on support vector machine (SVM) classifiers and kernel regression …
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis
The intensity, hardness, and extent of catastrophic accidents in recent decades have led
insurance companies to seek resources to raise the capital to deal with the caused damage …
insurance companies to seek resources to raise the capital to deal with the caused damage …
Modeling of Mortgage-Backed Securities based on stochastic processes
M Khani, A Neisy - Journal of Mathematics and Modeling in Finance, 2021 - jmmf.atu.ac.ir
In this paper, we first present a nonlinear structural model for pricing mortgage-backed
securities. These derivatives are considered to be the primary cause of the 2008 financial …
securities. These derivatives are considered to be the primary cause of the 2008 financial …
An Approximation Scheme for Value at Risk under Mean Reverting Stochastic Volatility Model
A Neisy - Studies of Applied Economics, 2021 - ojs.ual.es
In this paper, a stochastic differential equation is provided for the stock price in which not
only the volatility of returns is stochastic same as Hull and White model but also, it has the …
only the volatility of returns is stochastic same as Hull and White model but also, it has the …
Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network
K Ayati - Journal of Mathematics and Modeling in Finance, 2022 - jmmf.atu.ac.ir
In this article supply demand based on prices volumes are extracted as measure of swaps
between two or more indexes by neural network for recommend Market Makers to increase …
between two or more indexes by neural network for recommend Market Makers to increase …
Pricing Catastrophe Bonds with Default Risk using RBF Method
A Neisy, S De Marchi, M Bidarvand - events.math.unipd.it
In this paper, we study the Catastrophe bonds which are considered the most important
products in catastrophe risk securitization and the insurance market. These financial assets …
products in catastrophe risk securitization and the insurance market. These financial assets …