نتایج جستجو برای: least square method lsm
تعداد نتایج: 2041833 فیلتر نتایج به سال:
We study approaches to learning an exercise policy for American options directly from real data. We investigate an approximate policy iteration method, namely, least squares policy iteration (LSPI), for the problem of pricing American options. We also extend the standard least squares Monte Carlo (LSM) method of Longstaff and Schwartz, by composing sample paths from real data. We test the perfo...
Based on the investigation and comparing of available multi-image matching algorithms, a fresh multi-image matching algorithm model, AMMGC-LSM, which is appropriate for multi-line-array digital images, is proposed in this paper. For the AMMGC algorithm, its purpose is providing good initial values for the multi-line-array least square image matching, which is more precise and can reach sub-pixe...
in this paper, we use a third degree b-spline function to construct an approximate solution forthird order linear and nonlinear boundary value problems coupled with the least square method. severalexamples are given to illustrate the efficiency of the proposed technique.
In this study, the least square method is applied to study the laminar flow, heat transfer and microrotation of MgO-Ag/water micropolar hybrid nanofluid in a permeable channel. The bottom wall is hot and coolant fluid is injected into the channel from the top wall. The base fluid in the channel is water and volume fraction of nanoparticle (50% Ag and 50% MgO by volume) is between 0 and 0.02. By...
SOLVING DIFFERENTIAL EQUATIONS WITH LEAST SQUARE AND COLLOCATION METHODS by Katayoun Bodouhi Kazemi Dr. Xin Li, Examination Committee Chair Associate Professor of Mathematics University of Nevada, Las Vegas In this work, we first discuss solving differential equations by Least Square Methods (LSM). Polynomials are used as basis functions for first-order ODEs and then B-spline basis are introduc...
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