We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Abstract. Hinrichs [3] recently studied multivariate integration defined over reproducing kernel Hilbert spaces in the randomized setting and for the normalized error criterion. I...
This paper investigates the approximation of multivariate functions from data via linear combinations of translates of a positive definite kernel from a reproducing kernel Hilbert...
We present a new multivariate interpolation algorithm over arbitrary fields which is primarily suited for small finite fields. Given function values at arbitrary t points, we show ...
In this paper, we present an improved method for decomposing multivariate polynomials. This problem, also known as the Functional Decomposition Problem (FDP) [17, 9, 27], is class...