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» Forecasting high-dimensional data
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WCE
2007
14 years 11 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
JDCTA
2010
120views more  JDCTA 2010»
14 years 4 months ago
Research on Data Fitting of key Model for Traffic Flow
For the study of traffic flow, a number of factors for traffic flow is difficult to accurate description variables with specific parameters, but in similar circumstances, traffic ...
Jian-ming Cui
ICCS
2007
Springer
15 years 4 months ago
Two Extensions of Data Assimilation by Field Alignment
Abstract. Classical formulations of data-assimilation perform poorly when forecast locations of weather systems are displaced from their observations. They compensate position erro...
Sai Ravela
SIGECOM
2009
ACM
118views ECommerce» more  SIGECOM 2009»
15 years 4 months ago
Modeling volatility in prediction markets
There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than tradition...
Nikolay Archak, Panagiotis G. Ipeirotis
ECCV
2006
Springer
15 years 11 months ago
Variational Shape and Reflectance Estimation Under Changing Light and Viewpoints
Abstract. Fitting parameterized 3D shape and general reflectance models to 2D image data is challenging due to the high dimensionality of the problem. The proposed method combines ...
Dana Cobzas, Martin Jägersand, Neil Birkbeck,...