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CSDA
2006
66views more  CSDA 2006»
15 years 2 months ago
A dynamic model of expected bond returns: A functional gradient descent approach
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...
Francesco Audrino, Giovanni Barone-Adesi
99
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JC
2011
87views more  JC 2011»
14 years 9 months ago
Lower bounds for the complexity of linear functionals in the randomized setting
Abstract. Hinrichs [3] recently studied multivariate integration defined over reproducing kernel Hilbert spaces in the randomized setting and for the normalized error criterion. I...
Erich Novak, Henryk Wozniakowski
ADCM
2006
74views more  ADCM 2006»
15 years 2 months ago
Linearly constrained reconstruction of functions by kernels with applications to machine learning
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...
Robert Schaback, J. Werner
TC
2002
15 years 2 months ago
A Deterministic Multivariate Interpolation Algorithm for Small Finite Fields
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 ...
Zeljko Zilic, Zvonko G. Vranesic
ISSAC
2009
Springer
167views Mathematics» more  ISSAC 2009»
15 years 9 months ago
High order derivatives and decomposition of multivariate polynomials
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...
Jean-Charles Faugère, Ludovic Perret