苍白 发表于 2025-3-23 09:54:41
Data Discrimination via Nonlinear Generalized Support Vector Machines,minate between elements of a given set better than a linear surface. The principal approach used is that of generalized support vector machines (GSVMs) which employ possibly indefinite kernels. The GSVM training procedure is carried out by either a simple successive overrelaxation (SOR) itHamper 发表于 2025-3-23 16:51:47
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Free Boundary Problems in Asset Pricing with Transaction Costs,ion costs are a realistic feature in numerous financial transactions and their presence affects considerably the theoretical asset and derivative prices..In the area of optimal portfolio management, the valuation models give rise to singular stochastic control problems and the goal is to characterizCountermand 发表于 2025-3-24 18:35:14
Preprocessing Complementarity Problems,a polyhedral set and exploits the uncovered structure to fix variables and remove constraints. The second discovers information about the function and utilizes complementarity theory to eliminate variables. The methodology is successfully employed to preprocess several models.做作 发表于 2025-3-24 20:06:55
An Active Set-Type Newton Method for Constrained Nonlinear Systems,ndition. Furthermore the method generates feasible iterates and has to solve only one linear system of equations at each iteration. Due to our active set strategy, this linear system is of reduced dimension. Some preliminary numerical results are included.小溪 发表于 2025-3-24 23:09:34
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